Related papers: Interacting generalized Friedman's urn systems
We discuss a model of motion of substance through the nodes of a channel of a network. The channel can be modeled by a chain of urns where each urn can exchange substance with the neighboring urns. In addition the urns can exchange…
An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0\leq L<U\leq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
A basic experiment in probability theory is drawing without replacement from an urn filled with multiple balls of different colours. Clearly, it is physically impossible to overdraw, that is, to draw more balls from the urn than it…
We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…
We consider a generalization of the Bernoulli-Laplace model in which there are two urns and $n$ total balls, of which $r$ are red and $n - r$ white, and where the left urn holds $m$ balls. At each time increment, $k$ balls are chosen…
Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…
Localization properties of residue fluctuations in globular proteins are studied theoretically by using the Gaussian network model. Participation ratio for each residue fluctuation mode is calculated. It is found that the relationship…
We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…
By a classical principle of probability theory, sufficiently thin subsequences of general sequences of random variables behave like i.i.d.\ sequences. This observation not only explains the remarkable properties of lacunary trigonometric…
P{\'o}lya urns are urns where at each unit of time a ball is drawn and is replaced with some other balls according to its colour. We introduce a more general model: The replacement rule depends on the colour of the drawn ball and the value…
We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…
We consider a system of $N$ particles whose interactions are characterized by a (weighted) graph $G^N$. Each particle is a node of the graph with an internal state. The state changes according to Markovian dynamics that depend on the states…
Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…
Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…
We consider the dynamics of an arbitrary quantum system coupled to a large arbitrary and fully quantum mechanical environment through a random interaction. We establish analytically and check numerically the typicality of this dynamics, in…
Approximate algebraic structures play a defining role in arithmetic combinatorics and have found remarkable applications to basic questions in number theory and pseudorandomness. Here we study approximate representations of finite groups:…
A classical P\'olya urn scheme is a Markov process whose evolution is encoded by a replacement matrix $(R_{i,j})_{1\leq i,j\leq d}$. At every discrete time-step, we draw a ball uniformly at random, denote its colour $c$, and replace it in…
We define the notions of disjoint unions and products for generalised P\'olya urns, proving that this turns the set of isomorphism classes of urns into a commutative semiring. The set of square matrices up to similarity by a permutation…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…