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This study presents a Bayesian spectral density approach for identification and uncertainty quantification of flutter derivatives of bridge sections utilizing buffeting displacement responses, where the wind tunnel test is conducted in…

Applications · Statistics 2022-01-19 Xiaolei Chu , Wei Cui , Peng Liu , Lin Zhao , Yaojun Ge

In the context of population genetics, active information can be extended to measure the change of information of a given event (e.g., fixation of an allele) from a neutral model in which only genetic drift is taken into account to a…

Information Theory · Computer Science 2022-02-24 Daniel Andrés Díaz-Pachón , Robert J. Marks

The Wright-Fisher model, originating in Wright (1931) is one of the canonical probabilistic models used in mathematical population genetics to study how genetic type frequencies evolve in time. In this paper we bound the rate of convergence…

Probability · Mathematics 2023-12-19 Anton Braverman , Han L. Gan

One-dimensional Fisher-Wright diffusion process on the interval $(0,1)$ with mutations is considered. This is a widely known model in population genetics. The goal of the paper is an exponential recurrence of the process, which also implies…

Probability · Mathematics 2021-11-02 Roman Sineokiy , Alexander Veretennikov

Time-reflection occurs when a wave is propagating in a medium undergoing a large and abrupt change in its properties: the original wave splits into a time-refracted wave and a time-reflected wave, each displaying different features. The…

We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…

Computational Finance · Quantitative Finance 2009-10-28 Roman N. Makarov , Devin Glew

For a fixed flow-based generative model under a small inference budget, sample quality can depend strongly on where the sampler spends its few function evaluations. Flow matching and Schr\"odinger bridges define probability paths, yet their…

Machine Learning · Computer Science 2026-05-18 Bruno Trentini , Dejan Stancevic , Michael M. Bronstein , Alexander Tong , Luca Ambrogioni

We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=\eta(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of…

Statistical Mechanics · Physics 2009-11-11 Alan J. Bray , Satya N. Majumdar

We study the non-Arrhenius behavior of surface diffusion near the second-order phase transition boundary of an adsorbate layer. In contrast to expectations based on macroscopic thermodynamic effects, we show that this behavior can be…

Soft Condensed Matter · Physics 2009-10-30 I. Vattulainen , J. Merikoski , T. Ala-Nissila , S. C. Ying

We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the…

Probability · Mathematics 2026-05-19 Josué Corujo

With novel developments in sequencing technologies, time-sampled data are becoming more available and accessible. Naturally, there have been efforts in parallel to infer population genetic parameters from these datasets. Here, we compare…

Populations and Evolution · Quantitative Biology 2014-10-01 Matthieu Foll , Hyunjin Shim , Jeffrey D. Jensen

Diffusion Bridge and Flow Matching have both demonstrated compelling empirical performance in transformation between arbitrary distributions. However, there remains confusion about which approach is generally preferable, and the substantial…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Kaizhen Zhu , Mokai Pan , Zhechuan Yu , Jingya Wang , Jingyi Yu , Ye Shi

We study current fluctuations of a two-species asymmetric exclusion process, known as the Arndt-Heinzel-Rittenberg model. For a step-Bernoulli initial condition with finite number of particles, we provide an explicit multiple integral…

Mathematical Physics · Physics 2022-09-21 Zeying Chen , Jan de Gier , Iori Hiki , Tomohiro Sasamoto , Masato Usui

The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…

Econometrics · Economics 2022-10-12 Drew Fudenberg , Whitney K. Newey , Philipp Strack , Tomasz Strzalecki

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…

Probability · Mathematics 2014-06-19 Paolo Baldi , Lucia Caramellino , Maurizia Rossi

We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…

Probability · Mathematics 2021-08-05 Guillaume Barraquand , Mark Rychnovsky

We present a method to downscale idealized geophysical fluid simulations using generative models based on diffusion maps. By analyzing the Fourier spectra of images drawn from different data distributions, we show how one can chain together…

Machine Learning · Computer Science 2023-05-04 Tobias Bischoff , Katherine Deck

We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…

Statistical Mechanics · Physics 2009-11-11 T. Bodineau , B. Derrida

A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markovian memory. This class is obtained as a simple stochastic…

Statistics Theory · Mathematics 2026-04-14 Nathan A. Judd , Dario Spanò

The aim of this article is to study the impact of resistance acquisition on the distribution of neutral mutations in a cell population under therapeutic pressure. The cell population is modeled by a bi-type branching process. Initially, the…

Probability · Mathematics 2023-04-25 Céline Bonnet , Hélène Leman
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