Related papers: On a gateway between the Laguerre process and dyna…
Eulerian-Lagrangian models of particle-laden (multiphase) flows describe fluid flow and particle dynamics in the Eulerian and Lagrangian frameworks respectively. Regardless of whether the flow is turbulent or laminar, the particle dynamics…
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
We study a family of Markov processes on $\mathcal{P}^{(k)}$, the space of partitions of the natural numbers with at most $k$ blocks. The process can be constructed from a Poisson point process on…
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…
We consider deterministic dynamics, known as the slicer map (SM), which exhibits normal and anomalous diffusion by varying a single parameter. The statistics of the position moments and the low-order position autocorrelation function (PACF)…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We study the asymptotics of certain measures on partitions (the so-called z-measures and their relatives) in two different regimes: near the diagonal of the corresponding Young diagram and in the intermediate zone between the diagonal and…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
A procedure to obtain the symbolic dynamics for conservative dynamical systems is introduced with reference to the standard map in a strongly chaotic regime. The method extends an approach previously developed for highly dissipative…
We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…
We study the behavior of an assembly of $N$ granular particles contained in two compartments within a simple kinetic approach. The particles belonging to each compartment collide inelastically with each other and are driven by a stochastic…
The partition functions of Pasquier models on the cylinder, and the associated intertwiners, are considered. It is shown that earlier results due to Saleur and Bauer can be rephrased in a geometrical way, reminiscent of formulae found in…
We consider path-connected sets of matrices and the induced paths between eigenvalues. We discuss the equivalence relation generated by these paths, and how it relates to the presence of higher multiplicity eigenvalues realized by the set.…
In this paper we study a certain recurrence relation, that can be used to generate ladder operators for the Laguerre Unitary ensemble, from the point of view of Sakai's geometric theory of Painlev\'e equations. On one hand, this gives us…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
We construct and analyze a continuum dynamical percolation process which evolves in a random environment given by a $\gamma$-Liouville measure. The homogeneous counterpart of this process describes the scaling limit of discrete dynamical…