Related papers: Half-space Macdonald processes
A generalization of the Macdonald polynomials depending upon both commuting and anticommuting variables has been introduced recently. The construction relies on certain orthogonality and triangularity relations. Although many…
In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…
A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…
Solutions to Laplace's equation are called harmonic functions. Harmonic functions arise in many applications, such as physics and the theory of stochastic processes. Of interest classically are harmonic polynomials, which have a simple…
Thermodynamics is independent of a description at a microscopic level consequently statistical thermodynamics must produce results independent of the coordinate system used to describe the particles and their interactions. In the path…
Calculating bounds of properties of many-body quantum systems is of paramount importance, since they guide our understanding of emergent quantum phenomena and complement the insights obtained from estimation methods. Recent semidefinite…
Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…
Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this the non-Archimedean analog of the Kolmogorov theorem…
The measurement of a spin-$\half$ is modeled by coupling it to an apparatus, that consists of an Ising magnetic dot coupled to a phonon bath. Features of quantum measurements are derived from the dynamical solution of the measurement,…
Lagrangian averaging plays an important role in the analysis of wave--mean-flow interactions and other multiscale fluid phenomena. The numerical computation of Lagrangian means, e.g. from simulation data, is however challenging. Typical…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…
We consider a fully inhomogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At…
Efficient sampling from ensembles of Hamiltonian cycles is critical for predicting the thermodynamic properties of compact polymers, with applications including modeling protein and RNA folding and designing soft materials. Although…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
As represented by the Liouville measure, Gaussian multiplicative chaos is a random measure constructed from a Gaussian field. Under certain technical assumptions, we prove the convergence of a process time-changed by Gaussian multiplicative…
A classical problem of free-space Green's function $G_{0\Lambda}$ representations of the Helmholtz equation is studied in various quasi-periodic cases, i.e., when an underlying periodicity is imposed in less dimensions than is the dimension…
We show that the partition functions which enumerate Donaldson-Thomas invariants of local toric Calabi-Yau threefolds without compact divisors can be expressed in terms of specializations of the Schur measure. We also discuss the relevance…
Let Sym denote the algebra of symmetric functions and $P_\mu(\,\cdot\,;q,t)$ and $Q_\mu(\,\cdot\,;q,t)$ be the Macdonald symmetric functions (recall that they differ by scalar factors only). The $(q,t)$-Cauchy identity $$ \sum_\mu…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…
Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…