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In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…

Probability · Mathematics 2018-01-09 Antar Bandyopadhyay , Gursharn Kaur

We study how measures with finite lower density are distributed around $(n-m)$-planes in small balls in $\mathbb{R}^n$. We also discuss relations between conical upper density theorems and porosity. Our results may be applied to a large…

Classical Analysis and ODEs · Mathematics 2017-01-31 Antti Käenmäki , Ville Suomala

We introduce a family of glassy models having a parameter, playing the role of an interaction range, that may be varied continuously to go from a system of particles in d dimensions to a mean-field version of it. The mean-field limit is…

Statistical Mechanics · Physics 2015-05-27 Romain Mari , Jorge Kurchan

This is a brief review, in relatively non-technical terms, of recent advances in the theory of random field geometry. These advances have provided a collection of explicit new formulae describing mean values of a variety of geometric…

Probability · Mathematics 2008-05-08 Robert J Adler

We solve a supersymmetric matrix model with a general potential. While matrix models usually describe surfaces, supersymmetry enforces a cancellation of bosonic and fermionic loops and only diagrams corresponding to so-called branched…

Condensed Matter · Physics 2009-10-28 J. Ambjorn , Y. Makeenko , K. Zarembo

Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset. We study the problem of learning the parameters (the kernel matrix) of a DPP from…

Machine Learning · Statistics 2014-11-10 Boqing Gong , Wei-lun Chao , Kristen Grauman , Fei Sha

The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…

Statistical Mechanics · Physics 2024-05-21 Kenichiro Aoki , Takahisa Mitsui

We propose a method to ease the challenges of exploring multi-dimensional parameter spaces in beyond-the-Standard Model theories. We evaluate the model likelihood for any choice of parameters by sampling the theory parameters intelligently…

High Energy Physics - Phenomenology · Physics 2023-03-08 Carlos A. Argüelles , Nicolò Foppiani , Matheus Hostert

The Bernoulli-Laplace model describes a diffusion process of two types of particles between two urns. To analyze the finite-size dynamics of this process, and for other constructive results we diagonalize the corresponding transition matrix…

Mathematical Physics · Physics 2018-12-05 Chjan Lim , William Pickering

We complete the study of the model introduced in [11]. It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the…

Statistics Theory · Mathematics 2022-08-05 Irene Crimaldi , Pierre-Yves Louis , Ida G. Minelli

A classical P\'olya urn scheme is a Markov process whose evolution is encoded by a replacement matrix $(R_{i,j})_{1\leq i,j\leq d}$. At every discrete time-step, we draw a ball uniformly at random, denote its colour $c$, and replace it in…

Probability · Mathematics 2021-06-18 Nabil Lasmar , Cécile Mailler , Olfa Selmi

The goal of this paper is to demonstrate the general modeling and practical simulation of random equations with mixture model parameter random variables. Random equations, understood as stationary (non-dynamical) equations with parameters…

Computation · Statistics 2025-07-31 Wolfgang Hoegele

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Probability · Mathematics 2013-09-11 Alexander Drewitz , Alejandro F. Ramírez

We use death processes and embeddings into continuous time in order to analyze several urn models with a diminishing content. In particular we discuss generalizations of the pill's problem, originally introduced by Knuth and McCarthy, and…

Probability · Mathematics 2011-10-12 Markus Kuba , Alois Panholzer

We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of…

Methodology · Statistics 2026-04-03 Olivia L. Walbert , Frederik J. Simons , Arthur P. Guillaumin , Sofia C. Olhede

Given a finite connected graph G, place a bin at each vertex. Two bins are called a pair if they share an edge of G. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with probability…

Probability · Mathematics 2020-04-21 Michel Benaim , Itai Benjamini , Jun Chen , Yuri Lima

Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-31 Maximilian Philipp Herzog , Heinrich von Campe , Rebecca Maria Kuntz , Lennart Röver , Björn Malte Schäfer

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

Graphs with large spectral gap are important in various fields such as biology, sociology and computer science. In designing such graphs, an important question is how the probability of graphs with large spectral gap behaves. A method based…

Statistical Mechanics · Physics 2015-05-18 Nen Saito , Yukito Iba

Motivated by mathematical tissue growth modelling, we consider the problem of approximating the dynamics of multicolor P\'olya urn processes that start with large numbers of balls of different colors and run for a long time. Using strong…

Probability · Mathematics 2021-07-01 Konstantin Borovkov