Related papers: Effective dynamics of a conditioned generalized li…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
Time-dependent potentials are common in galactic systems that undergo significant evolution, interactions, or encounters with other galaxies, or when there are dynamic processes like star formation and merging events. Recent studies show…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
From the underlying Master equations we derive one-dimensional stochastic processes that describe generalized ensemble simulations as well as tempering (simulated and parallel) simulations. The representations obtained are either in the…
We construct the time evolution for states of Glauber dynamics for a spatial infinite particle system in terms of generating functionals. This is carried out by an Ovsjannikov-type result in a scale of Banach spaces, leading to a local (in…
Consider a subject or unit in a longitudinal biomedical, public health, engineering, economic, or social science study which is being monitored over a possibly random duration. Over time this unit experiences competing recurrent events and…
We investigate the macroscopic time evolution and stationary states of a mean field generalized contact process in $\mathbb{R}^d$. The model is described by a coupled set of nonlinear integral-differential equations. It was inspired by a…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…
We study the global existence and uniform-in-time bounds of classical solutions in all dimensions to reaction-diffusion systems dissipating mass. By utilizing the duality method and the regularization of the heat operator, we show that if…
Motivated by the community detection problem in Bayesian inference, as well as the recent explosion of interest in spin glasses from statistical physics, we study the classical Glauber dynamics for sampling from Ising models with sparse…
A mode-coupling theory for the slow single-particle dynamics in fluids adsorbed in disordered porous media is derived, which complements previous work on the collective dynamics [V. Krakoviack, Phys. Rev. E 75, 031503 (2007)]. Its…
Quantum trajectory techniques have been used in the theory of open systems as a starting point for numerical computations and to describe the monitoring of a quantum system in continuous time. Here we extend this technique and use it to…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
We study the Glauber dynamics for heavy-tailed spin glasses, in which the couplings are in the domain of attraction of an $\alpha$-stable law for $\alpha\in (0,1)$. We show a sharp description of metastability on exponential timescales, in…
A sharp change in apparent mobility at a characteristic temperature that depends on the observation time has been reported in experiments and simulations of hydrated proteins. Such behavior is often discussed in the context of the protein…
We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…