Related papers: Shift-invariance for vertex models and polymers
The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and it is revealed that the numerical invariant measure…
Convexity properties of the entropy along displacement interpolations are crucial in the Lott-Sturm-Villani theory of lower bounded curvature of geodesic measure spaces. As discrete spaces fail to be geodesic, an alternate analogous theory…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…
In this paper, we establish the invariance of observability for the observed backward stochastic differential equations (BSDEs) with constant coefficients, relative to the filtered probability space. This signifies that the observability of…
This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…
We introduce a new model of random layered media, extending the Matheron-de Marsily model: Here we allow for the flows to change in time. For such layered structures, we solve exactly the equations of motion for single particles, and also…
We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…
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…
This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…
Based on our previous graph covering method, we introduce weighted graph covering models and flexible graph covering models that are almost equivalent to the well-known Bratteli--Vershik models. These models play important roles in showing…
We present a statistical analysis of spectra of transfer matrices of classical lattice spin models; this continues the work on the eight-vertex model of the preceding paper. We show that the statistical properties of these spectra can serve…
We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
A range of first-passage percolation type models are believed to demonstrate the related properties of sublinear variance and superdiffusivity. We show that directed last-passage percolation with Gaussian vertex weights has a sublinear…
We study Gibbsian models of unbounded integer-valued spins on trees which possess a symmetry under height-shift. We develop a theory relating boundary laws to gradient Gibbs measures, which applies also in cases where the corresponding…
This paper presents novel polytopic and interval observer designs for uncertain linear continuous-time (CT) and discrete-time (DT) systems subjected to bounded disturbances and noise. Our approach guarantees enclosure of the true state and…
A solvable model of directed polymer with matrix-valued disorder is introduced in arXiv:2203.14868. The disorder is made of $d\times d$ inverse-Wishart random matrices, so that the model nicely generalizes the well-studied log-gamma…