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We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…

Probability · Mathematics 2019-01-24 Kyeongsik Nam

We study the global and local regularity properties of random wavelet series whose coefficients exhibit correlations given by a tree-indexed Markov chain. We determine the law of the spectrum of singularities of these series, thereby…

Probability · Mathematics 2009-11-13 Arnaud Durand

In probability theory, equalities are much less than inequalities. In this paper, we find a series of equalities which characterize the symmetry of the forming times of a family of similar cycles for discrete-time and continuous-time Markov…

Probability · Mathematics 2014-07-21 Chen Jia , Daquan Jiang , Minping Qian

Sampling uniform simple graphs with power-law degree distributions with degree exponent $\tau\in(2,3)$ is a non-trivial problem. We propose a method to sample uniform simple graphs that uses a constrained version of the configuration model…

Probability · Mathematics 2017-11-17 Tom Bannink , Remco van der Hofstad , Clara Stegehuis

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

Probability · Mathematics 2009-12-12 Ivan del Tenno

In this article we propose a novel method to estimate the frequency distribution of linguistic variables while controlling for statistical non-independence due to shared ancestry. Unlike previous approaches, our technique uses all available…

Populations and Evolution · Quantitative Biology 2021-03-22 Gerhard Jäger , Johannes Wahle

A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…

Probability · Mathematics 2023-04-03 Jaron Sanders , Alexander Van Werde

Quantum versions of random walks on the line and cycle show a quadratic improvement in their spreading rate and mixing times respectively. The addition of decoherence to the quantum walk produces a more uniform distribution on the line, and…

Quantum Physics · Physics 2007-07-26 Olivier Maloyer , Viv Kendon

In this paper we study the distribution of the level at time $\theta$ of Markovian fluid queues and Markovian continuous time random walks, the maximum (and minimum) level over $[0,\theta]$, and their joint distributions. We approximate…

Probability · Mathematics 2014-09-18 Sarah Dendievel , Guy Latouche

We study the transport and equilibration properties of a classical Heisenberg chain, whose couplings are random variables drawn from a one-parameter family of power-law distributions. The absence of a scale in the couplings makes the system…

Statistical Mechanics · Physics 2023-10-09 Adam J. McRoberts , Federico Balducci , Roderich Moessner , Antonello Scardicchio

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…

Statistics Theory · Mathematics 2012-11-06 Prathapasinghe Dharmawansa , Matthew McKay , Yang Chen

We study the eigenvalue of the Wigner random matrix, which is created from a time series with temporal correlation. We observe the deformation of the semi-circle law which is similar to the eigenvalue distribution of the Wigner-L\`{e}vy…

Statistical Mechanics · Physics 2025-08-12 Masato Hisakado , Takuya Kaneko

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

We consider independently identically distributed random compositions of the Gauss and R\'enyi maps that generate random continued fractions. Using methods of ergodic theory, thermodynamic formalism and large deviations, we show that…

Dynamical Systems · Mathematics 2025-10-29 Shintaro Suzuki , Hiroki Takahasi

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

We study the time evolution of the amount of entanglement generated by one dimensional spin-1/2 Ising-type Hamiltonians composed of many-body interactions. We investigate sets of states randomly selected during the time evolution generated…

Quantum Physics · Physics 2011-11-23 Yoshifumi Nakata , Mio Murao

This paper considers the consensus problem for a network of nodes with random interactions and sampled-data control actions. We first show that consensus in expectation, in mean square, and almost surely are equivalent for a general random…

Systems and Control · Computer Science 2016-08-24 Junfeng Wu , Ziyang Meng , Tao Yang , Guodong Shi , Karl H. Johansson

Time-lapse image sequences offer visually compelling insights into dynamic processes that are too slow to observe in real time. However, playing a long time-lapse sequence back as a video often results in distracting flicker due to random…

Computer Vision and Pattern Recognition · Computer Science 2022-07-05 Erik Härkönen , Miika Aittala , Tuomas Kynkäänniemi , Samuli Laine , Timo Aila , Jaakko Lehtinen

We introduce a very general model of an inhomogenous random graph with independence between the edges, which scales so that the number of edges is linear in the number of vertices. This scaling corresponds to the p=c/n scaling for G(n,p)…

Probability · Mathematics 2011-11-10 Bela Bollobas , Svante Janson , Oliver Riordan