Related papers: Spectral analysis of the zigzag process
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable…
The zigzag process is a Piecewise Deterministic Markov Process which can be used in a MCMC framework to sample from a given target distribution. We prove the convergence of this process to its target under very weak assumptions, and…
A free zero-range process (FRZP) is a simple stochastic process describing the dynamics of a gas of particles hopping between neighboring nodes of a network. We discuss three different cases of increasing complexity: (a) FZRP on a rigid…
In this article, we propose a spectral method for a class of multivariate inhomogeneous spatial point processes, namely the second-order intensity reweighted stationary processes. A key ingredient of our approach is utilizing the asymptotic…
Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…
A string of trapped ions at zero temperature exhibits a structural phase transition to a zigzag structure, tuned by reducing the transverse trap potential or the interparticle distance. The transition is driven by transverse, short…
We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that alternates between two possible directions of motion (positive or…
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…
We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…
We give a short and completely elementary method to find the full spectrum of the exclusion process and a nicely limited superset of the spectrum of the interchange process (a.k.a.\ random transpositions) on the complete graph. In the case…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
We present a spectroscopy scheme using transfer matrix and tensor network. With this method, the energy spectrum is obtained from the eigenvalues of the transfer matrix which is estimated by coarse grained tensor network of a lattice model,…
We consider multi-variate signals spanned by the integer shifts of a set of generating functions with distinct frequency profiles and the problem of reconstructing them from samples taken on a random periodic set. We show that such a…
The $n$-species totally asymmetric zero range process ($n$-TAZRP) on one-dimensional periodic chain studied recently by the authors is a continuous time Markov process where arbitrary number of particles can occupy the same sites and hop to…
The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…
Virtually all questions that one can ask about the behavioral and structural complexity of a stochastic process reduce to a linear algebraic framing of a time evolution governed by an appropriate hidden-Markov process generator. Each type…
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…
The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional $L^2$-type test is developed which evaluates, over all frequencies, the Hilbert-Schmidt…
Percolation is a model for random damage to a network. It is one of the simplest models that displays a phase transition: when the network is severely damaged, it falls apart in many small connected components, while if the damage is light,…
We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…