Related papers: Elliptic Determinantal Processes and Elliptic Dyso…
Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…
We propose an $n$-dimensional analogue of elliptic difference Painlev\'e equation. Some Weyl group acts on a family of rational varieties obtained by successive blow-ups at $m$ points in $\mpp^n(\mc)$, and in many cases they include the…
We study the properties of linear and non-linear determining functionals for dissipative dynamical systems generated by PDEs. The main attention is payed to the lower bounds for the number of such functionals. In contradiction to the common…
The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…
Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete…
We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…
We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process.…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
We survey recent results on determinantal processes, random growth, random tilings and their relation to random matrix theory.
Determinantal Point Processes (DPPs) are probabilistic models over all subsets a ground set of $N$ items. They have recently gained prominence in several applications that rely on "diverse" subsets. However, their applicability to large…
We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the…
Positive and negative dependence are fundamental concepts that characterize the attractive and repulsive behavior of random subsets. Although some probabilistic models are known to exhibit positive or negative dependence, it is challenging…
We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…
Root systems are sets with remarkable symmetries and therefore they appear in many situations in mathematics. Among others, denominator formulae of root systems are very beautiful and mysterious equations which have several meanings from a…
Determinantal point processes (DPPs) are probability models over subsets of a ground set that favor diverse selections while suppressing redundancy. That is, they tend to assign higher likelihood to collections whose elements complement one…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
Previously, we showed that computational mechanic's causal states -- predictively-equivalent trajectory classes for a stochastic dynamical system -- can be cast into a reproducing kernel Hilbert space. The result is a widely-applicable…
We consider semisimple triangular operators acting in the symmetric component of the group algebra over the weight lattice of a root system. We present a determinantal formula for the eigenbasis of such triangular operators. This…
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of…
This paper studies exponential stability properties of a class of two-dimensional (2D) systems called differential repetitive processes (DRPs). Since a distinguishing feature of DRPs is that the problem domain is bounded in the "time"…