Related papers: A property of Petrov's diffusion
The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
This work focuses on dynamics arising from reaction-diffusion equations , where the profile of propagation is no longer characterized by a single front, but by a layer of several fronts which we call a propagating terrace. This means,…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
The theory of patterns formation for a reaction-diffusion system defined on a multiplex is developed by means of a perturbative approach. The intra-layer diffusion constants act as small parameter in the expansion and the unperturbed state…
This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process.…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
On finite regular graphs, we construct Patterson-Sullivan distributions associated with eigenfunctions of the discrete Laplace operator via their boundary values on the phase space. These distributions are closely related to Wigner…
Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
We present the supersymmetric Witten and double Darboux (strictly isospectral) constructions as applied to the diffusion of thermal neutrons from an infinitely long line source. While the Witten construction is just a mathematical scheme,…
We study a family of n-dimensional diffusions, taking values in the unit simplex of vectors with nonnegative coordinates that add up to one. These processes satisfy stochastic differential equations which are similar to the ones for the…
We develop a Hilbert-space approach to the diffusion process of the Brownian motion in a bounded domain with random jumps from the boundary introduced by Ben-Ari and Pinsky in 2007. The generator of the process is introduced by a diffusion…
We introduce the Pitman Yor Diffusion Tree (PYDT) for hierarchical clustering, a generalization of the Dirichlet Diffusion Tree (Neal, 2001) which removes the restriction to binary branching structure. The generative process is described…
We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…
Ray flow methods provide efficient tools for modelling wave energy transport in complex systems at high-frequencies. We compare two Petrov-Galerkin discretizations of a phase-space boundary integral model for stationary wave energy…