Related papers: Multi-time distribution in discrete polynuclear gr…
This paper investigates the combinatorics that gives rise to the Boltzmann probability distribution. Despite being one of the most important distributions in physics and other fields of science, the mathematics of the underlying model of…
The time-dependent probability distribution function of the height for the Kardar-Parisi-Zhang equation with sharp wedge initial conditions has been obtained recently as a convolution between the Gumbel distribution and a difference of two…
Starting from a classical-mechanics stochastic model encoded in a Langevin equation, we derive the natural diffusion equation associated with three classes of multiscale spacetimes (with weighted, ordinary, and "q-Poincar\'e" symmetries).…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…
We consider a discrete-time two-dimensional process $\{(L_{1,n},L_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental process $\{J_n\}$ on a finite set, where individual processes $\{L_{1,n}\}$ and $\{L_{2,n}\}$ are both skip free. We assume…
We consider the geodesic of the directed last passage percolation with iid exponential weights. We find the explicit one-point distribution of the geodesic location joint with the last passage times, and its limit as the parameters go to…
Discrete diffusion models represent a significant advance in generative modeling, demonstrating remarkable success in synthesizing complex, high-quality discrete data. However, to avoid exponential computational costs, they typically rely…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…
The probability distributions of the order parameter for two models in the directed percolation universality class were evaluated. Monte Carlo simulations have been performed for the one-dimensional generalized contact process and the…
Stochastic growth models in the Kardar-Parisi-Zhang (KPZ) universality class exhibit remarkable fluctuation phenomena. While a variety of powerful methods have led to a detailed understanding of their typical fluctuations or large…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov fields techniques developed by Arak-Surgailis. The discrete…
We present an integral density method for calculating the multifractal dimension spectrum for the nucleon distribution in atomic nuclei. This method is then applied to analyze the non-uniformity of the density distribution in several…
We present a new method for the calculation of fragment size correlations in a discrete finite system in which correlations explicitly due to the finite extent of the system are suppressed. To this end, we introduce a combinatorial model,…
The paper describes some probabilistic and combinatorial aspects of the nonlinear Fourier transform associated with the AKNS-ZS problems. In the first of the two main results, we show that a family of polytopes that appear in a power…