Related papers: Excursion Processes Associated with Elliptic Combi…
In the framework of the semiclassical approach the universal spectral correlations in the Hamiltonian systems with classical chaotic dynamics can be attributed to the systematic correlations between actions of periodic orbits which (up to…
We review various combinatorial interpretations and mappings of stationary-state probabilities of the totally asymmetric, partially asymmetric and symmetric simple exclusion processes (TASEP, PASEP, SSEP respectively). In these steady…
The number of excursions (finite paths starting and ending at the origin) having a given number of steps and obeying various geometric constraints is a classical topic of combinatorics and probability theory. We prove that the sequence…
Growth in both size and complexity of modern data challenges the applicability of traditional likelihood-based inference. Composite likelihood (CL) methods address the difficulties related to model selection and computational intractability…
Recombining trinomial trees are a workhorse for modeling discrete-event systems in option pricing, logistics, and feedback control. Because each node stores a state-dependent quantity, a depth-$D$ tree naively yields $\mathcal{O}(3^{D})$…
Several cycle lexicographical orders are found to describe the relative likelihood of elements of the random walks on the symmetric group generated by the conjugacy classes of transpositions, 3-cycles, and n-cycles. Spectral analysis finds…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
Consider a centered smooth Gaussian random field $\{X(t), t\in T \}$ with a general (nonconstant) variance function. In this work, we demonstrate that as $u \to \infty$, the excursion probability $\mathbb{P}\{\sup_{t\in T} X(t) \geq u\}$…
In the field of enumeration of walks in cones, it is known how to compute asymptotically the number of excursions (finite paths in the cone with fixed length, starting and ending points, using jumps from a given step set). As it turns out,…
We construct doubly periodic Stokes flows in two dimensions using elliptic functions. This method has advantages when the doubly periodic lattice of obstacles has less than maximal symmetry. We find the mean flow through an arbitrary…
We introduce the Constrained Least-cost Tour (CLT) problem: given an undirected graph with weight and cost functions on the edges, minimise the total cost of a tour rooted at a start vertex such that the total weight lies within a given…
Research in combinatorics has often explored the asymmetric simple exclusion process (ASEP). The ASEP, inspired by examples from statistical mechanics, involves particles of various species moving around a lattice. With the traditional ASEP…
We study numerically the behavior of continuous-time quantum walks over networks which are topologically equivalent to square lattices. On short time scales, when placing the initial excitation at a corner of the network, we observe a fast,…
We propose a novel combinatorial algorithm for efficient generation of Hamiltonian walks and cycles on a cubic lattice, modeling the conformations of lattice toy proteins. Through extensive tests on small lattices (allowing complete…
This work is devoted to the analysis of a Gibbs partition model, also known as a composition scheme. We consider a natural new condition on the component weights. It leads to a new behavior for the total number of components. We discover a…
We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied in detail. Letting the parameter of the exponential time tend…
In the classic model of first passage percolation, for pairs of vertices separated by a Euclidean distance $L$, geodesics exhibit deviations from their mean length $L$ that are of order $L^\chi$, while the transversal fluctuations, known as…
Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths…
Spherically symmetric random walks in arbitrary dimension $D$ can be described in terms of Gegenbauer (ultraspherical) polynomials. For example, Legendre polynomials can be used to represent the special case of two-dimensional spherically…
We derive necessary and sufficient conditions for periodic and for elliptic periodic trajectories of billiards within an ellipse in the Minkowski plane in terms of an underlining elliptic curve. We provide several examples of periodic and…