Related papers: Explicit formulae in probability and in statistica…
In the paper, the authors first inductively establish explicit formulas for derivatives of the arc sine function, then derive from these explicit formulas explicit expressions for a family of Bell polynomials related to the square function,…
The models surveyed include generalized P\'{o}lya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are…
We study the semi-discrete directed random polymer model introduced by O'Connell and Yor. We obtain a representation for the moment generating function of the polymer partition function in terms of a determinantal measure. This measure is…
Periodic orbits and cycles, respectively, play a significant role in discrete- and continuous-time dynamical systems (i.e. maps and flows). To succinctly describe their shifts when the system is applied perturbation, the notions of…
High-performance machine learning tools in particle physics rest on two complementary directions: encoding symmetries explicitly in the architecture, and implicitly learning the structure of the data through large-scale (pre-) training. We…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
A classical B\^ocher's theorem asserts that any positive harmonic function (with respect to the Laplacian) in the punctured unit ball can be expressed, up to the multiplication constant, as the sum of the Newtonian kernel and a positive…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
L\'evy's Upward Theorem says that the conditional expectation of an integrable random variable converges with probability one to its true value with increasing information. In this paper, we use methods from effective probability theory to…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
Langevin equation with a multiplicative stochastic force is considered. That force is uncorrelated, it has the L\'evy distribution and the power-law intensity. The Fokker-Planck equations, which correspond both to the It\^o and Stratonovich…
This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
We prove the enveloping property of the known divergent asymptotic expansions of the large real zeros of the cylinder and Airy functions, and thereby answering in the affirmative two conjectures posed by Elbert and Laforgia and by Fabijonas…
In this article we replace the semi-heuristic derivation of the Rosenfeld functional of hard convex particles with the systematic calculation of Mayer clusters. It is shown that each cluster integral further decomposes into diagrams of…
We present positivity conjectures for the Schur expansion of Jack symmetric functions in two bases given by binomial coefficients. Partial results suggest that there are rich combinatorics to be found in these bases, including Eulerian…
In the paper we find effective formulas for the invariant functions, appearing in the theory of several complex variables, of the elementary Reinhardt domains. This gives us the first example of a large family of domains for which the…
Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…