Related papers: The Hilbert-Galton board

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Let $k$ and $i_1,\ldots,i_n$ be natural numbers. Place $k$ balls into a multidimensional box of $i_1\times\cdots \times i_n$ cells, no more than one ball to each cell, such that the projections to each of the coordinate axes have…

We determine an explicit Gr\"obner basis, consisting of linear forms and determinantal quadrics, for the prime ideal of Raftery's mixture transition distribution model for Markov chains. When the states are binary, the corresponding…

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

An irreducible stochastic matrix with rational entries has a stationary distribution given by a vector of rational numbers. We give an upper bound on the lowest common denominator of the entries of this vector. Bounds of this kind are used…

In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…

We consider classical dynamical properties of a particle in a constant gravitational force and making specular reflections with circular, elliptic or oval boundaries. The model and collision map are described and a detailed study of the…

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

In this short note we consider the finite-dimensional distributions of sets of states generated by dispersing billiards with a random initial condition. We establish a functional correlation bound on the distance between the…

Simple random coverage models, well studied in Euclidean space, can also be defined on a general compact metric space. By analogy with the geometric models, and with the discrete coupon collector's problem and with cover times for finite…

This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30,197-207, (1986)…

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

Consider an multidimensional obliquely reflected Brownian motion in the positive orthant, or, more generally, in a convex polyhedral cone. We find sufficient conditions for existence of a stationary distribution and convergence to this…

Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…

We propose a continuous version of the classical Gale--Berlekamp switching game. We also study a weighted version of this new continuous game. The main results of this paper concern growth estimates for the corresponding optimization…

In this note, we realize the half-steps of a general class of Markov chains as alternating projections with respect to the reverse Kullback-Leibler divergence between convex sets of joint probability distributions. Using this…

A graph $d$-process starts with an empty graph on $n$ vertices, and adds one edge at each time step, chosen uniformly at random from those pairs which are not yet edges and whose both vertices have current degree less than $d$. If, in the…

We extend our previous study of Markov chains on finite commutative rings (arXiv:1605.05089) to arbitrary finite rings with identity. At each step, we either add or multiply by a randomly chosen element of the ring, where the addition…

We study $k$-divisible partition structures, which are families of random set partitions whose block sizes are divisible by an integer $k=1,2,\ldots$. In this setting, exchangeability corresponds to the usual invariance under relabeling by…

We consider the motion of a particle subjected to the constant gravitational field and scattered inelasticaly by hard boundaries which possess the shape of parabola, wedge, and hyperbola. The billiard itself performs oscillations. The…