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Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

The collective behaviour of stochastic multi-agents swarms driven by Gaussian and non-Gaussian environments is analytically discussed in a mean-field approach. We first exogenously implement long range mutual interactions rules with…

Statistical Mechanics · Physics 2018-11-21 Max-Olivier Hongler

Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…

Statistical Mechanics · Physics 2015-12-07 Baruch Meerson

We consider the Bernoulli Boolean discrete percolation model on the d-dimensional integer lattice. We study sufficient conditions on the distribution of the radii of balls placed at the points of a Bernoulli point process for the absence of…

Probability · Mathematics 2014-02-14 Cristian F. Coletti , Sebastian P. Grynberg

Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…

Methodology · Statistics 2017-07-03 J. J. Quinlan , F. A. Quintana , G. L. Page

We develop a Gaussian process framework for learning interaction kernels in multi-species interacting particle systems from trajectory data. Such systems provide a canonical setting for multiscale modeling, where simple microscopic…

Machine Learning · Statistics 2025-11-05 Jinchao Feng , Charles Kulick , Sui Tang

In this work, we investigate the dynamics of interacting particle systems subjected to repulsive forces, such as lattices of magnetized particles. To this end, we first develop a general model capable of capturing the complete dynamical…

Applied Physics · Physics 2021-03-22 Weijian Jiao , Stefano Gonella

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Machine Learning · Computer Science 2019-06-19 Bartłomiej Błaszczyszyn , Paul Keeler

We consider fermion (or determinantal) random point fields on Euclidean space $\mbR^d$. Given a bounded, translation invariant, and positive definite integral operator $J$ on $L^2(\mbR^d)$, we introduce a determinantal interaction for a…

Mathematical Physics · Physics 2007-05-23 Hyun Jae Yoo

A random-field Ising model that is capable of exhibiting a rich variety of multicritical phenomena, as well as a smearing of such behavior, is investigated. The model consists of an infinite-range-interaction Ising ferromagnet in the…

Statistical Mechanics · Physics 2009-01-16 Octavio R. Salmon , Nuno Crokidakis , Fernando D. Nobre

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

Probability · Mathematics 2013-12-24 Nicolas Privault

Three models from statistical physics can be analyzed by employing space-time determinantal processes: (1) crystal facets, in particular the statistical properties of the facet edge, and equivalently tilings of the plane, (2)…

Statistical Mechanics · Physics 2009-11-11 Herbert Spohn

In many applications involving point pattern data, the Poisson process assumption is unrealistic, with the data exhibiting a more regular spread. Such a repulsion between events is exhibited by trees for example, because of competition for…

Methodology · Statistics 2015-04-07 Vinayak Rao , Ryan P. Adams , David B. Dunson

We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…

Probability · Mathematics 2016-04-07 Jiro Akahori , Andrea Collevecchio , Timothy Garoni , Kais Hamza

In this paper, a partially observed stochastic linear Stackelberg differential game with mean-variance criteria is studied. Randomness comes from Brownian motions and Poisson random measures. which leads to a circular dependency. We follow…

Optimization and Control · Mathematics 2026-01-27 Jingtao Lin , Jingtao Shi

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

Continuous-time determinantal algorithm is proposed for the quantum Monte Carlo simulation of the interacting fermions. The scheme does not invoke Hubbard-Stratonovich transformation. The fermionic action is divided into two parts. One of…

Strongly Correlated Electrons · Physics 2007-05-23 A. N. Rubtsov

We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…

Statistical Mechanics · Physics 2019-10-30 Mark S. Bartlett Amilcare Porporato Lamberto Rondoni

We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…

Probability · Mathematics 2023-07-18 Mehmet Öz