Related papers: Random Polymers and Generalized Urn Processes
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…
A new class of one-dimensional, discrete time random walk model with memory, termed "Random walk with $n$ memory channels" (RW$n$MC) is proposed. In this model the information of $n$ ($n\in \mathbb{Z}$) previous steps from the walker's…
Consider an urn containing balls labeled with integer values. Define a discrete-time random process by drawing two balls, one at a time and with replacement, and noting the labels. Add a new ball labeled with the sum of the two drawn…
Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…
The P\'olya urn scheme is a discrete-time process concerning the addition and removal of colored balls. There is a known embedding of it in continuous-time, called the P\'olya process. We deal with a generalization of this stochastic model,…
We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…
In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an $\mathbb{R}^+$-valued concave function and an unbalanced replacement matrix. The large deviation inequalities for the…
We explore the interplay between random and deterministic phenomena using a representation of uncertainty based on the measure-theoretic concept of outer measure. The meaning of the analogues of different probabilistic concepts is…
We introduce and discuss a special type of feedback interacting urn model with deterministic interaction. This is a generalisation of the very well known Eggenberger and Polya (1923) urn model. In our model, balls are added to a particular…
In this work we generalize Polya urn schemes with possibly infinitely many colors and extend the earlier models described in [4, 5, 7]. We provide a novel and unique approach of representing the observed sequence of colors in terms a…
We introduce an urn model which describes spatial separation of sand. In this dynamical model, in a certain range of parameters spontaneous symmetry breaking takes place and equipartitioning of sand into two compartments is broken. The…
Motivated by an investigation of ground state properties of randomly charged polymers, we discuss the size distribution of the largest Q-segments (segments with total charge Q) in such N-mers. Upon mapping the charge sequence to…
A first-principle multiscale modeling approach is presented, which is derived from the solution of the Ornstein-Zernike equation for the coarse-grained representation of polymer liquids. The approach is analytical, and for this reason is…
The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…
An equivalence is shown between a large class of deterministic dynamical systems and a class of stochastic processes, the balanced urn processes. These dynamical systems are governed by quasi-polynomial differential systems that are widely…
The main difficulty that arises in the analysis of most machine learning algorithms is to handle, analytically and numerically, a large number of interacting random variables. In this Ph.D manuscript, we revisit an approach based on the…
Real-world complex systems often comprise many distinct types of elements as well as many more types of networked interactions between elements. When the relative abundances of types can be measured well, we often observe heavy-tailed…
Urn models play an important role to express various basic ideas in probability theory. Here we extend this urn model with tubes. An urn contains coloured balls, which can be drawn with probabilities proportional to the numbers of balls of…
We discuss a partition-valued stochastic process in the logarithmic sector of critical cosmological topologically massive gravity. By applying results obtained in our previous works, we first show that the logarithmic sector can be modelled…
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework that seems suitable to handle fairly broad generalizations of Polya urns. To show the applicability of the results we determine the limiting…