Related papers: Canonical correlations for dependent gamma process…
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…
We discuss the interplay between standard canonical analysis and canonical discretization in three-dimensional gravity with cosmological constant. By using the Hamiltonian analysis, we find that the continuum local symmetries of the theory…
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…
This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$-matrices. In particular, for conservative and subcritical affine processes on this cone we show…
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…
Under natural assumptions, we prove the ergodicities and exponential ergodicities in Wasserstein and total variation distances of Dawson--Watanabe superprocesses without or with immigration. The strong Feller property in the total variation…
We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…
The physics that governs quantum monitoring may involve other degrees of freedom than the ones initialised and controlled for probing. In this context we address the simultaneous estimation of phase and dephasing characterizing a dispersive…
Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…
We introduce a class of measure-valued processes, which -- in analogy to their finite dimensional counterparts -- will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e.~a representation of the…
One-dependent first passage percolation is a spreading process on a graph where the transmission time through each edge depends on the direct surroundings of the edge. In particular, the classical iid transmission time $L_{xy}$ is…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…
We study the dynamics of spin currents in the XX spin-1/2 ladder at finite temperature. Within the framework of linear response theory, we numerically calculate autocorrelation functions for quantum systems larger than what is accessible…
In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…
The formation and dissolution of a droplet is an important mechanism related to various nucleation phenomena. Here, we address the droplet formation-dissolution transition in a two-dimensional Lennard-Jones gas to demonstrate a consistent…
In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
We introduce a mean-reverting SDE whose solution is naturally defined on the space of correlation matrices. This SDE can be seen as an extension of the well-known Wright-Fisher diffusion. We provide conditions that ensure weak and strong…
Consider two high-dimensional random vectors $\widetilde{\mathbf x}\in\mathbb R^p$ and $\widetilde{\mathbf y}\in\mathbb R^q$ with finite rank correlations. More precisely, suppose that $\widetilde{\mathbf x}=\mathbf x+A\mathbf z$ and…