Related papers: Lectures on integrable probability
CONTENTS: 1 Introduction 2 Analytic Manifolds and Analytic Continuation of Metrics 3 Walker's Spacetimes and their Maximal Extension 4 Global Structure of de Sitter and Reissner-Nordstr\"om-de Sitter Cosmos 4.1 Special Cases 4.2 Collapsing…
Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…
This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the…
We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…
These lecture notes are an expanded write-up of my short lecture series "Noncommutative Resolutions" given to the MSRI Graduate Student Workshop "Noncommutative Algebraic Geometry" during June 2012. The notes include five chapters, an…
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…
We study semiorders induced by points drawn from a uniform random distribution. Of particular interest in this paper are the probabilities of generating specific semiorders and the equivalence classes they produce. We present a method for…
For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…
These are pedagogical lecture notes on hydrodynamic fluctuations in normal relativistic fluids. The lectures discuss correlation functions of conserved densities in thermal equilibrium, interactions of the hydrodynamic modes, an effective…
After reviewing some basic properties of RT algebras, which appear to be the natural framework to deal with integrable systems in presence of an impurity, we show how any integrable system (including these possessing translation invariance)…
Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a…
Compressive isothermal turbulence is known to have a near lognormal density probability distribution function (PDF) with a width that scales with the sonic Mach number and nature of the turbulent driving (solenoidal vs compressive).…
In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…
These are extended notes for my talk at the ICMP 2003 in Lisbon. Our goal here is to demonstrate how natural and fundamental random partitions are from many different points of view. We discuss various natural measures on partitions, their…
This is an overview of various aspects of the 6-vertex model in statistical mechanics and related models.
Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…
In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…
Probabilistic Logic Programming (PLP) languages enable programmers to specify systems that combine logical models with statistical knowledge. The inference problem, to determine the probability of query answers in PLP, is intractable in…
Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose a unified approach and define…
The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…