Related papers: Probability tilting of compensated fragmentations
We consider branching random walks with a spine in the domain of attraction of an $\alpha$-stable L\'evy process. For this process, the classical derivative martingale in general degenerates in the limit. We first determine the quantity…
The paper develops multiplicative compensation for complex-valued semimartingales and studies some of its consequences. It is shown that the stochastic exponential of any complex-valued semimartingale with independent increments becomes a…
We consider Kingman's partition structures which are regenerative with respect to a general operation of random deletion of some part. Prototypes of this class are the Ewens partition structures which Kingman characterised by regeneration…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
We present an estimation procedure for nonlinear mixed-effects models in which the population trajectory is represented by penalized splines and adapted to individuals via subject-specific transformation parameters. By exploiting the mixed…
We consider the height process of a Levy process with no negative jumps, and its associated continuous tree representation. Using Levy snake tools developed by Duquesne and Le Gall, with an underlying Poisson process, we construct a…
The dynamic of complex ordering systems with active rotational degrees of freedom exemplified by protein self-assembly is explored using a machine learning workflow that combines deep learning-based semantic segmentation and rotationally…
In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…
Given any regularly varying dislocation measure, we identify a natural self-similar fragmentation tree as scaling limit of discrete fragmentation trees with unit edge lengths. As an application, we obtain continuum random tree limits of…
We use methods from combinatorics and algebraic statistics to study analogues of birth-and-death processes that have as their state space a finite subset of the $m$-dimensional lattice and for which the $m$ matrices that record the…
A general concept for the derivation of symmetry-based pseudo spin Hamiltonians is described. It systematically bridges the gap between the atomistic basis and various pseudo spin models presented in literature. It thus allows the…
In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes that a measurable adapted process of the form \[ V(t) -…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
We present a model of solids made from polygonal cells connected via beams. We calculate the macroscopic elastic moduli from the beam and cell parameters. This modellisation is particularly suited for the simulation of fragmentation…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
The distribution of the deformations of elementary cells is studied in an abstract lattice constructed from the existence of the empty set. One combination rule determining oriented sequences with continuity of set-distance function in such…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. We consider moments of arbitrary orders of the mass multiplicity spectrum and derive scaling properties pertaining to their time…
Although exchangeable processes from Bayesian nonparametrics have been used as a generating mechanism for random partition models, we deviate from this paradigm to explicitly incorporate clustering information in the formulation of our…