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This paper considers contact processes with additional voter model dynamics. For such models, results of Lloyd and Sudbury can be applied to find a self-duality, as well as dualities and thinning relations with systems of random walks with…
We present a duality relation between two systems of coalescing random walks and an analogous duality relation between two systems of coalescing Brownian motions. Our results extends previous work in the literature and we apply it to the…
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…
When analyzing animal movement, it is important to account for interactions between individuals. However, statistical models for incorporating interaction behavior in movement models are limited. We propose an approach that models dependent…
This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…
A duality relation between the long-time dynamics of a quantum Brownian particle in a tilted ratchet potential and a driven dissipative tight-binding model is reported. It relates a situation of weak dissipation in one model to strong…
This paper proposes a log-linear model for the latent intensity functions of a replicated spatio-temporal point process. By simultaneously fitting correlated spatial and temporal Karhunen-Lo\`eve expansions, the model produces spatial and…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…
A fast and efficient numerical-analytical approach is proposed for modeling complex behaviour in the BBGKY hierarchy of kinetic equations. Numerical modeling shows the creation of various internal structures from localized modes, which are…
Binary fluid mixtures are examples of complex fluids whose microstructure and flow are strongly coupled. For pairs of simple fluids, the microstructure consists of droplets or bicontinuous demixed domains and the physics is controlled by…
Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…
We study the effects of mobility on two crucial characteristics in multi-scale dynamic networks: percolation and connection times. Our analysis provides insights into the question, to what extent long-time averages are well-approximated by…
The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and…
We concentrate on a treatment of a Higgs-Coulomb duality as an absence of manifest phase transition between ordered and disordered phases of 2d $\mathcal{N}=(2,2)$ theories. We consider these examples of QFTs in the Schr\"odinger picture…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We analyze a class of energy and wealth redistribution models. We characterize their stationary measures and show that they have a discrete dual process. In particular we show that the wealth distribution model with non-zero propensity can…
We study the soldering formalism in the context of abelian p-form theories. We develop further the fusion process of massless antisymmetric tensors of different ranks into a massive p-form and establish its duality properties. To illustrate…
We study Diffusion Schr\"odinger Bridge (DSB) models in the context of dynamical astrophysical systems, specifically tackling observational inverse prediction tasks within Giant Molecular Clouds (GMCs) for star formation. We introduce the…