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We construct explicit one-parameter families of stationary measures for the Kardar-Parisi-Zhang equation in half-space with Neumann boundary conditions at the origin, as well as for the log-gamma polymer model in a half-space. The…

Probability · Mathematics 2023-05-10 Guillaume Barraquand , Ivan Corwin

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

chao-dyn · Physics 2009-10-30 Michael Blank , Gerhard Keller

\noindent Consider an infinite collection of particles on the real line moving according to independent Brownian motions and such that the $i$-th particle from the left gets the drift $g_{i-1}$. The case where $g_0=1$ and $g_{i}=0$ for all…

Probability · Mathematics 2024-07-09 Sayan Banerjee , Amarjit Budhiraja

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

Chaotic Dynamics · Physics 2015-06-18 Soya Shinkai , Yoji Aizawa

We study a (1+1)-dimensional directed polymer in a random environment on the integer lattice with log-gamma distributed weights. Among directed polymers, this model is special in the same way as the last-passage percolation model with…

Probability · Mathematics 2015-08-28 Timo Seppäläinen

The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…

Statistics Theory · Mathematics 2016-01-08 Estate Khmaladze

Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…

Probability · Mathematics 2013-11-19 Adnan Aboulalaa

In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

Probability · Mathematics 2024-07-19 Michel Benaim , Améthyste Bichard

We study the statistical and dynamic properties of the systems characterized by an ultrametric space of states and translationary non-invariant symmetric transition matrices of the Parisi type subjected to "locally constant" randomization.…

Disordered Systems and Neural Networks · Physics 2009-11-13 V. A. Avetisov , A. Kh. Bikulov , S. K. Nechaev

We study the eight-vertex model at its free-fermion point. We express a new "switching" symmetry of the model in several forms: partition functions, order-disorder variables, couplings, Kasteleyn matrices. This symmetry can be used to…

Mathematical Physics · Physics 2020-09-23 Paul Melotti

Since the early nineties, it has been observed that the Schroedinger bridge problem can be formulated as a stochastic control problem with atypical boundary constraints. This in turn has a fluid dynamic counterpart where the flow of…

Probability · Mathematics 2016-01-20 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…

Statistics Theory · Mathematics 2025-09-17 Yanjun Han , Jonathan Niles-Weed

Recently (PRL 113, 050403 (2014)) the concept of local symmetries in one-dimensional stationary wave propagation has been shown to lead to a class of invariant two-point currents that allow to generalize the parity and Bloch theorem. In the…

Quantum Physics · Physics 2017-03-08 Peter Schmelcher , Sven Krönke , Fotis Diakonos

We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative…

Machine Learning · Statistics 2021-10-25 George Deligiannidis , Valentin De Bortoli , Arnaud Doucet

Every realistic instance of a percolation problem is faced with some degree of polydispersity, e.g., the pore-size distribution of an inhomogeneous medium, the size distribution of filler particles in composite materials, or the vertex…

Statistical Mechanics · Physics 2025-06-16 Fabian Coupette , Tanja Schilling

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

We consider uniformly (DC) or periodically (AC) driven generalized infinite elastic chains (a generalized Frenkel-Kontorova model) with gradient dynamics. We first show that the union of supports of all the invariant measures, denoted by A,…

Dynamical Systems · Mathematics 2013-05-07 Siniša Slijepčević