Related papers: Elliptic Determinantal Processes and Elliptic Dyso…
We study a family of quadratic stochastic differential equations in the plane, motivated by applications to turbulent transport of heavy particles. Using Lyapunov functions, we find a critical parameter value $\alpha_{1}=\alpha_{2}$ such…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
In this paper, we study the asymptotic behavior of the first, second, and so on rows of stochastically decaying partitions. We establish that, with appropriate scaling in time and length, the sequence of rows converges to the Airy$_2$ line…
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…
We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…
We study general properties for the family of stochastic processes with polynomial regression property, that is that every conditional moment of the process is a polynomial. It turns out that then there exists a family of polynomial…
We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…
Using a matrix product method the steady-state of a family of disordered reaction-diffusion systems consisting of different species of interacting classical particles moving on a lattice with periodic boundary conditions is studied. A new…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
We consider the numerical approximation for a class of radial Dunkl processes corresponding to arbitrary (reduced) root systems in $\mathbb{R}^{d}$. This class contains some well-known processes such as Bessel processes, Dyson's Brownian…
A two--parameter family of asymmetric exclusion processes for particles on a one-dimensional lattice is defined. The two parameters of the model control the driving force and an effect which we call pushing, due to the fact that particles…
An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…
We analyze the presence of exponential dichotomy (ED) and of global existence of Weyl functions $M^\pm$ for one-parametric families of finite-dimensional nonautonomous linear Hamiltonian systems defined along the orbits of a compact metric…
Dunkl processes are martingales as well as c\`{a}dl\`{a}g homogeneous Markov processes taking values in $\mathbb{R}^d$ and they are naturally associated with a root system. In this paper we study the jumps of these processes, we describe…
This paper investigates the information geometrical structure of a determinantal point process (DPP). It demonstrates that a DPP is embedded in the exponential family of log-linear models. The extent of deviation from an exponential family…
We introduce simple models of genetic regulatory networks and we proceed to the mathematical analysis of their dynamics. The models are discrete time dynamical systems generated by piecewise affine contracting mappings whose variables…
The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…
Effective computation of resultants is a central problem in elimination theory and polynomial system solving. Commonly, we compute the resultant as a quotient of determinants of matrices and we say that there exists a determinantal formula…
The paper concerns a class of $n$-dimensional non-autonomous delay differential equations obtained by adding a non-monotone delayed perturbation to a linear homogeneous cooperative system of ordinary differential equations. This family…
It is known that determinantal point processes have an intimate relation to operator algebras. In the paper, we extend this relationship to encompass dynamical aspects. Especially, we delve into two types of determinantal point processes.…