Related papers: Random derangements and the Ewens Sampling Formula
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…
We consider the cycle structure of a random permutation $\sigma$ chosen uniformly from the symmetric group, subject to the constraint that $\sigma$ does not contain cycles of length exceeding $r.$ We prove that under suitable conditions the…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
A Markov chain (MC) formalism is used to investigate the mean-square displacement (MSD) of a random walker on Newman-Watts (NW) networks. It leads to a precise analysis of the conditions for the emergence of anomalous sub- or…
Several recent publications investigated Markov-chain modelling of linear optimization by a $(1,\lambda)$-ES, considering both unconstrained and linearly constrained optimization, and both constant and varying step size. All of them assume…
We consider a one-dimensional totally asymmetric exclusion process on a ring with extended inhomogeneities, consisting of several segments with different hopping rates. Depending upon the underlying inhomogeneity configurations and for…
We consider a generalization of the Ewens measure for the symmetric group, calculating moments of the characteristic polynomial and similar multiplicative statistics. In addition, we study the asymptotic behavior of linear statistics (such…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
A meander system is a union of two arc systems that represent non-crossing pairings of the set $[2n] = \{1, \ldots, 2n\}$ in the upper and lower half-plane. In this paper, we consider random meander systems. We show that for a class of…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
We consider the scattering of an electron from a semi-infinite one-dimensional random medium. The random medium is characterized by force, $-\d V/\d L$ being the basic random variable. We obtain an analytical expression for the stationary…
The second author had previously obtained explicit generating functions for moments of characteristic polynomials of permutation matrices (n points). In this paper, we generalize many aspects of this situation. We introduce random shifts of…
This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…
Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…
Consider a string of $n$ positions, i.e. a discrete string of length $n$. Units of length $k$ are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Let $K(=K_{n,\theta})$ be a positive integer-valued random variable whose distribution is given by ${\rm P}(K = x) = \bar{s}(n,x) \theta^x/(\theta)_n$ $(x=1,\ldots,n) $, where $\theta$ is a positive number, $n$ is a positive integer,…
We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…
It is possible to consider stochastic models of sequence evolution in phylogenetics in the context of a dynamical tensor description inspired from physics. Approaching the problem in this framework allows for the well developed methods of…
In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…