Related papers: Multi-time distribution in discrete polynuclear gr…
Stationary measures of last passage percolation with geometric weights and the log-gamma polymer in a strip of the $\mathbb Z^2$ lattice are characterized in arXiv:2306.05983 using variants of Schur and Whittaker processes, called two-layer…
Growth of interfaces during vapor deposition is analyzed on a discrete lattice. It leads to finding distribution of local heights, measurable for any lattice model. Invariance in the change of this distribution in time is used to determine…
Multivariate distributions are fundamental to modeling. Discrete copulas can be used to construct diverse multivariate joint distributions over random variables from estimated univariate marginals. The space of discrete copulas admits a…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
We present an algorithm for producing discrete distributions with a prescribed nearest-neighbor distance function. Our approach is a combination of quasi-Monte Carlo (Q-MC) methods and weighted Riesz energy minimization: the initial…
We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…
An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…
Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
The mollified uniform distribution is rediscovered, which constitutes a ``soft'' version of the continuous uniform distribution. Important stochastic properties are presented and used to demonstrate potential fields of applications. For…
The purpose of this work is to find the time dependent distributions of directions and positions of a particle that undergoes multiple elastic scattering. The angular cross section is given and the scatterers are randomly placed. The…
Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…
The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…
This thesis deals with some $(1+1)$-dimensional lattice path models from the KPZ universality class: the directed random polymer with inverse-gamma weights (known as log-gamma polymer) and its zero temperature degeneration, i.e. the last…
The crystal size distribution in polynuclear growth is numerically studied using a coupled map lattice model. The width of the size distribution depends on c/D, where c is the growth rate at interface sites and $D$ is the diffusion…
We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…
Three models from statistical physics can be analyzed by employing space-time determinantal processes: (1) crystal facets, in particular the statistical properties of the facet edge, and equivalently tilings of the plane, (2)…
This paper studies the large scale limits of multi-type invariant distributions and Busemann functions of planar stochastic growth models in the Kardar-Parisi-Zhang (KPZ) class. We identify a set of sufficient hypotheses for convergence of…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
This paper develops a general inferential framework for discrete copulas on finite supports in any dimension. The copula of a multivariate discrete distribution is defined as Csiszar's I-projection (i.e., the minimum-Kullback-Leibler…