Related papers: Continuous phase-space methods on discrete phase s…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
This paper studies computational methods for quasi-stationary distributions (QSDs). We first proposed a data-driven solver that solves Fokker-Planck equations for QSDs. Similar as the case of Fokker-Planck equations for invariant…
We study algorithmic applications of a natural discretization for the hard-sphere model and the Widom-Rowlinson model in a region $\mathbb{V}\subset\mathbb{R}^d$. These models are used in statistical physics to describe mixtures of one or…
Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…
This paper aims to explore the inherent connection among Heisenberg groups, quantum Fourier transform and (quasiprobability) distribution functions. Distribution functions for continuous and finite quantum systems are examined first as a…
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…
In the present paper, a discrete differential calculus is introduced and used to describe dynamical systems over arbitrary graphs. The discretization of space and time allows the derivation of Heisenberg-like uncertainty inequalities and of…
The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…
We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…
By means of a well-grounded mapping scheme linking Schwinger unitary operators and generators of the special unitary group $\mathrm{SU(N)}$, it is possible to establish a self-consistent theoretical framework for finite-dimensional discrete…
We apply the Wigner function formalism from quantum optics via two approaches, Wootters' discrete Wigner function and the generalized Wigner function, to detect quantum phase transitions in critical spin-$\tfrac{1}{2}$ systems. We develop a…
We analyze the problem of quantum phase estimation where the set of allowed phases forms a discrete $N$ element subset of the whole $[0,2\pi]$ interval, $\varphi_n = 2\pi n/N$, $n=0,\dots N-1$ and study the discrete-to-continuous transition…
We demonstrate how the presence of continuous weak symmetry can be used to analytically diagonalize the Liouvillian of a class Markovian dissipative systems with arbitrary strong interactions or nonlinearity. This enables an exact…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
We extend the positivity-preserving method of Zhang & Shu (2010, JCP, 229, 3091-3120) to simulate the advection of neutral particles in phase space using curvilinear coordinates. The ability to utilize these coordinates is important for…
The distributional transform (DT) is amongst the computational methods used for estimation of high-dimensional multivariate normal copula models with discrete responses. Its advantage is that the likelihood can be derived conveniently under…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
A class of signed joint probability measures for n arbitrary quantum observables is derived and studied based on quasi-characteristic functions with symmetrized operator orderings of Margenau-Hill type. It is shown that the Wigner…
The article addresses the damped driven Jaynes-Cummings for quantised one-mode Maxwell field coupled to a two-level molecule. We consider a broad class of damping and pumping which are polynomial in the creation and annihilation operators.…
Motivated by numerical modeling of ultrasound waves, we investigate robust conforming finite element discretizations of quasilinear and possibly nonlocal equations of Westervelt type. These wave equations involve either a strong dissipation…