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We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

It is now believed that the scaling exponents of moments of velocity increments are anomalous, or that the departures from Kolmogorov's (1941) self-similar scaling increase nonlinearly with the increasing order of the moment. This appears…

Chaotic Dynamics · Physics 2007-05-23 S. Y. Chen , B. Dhruva , S. Kurien , K. R. Sreenivasan , M. A. Taylor

We compute the Form Factors of the relevant scaling operators in a class of integrable models without internal symmetries by exploiting their cluster properties. Their identification is established by computing the corresponding anomalous…

High Energy Physics - Theory · Physics 2008-11-26 C. Acerbi , G. Mussardo , A. Valleriani

We provide explicit conditions, in terms of the transition kernel of its driving particle, for a Markov branching process to admit a scaling limit toward a self-similar growth-fragmentation with negative index. We also derive a scaling…

Probability · Mathematics 2019-12-10 Benjamin Dadoun

Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…

Probability · Mathematics 2020-09-11 Florian Völlering

We present a model for stable crack growth in a constrained geometry. The morphology of such cracks show scaling properties consistent with self affinity. Recent experiments show that there are two distinct self-affine regimes, one on small…

Computational Physics · Physics 2012-05-31 Knut Skogstrand Gjerden , Arne Stormo , Alex Hansen

The dynamics of a population undergoing selection is a central topic in evolutionary biology. This question is particularly intriguing in the case where selective forces act in opposing directions at two population scales. For example, a…

Probability · Mathematics 2017-05-03 Shishi Luo , Jonathan C. Mattingly

We introduce Generator Matching, a modality-agnostic framework for generative modeling using arbitrary Markov processes. Generators characterize the infinitesimal evolution of a Markov process, which we leverage for generative modeling in a…

Machine Learning · Computer Science 2025-02-28 Peter Holderrieth , Marton Havasi , Jason Yim , Neta Shaul , Itai Gat , Tommi Jaakkola , Brian Karrer , Ricky T. Q. Chen , Yaron Lipman

The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…

Probability · Mathematics 2020-06-22 Andrey Piatnitski , Sergei Pirogov , Elena Zhizhina

We perform a systematic symmetry classification of the Markov generators of classical stochastic processes. Our classification scheme is based on the action of involutive symmetry transformations of a real Markov generator, extending the…

Statistical Mechanics · Physics 2025-03-13 Lucas Sá , Pedro Ribeiro , Tomaž Prosen , Denis Bernard

Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…

Probability · Mathematics 2021-06-23 Marta Casanellas , Jesús Fernández-Sánchez , Jordi Roca-Lacostena

Many physical systems share the property of scale invariance. Most of them show ordinary power-law scaling, where quantities can be expressed as a leading power law times a scaling function which depends on scaling-invariant ratios of the…

Statistical Mechanics · Physics 2009-11-07 Lionel Sittler , Haye Hinrichsen

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

We show by numerical simulations that discretized versions of commonly studied continuum nonlinear growth equations (such as the Kardar-Parisi-Zhang equation and the Lai-Das Sarma equation) and related atomistic models of epitaxial growth…

Condensed Matter · Physics 2009-10-28 C. Dasgupta , J. M. Kim , M. Dutta , S. Das Sarma

This paper proposes a probabilistic approach to the problem of intrinsic filtering of a system on a matrix Lie group with invariance properties. The problem of an invariant continuous-time model with discrete-time measurements is cast into…

Systems and Control · Computer Science 2016-02-22 Axel Barrau , Silvere Bonnabel

We study surface growth models exhibiting anomalous scaling of the local surface fluctuations. An analytical approach to determine the local scaling exponents of continuum growth models is proposed. The method allows to predict when a…

Statistical Mechanics · Physics 2009-10-31 Juan M. Lopez

We describe a general scheme of derivation of the Vlasov-type equations for Markov evolutions of particle systems in continuum. This scheme is based on a proper scaling of corresponding Markov generators and has an algorithmic realization…

Mathematical Physics · Physics 2015-05-18 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

We show local higher integrability of derivative of a suitable weak solution to the surface growth model, provided a scale-invariant quantity is locally bounded. If additionally our scale-invariant quantity is small, we prove local…

Analysis of PDEs · Mathematics 2023-07-12 Jan Burczak , Wojciech S. Ożański , Gregory Seregin

By considering general Markov stochastic dynamics and its coarse-graining, we study the framework of stochastic thermodynamics for the original and reduced descriptions corresponding to different scales. We are especially concerned with the…

Statistical Mechanics · Physics 2015-01-29 Yohei Nakayama , Kyogo Kawaguchi