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This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

In a previous work, two of the authors proposed a new proof of a well known convergence result for the scaled elementary connected vacant component in the high intensity Boolean model towards the Crofton cell of the Poisson hyperplane…

Probability · Mathematics 2009-05-29 Pierre Calka , Julien Michel , Katy Paroux

In a recent paper in the Journal of Theoretical Probability Gong, Mao and Zhang, using the theory of Dirichlet forms, extended Karlin and McGregor's classical results on first-hitting times of a birth-death process on the nonnegative…

Probability · Mathematics 2018-01-01 Erik A. van Doorn

We present a theory of particles, obeying intermediate statistics ("anyons"), interpolating between Bosons and Fermions, based on the principle of Detailed Balance. It is demonstrated that the scattering probabilities of identical particles…

Quantum Physics · Physics 2008-11-26 R. Acharya , P. Narayana Swamy

Interweaving relations are introduced and studied here in a general Markovian setting as a strengthening of usual intertwining relations between semigroups, obtained by adding a randomized delay feature. They provide a new classification…

Probability · Mathematics 2022-05-24 Laurent Miclo , Pierre Patie

We study the 1D quantum Heisenberg chain with randomly ferromagnetic or antiferromagnetic couplings (a model previously studied by approximate strong-disorder RG). We find that, at least for sufficiently large spin $S$, the ground state has…

Strongly Correlated Electrons · Physics 2024-08-26 Michele Fava , Jesper Lykke Jacobsen , Adam Nahum

We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial…

Combinatorics · Mathematics 2013-04-10 Tatjana Bakšajeva , Eugenijus Manstavičius

We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…

Probability · Mathematics 2025-12-03 Arturo Jaramillo , Antonio Murillo-Salas

We consider the set of random Bienaym\'e-Galton-Watson trees with a bounded number of offspring and bounded number of generations as a statistical mechanics model: a random tree is a rooted subtree of the maximal tree; the spin at a given…

Mathematical Physics · Physics 2022-10-26 Francois Dunlop , Arif Mardin

In this paper, we explore some links between transforms derived by Stein's method and concentration inequalities. In particular, we show that the stochastic domination of the zero bias transform of a random variable is equivalent to…

Probability · Mathematics 2022-11-24 Santiago Arenas-Velilla , Emilien Joly

We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's…

Probability · Mathematics 2024-11-08 Fraser Daly

We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…

Probability · Mathematics 2020-07-07 A. D. Barbour , Nathan Ross , Yuting Wen

We study a class of graphon particle systems with time-varying random coefficients. In a graphon particle system, the interactions among particles are characterized by the coupled mean field terms through an underlying graphon and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Yan Chen , Tao Li , Xiaofeng Zong

This work delves into the {\it quotient of an affine semigroup by a positive integer}, exploring its intricate properties and broader implications. We unveil an {\it associated tree} that serves as a valuable tool for further analysis.…

Commutative Algebra · Mathematics 2024-02-20 J. I. García-García , R. Tapia-Ramos , A. Vigneron-Tenorio

We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…

Probability · Mathematics 2012-09-04 James Allen Fill , Vince Lyzinski

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

Probability · Mathematics 2017-03-21 Robert E. Gaunt

In the presence of quenched disorder, the interplay between local magnetic-moment formation and Anderson localization for electrons at a zero-temperature, metal-insulator transition (MIT) remains a long unresolved problem. Here, we study…

Disordered Systems and Neural Networks · Physics 2024-10-17 Xinghai Zhang , Matthew S. Foster

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

The general solution of SUSY intertwining relations of first order for two-dimensional Schr\"odinger operators with position-dependent (effective) mass is built in terms of four arbitrary functions. The procedure of separation of variables…

High Energy Physics - Theory · Physics 2014-11-18 F. Cannata , M. V. Ioffe , D. N. Nishnianidze

We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…

Probability · Mathematics 2018-09-28 Robert E. Gaunt , Guillaume Mijoule , Yvik Swan