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Consider a spectrally positive Stable($1+\alpha$) process whose jumps we interpret as lifetimes of individuals. We mark the jumps by continuous excursions assigning "sizes" varying during the lifetime. As for Crump-Mode-Jagers processes…
We present a partition-free approach to the evolution of density matrices for open quantum systems coupled to a harmonic environment. The influence functional formalism combined with a two-time Hubbard-Stratonovich transformation allows us…
Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid…
We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain generalized Galton-Watson trees, we show that the marginal…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
We apply well-established concepts of Langevin sampling to derive a new class of algorithms for the efficient computation of free energy differences of fluctuating particles embedded in a 'fast' membrane, i.e., a membrane that…
We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…
We present an explicit construction of a Markovian random growth process on integer partitions such that given it visits some level $n$, it passes through any partition $\lambda$ of $n$ with equal probabilities. The construction has…
We use methods from combinatorics and algebraic statistics to study analogues of birth-and-death processes that have as their state space a finite subset of the $m$-dimensional lattice and for which the $m$ matrices that record the…
We introduce a new formulation for differential equation describing dynamics of measures on an Euclidean space, that we call Measure Differential Equations with sources. They mix two different phenomena: on one side, a transport-type term,…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…
We study the discrete-time evolution of a transformation on a set of probability measures that is up-dated combining independently the marginals on the atoms of partitions. This model was recently introduced in Baake, Baake and Salamat…
Relationships between sediment flux and geomorphic processes are combined with statements of mass conservation, in order to create continuum models of hillslope evolution. These models have parameters which can be calibrated using available…
We study a reversible continuous-time Markov dynamics of a discrete $(2+1)$-dimensional interface. This can be alternatively viewed as a dynamics of lozenge tilings of the $L\times L$ torus, or as a conservative dynamics for a…
Analogs of Laguerre and Meixner orthogonal polynomials in the algebra of symmetric functions are studied. This is a detailed exposition of part of the results announced in arXiv:1009.2037. The work is motivated by a connection with a model…
Here, a dichotomy of particles and waves is employed in a quantum Monte Carlo calculation of interacting electrons. Through the creation and propagation of concurrent stochastic ensembles of walkers in physical space and in Hilbert space…
Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita…