Related papers: Moment convergence of balanced P\'olya processes
Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence…
Under the condition of detailed balance and some additional restrictions on the size of the coefficients, we identify the equilibrium distribution to which solutions of the discrete coagulation-fragmentation system of equations converge for…
Recent studies have indicated that the coarse grained dynamics of a large class of traffic models and driven-diffusive systems may be described by urn models. We consider a class of one-dimensional urn models whereby particles hop from an…
An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…
The convergence to equilibrium for renormalised solutions to nonlinear reaction-diffusion systems is studied. The considered reaction-diffusion systems arise from chemical reaction networks with mass action kinetics and satisfy the complex…
Moment matching is an easy-to-implement and usually effective method to reduce variance of Monte Carlo simulation estimates. On the other hand, there is no guarantee that moment matching will always reduce simulation variance for general…
A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…
In this paper we show that the continuous version of the self normalised process $Y_{n,p}(t)= S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p}$ where $S_n(t)=\sum_{i=1}^{[nt]} X_i$ and $V_{(n,p)}= \sum_{i=1}^{n}|X_i|^p)^{\frac{1}{p}}$ and $X_i$…
The aggregation of particles in the free molecular regime is determined approximately for situations with a high degree of translational energy equilibration. The mean particle sizes develop linearly in time. Scaling relations are used to…
It is shown that, under suitable conditions, involving in particular the existence of analytic constants of motion, the presence of Lie point symmetries can ensure the convergence of the transformation taking a vector field (or dynamical…
In Causal Perturbation Theory the process of renormalization is precisely equivalent to the extension of time ordered distributions to coincident points. This is achieved by a modified Taylor subtraction on the corresponding test functions.…
In this article, the complete moment convergence for the partial sum of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is estabished under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a sequence…
It is shown that stochastic processes of diffusion type possess, in all generality, a structure of uncertainty relations and of coherent and squeezed states. This fact is used to obtain, via Nelson stochastic formulation of quantum…
We prove non-convergence theorems towards an unstable equilibrium (or a trap) for stochastic processes. The processes we consider are continuous-time or discrete-time processes and can be pertubations of the flow generated by a vector…
We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…
The convergence to equilibrium of renormalized solutions to reaction-cross-diffusion systems in a bounded domain under no-flux boundary conditions is studied. The reactions model complex balanced chemical reaction networks coming from…
We consider a consensus algorithm in which every node in a sequence of undirected, B-connected graphs assigns equal weight to each of its neighbors. Under the assumption that the degree of each node is fixed (except for times when the node…
Let $K$ and $K_0$ be convex bodies in $\mathbb{R}^d$, such that $K$ contains the origin, and define the process $(K_n, p_n)$, $n \geq 0$, as follows: let $p_{n+1}$ be a uniform random point in $K_n$, and set $K_{n+1} = K_n \cap (p_{n+1} +…
The quantitative convergence to equilibrium for reaction-diffusion systems arising from complex balanced chemical reaction networks with mass action kinetics is studied by using the so-called entropy method. In the first part of the paper,…
Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…