Related papers: Elliptic Determinantal Processes and Elliptic Dyso…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
The Kochen-Specker theorem states that a 3-dimensional complex Euclidean space admits a finite configuration of projective lines such that the corresponding quantum observables (the orthogonal projectors) cannot be assigned with 0 and 1…
We introduce the affine ensemble, a class of determinantal point processes (DPP) in the half-plane C^+ associated with the ax+b (affine) group, depending on an admissible Hardy function {\psi}. We obtain the asymptotic behavior of the…
For three natural classes of dynamic decision problems; 1. additively separable problems, 2. discounted problems, and 3. discounted problems for a fixed discount factor; we provide necessary and sufficient conditions for one sequential…
In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
We introduce stochastic Interaction-Round-a-Face (IRF) models that are related to representations of the elliptic quantum group $E_{\tau,\eta}(sl_2)$. For stochasic IRF models in a quadrant, we evaluate averages for a broad family of…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
In this paper, we consider classes of decision tables with many-valued decisions closed under operations of removal of columns, changing of decisions, permutation of columns, and duplication of columns. We study relationships among three…
We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…
We construct a canonical embedding of the space $L^2$ over a determinantal point process to the fermionic Fock space. Equivalently, we show that a determinantal process is the spectral measure for some explicit commutative group of Gaussian…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
This paper is centered on covariant dynamics on unimodular random graphs and random networks, namely maps from the set of vertices to itself which are preserved by graph or network isomorphisms. Such dynamics are referred to as…
We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy…
We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical…
We present a new family of exchangeable stochastic processes, the Functional Neural Processes (FNPs). FNPs model distributions over functions by learning a graph of dependencies on top of latent representations of the points in the given…