Related papers: Interactions between Ehrenfest's urns arising from…
Let $\Gamma$ be a finite group. Consider the wreath product $G_n := \Gamma^n \rtimes S_n$ and the subgroup $K_n := \Delta_n \times S_n\subseteq G_n$, where $S_n$ is the symmetric group and $\Delta_n$ is the diagonal subgroup of $\Gamma^n$.…
Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…
The k-dimensional Dehn (or isoperimetric) function of a group bounds the volume of efficient ball-fillings of k-spheres mapped into k-connected spaces on which the group acts properly and cocompactly; the bound is given as a function of the…
In classical urn models, one usually draws one ball with replacement at each time unit and then adds one ball of the same colour. Given a weight sequence $(w_k)_{k\in\N}$, the probability of drawing a ball of a certain colour is…
In this paper we present a mathematical model for the electrochemical deposition aimed at the production of inverse opals. The real system consists of an arrangement of sub micrometer spheres, through which the species in an electrolytic…
Let $\Hn$ be the $(2n+1)$-dimensional Heisenberg group and $K$ a compact group of automorphisms of $\Hn$ such that $(K\ltimes \Hn,K)$ is a Gelfand pair. We prove that the Gelfand transform is a topological isomorphism between the space of…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
The ground state dynamics of an entropy barrier model proposed recently for describing relaxation of glassy systems is considered. At stages of evolution the dynamics can be described by a simple variant of the Ehrenfest urn model.…
We study a generalized P\'{o}lya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black…
We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…
We consider random walks on the surface of the sphere $S_{n-1}$ ($n \geq 2$) of the $n$-dimensional Euclidean space $E_n$, in short a hypersphere. By solving the diffusion equation in $S_{n-1}$ we show that the usual law $<r^2 > \varpropto…
Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of…
Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…
We present a toy model of opinion spreading in a society which combines a self-reinforcing mechanism with diffusion. The relative strength of these two mechanisms - called the affectability of the system - is a free parameter of the model.…
The random vector of frequencies in a generalized urn model is viewed as conditionally independent random variables, given their sum. Such a representation is exploited to derive Edgeworth expansions for a sum of functions of such…
We construct a boundary integral representation for the low-Reynolds-number flow in a channel in the presence of freely-suspended particles (or droplets) of arbitrary size and shape. We demonstrate that lubrication theory holds away from…
Consider a generalized time-dependent P\'olya urn process defined as follows. Let $d\in \mathbb{N}$ be the number of urns/colors. At each time $n$, we distribute $\sigma_n$ balls randomly to the $d$ urns, proportionally to $f$, where $f$ is…
An equation is derived that expresses the thermodynamic scaling exponent, g, which superposes relaxation times and other measures of molecular mobility determined over a range of temperatures and densities, in terms of static, physical…
While many materials exhibit a complex, hysteretic response to external driving, there has been a surge of interest in how the complex dynamics of internal materials states can be understood and designed to process and store information. We…
We study the semiclassical Ehrenfest trajectories in open quantum systems. We first derive in explicit form the Fokker-Planck equation that governs the time evolution of the mixing measure for a Gaussian mixture. Then, we embed the…