Related papers: Extended duality relations between birth-death pro…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We discuss one-dimensional stochastic processes defined through the Temperley-Lieb algebra related to the Q=1 Potts model. For various boundary conditions, we formulate a conjecture relating the probability distribution which describes the…
Single-file transport, which corresponds to the diffusion of particles that cannot overtake each other in narrow channels, is an important topic in out-of-equilibrium statistical physics. Various microscopic models of single-file systems…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We derive new duality relations that link the energy of configurations associated with a class of soft pair potentials to the corresponding energy of the dual (Fourier-transformed) potential. We apply them by showing how information about…
A new, extended nonlinear framework of the ordinary real analysis incorporating a novel concept of {\em duality structure} and its applications into various nonlinear dynamical problems is presented. The duality structure is an asymptotic…
In this short note we study the semantics of two basic computational effects, exceptions and states, from a new point of view. In the handling of exceptions we dissociate the control from the elementary operation which recovers from the…
A general theory of stochastic extensive forms is developed to bridge two concepts of information flow: decision trees and refined partitions on the one side, filtrations from probability theory on the other. Instead of the traditional…
We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…
We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…
The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…
A duality relation between the long-time dynamics of a quantum Brownian particle in a tilted ratchet potential and a driven dissipative tight-binding model is reported. It relates a situation of weak dissipation in one model to strong…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
A system-size expansion method is incorporated into the Doi-Peliti formalism for stochastic chemical kinetics. The basic idea of the incorporation is to introduce a new decomposition of unity associated with a so-called Cole-Hopf…
This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…