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We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…

Statistics Theory · Mathematics 2020-08-17 James A. Duffy , Ioannis Kasparis

For $\Delta \ge 5$ and $q$ large as a function of $\Delta$, we give a detailed picture of the phase transition of the random cluster model on random $\Delta$-regular graphs. In particular, we determine the limiting distribution of the…

Probability · Mathematics 2021-09-16 Tyler Helmuth , Matthew Jenssen , Will Perkins

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We extend the peeling exploration introduced in arxiv:1506.01590 to the setting of Boltzmann planar maps coupled to a rigid $O(n)$ loop model. Its law is related to a class of discrete Markov processes obtained by confining random walks to…

Probability · Mathematics 2018-09-07 Timothy Budd

Nested Chinese Restaurant Process (nCRP) topic models are powerful nonparametric Bayesian methods to extract a topic hierarchy from a given text corpus, where the hierarchical structure is automatically determined by the data. Hierarchical…

Machine Learning · Statistics 2017-02-24 Jianfei Chen , Jun Zhu , Jie Lu , Shixia Liu

Forman et al. (2020+) constructed $(\alpha,\theta)$-interval partition evolutions for $\alpha\in(0,1)$ and $\theta\ge 0$, in which the total sums of interval lengths ("total mass") evolve as squared Bessel processes of dimension $2\theta$,…

Probability · Mathematics 2020-11-30 Quan Shi , Matthias Winkel

A scaling theory is developed for diffusion-limited cluster aggregation in a porous medium, where the primary particles and clusters stick irreversibly to the walls of the pore space as well as to each other. Three scaling regimes are…

Soft Condensed Matter · Physics 2009-11-13 Patrick B. Warren

We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Paul Chleboun , Stefan Grosskinsky

It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…

Probability · Mathematics 2015-03-17 Steven N. Evans , Rudolf Gruebel , Anton Wakolbinger

One of the most used priors in Bayesian clustering is the Dirichlet prior. It can be expressed as a Chinese Restaurant Process. This process allows nonparametric estimation of the number of clusters when partitioning datasets. Its key…

Machine Learning · Computer Science 2021-04-27 Gaël Poux-Médard , Julien Velcin , Sabine Loudcher

We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…

Mathematical Physics · Physics 2015-06-17 Sergio Andraus , Makoto Katori , Seiji Miyashita

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

Probability · Mathematics 2014-03-11 Benjamin Jourdain , Julien Reygner

The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

Probability · Mathematics 2016-02-29 Shui Feng , Fuqing Gao , Youzhou Zhou

We prove a distributional limit theorem conjectured in [Journal of Statistical Physics 174, No. 6, 1372-1403 (2019)] for partition functions defining models of directed polymers on diamond hierarchical graphs with disorder variables placed…

Mathematical Physics · Physics 2020-09-01 Jeremy Clark

We study a Markov process constructed from the P\'olya sum process, which yields a kind of spatial version of the Chinese restaurant process, where each 'table' is assigned a 'location'. This construction firstly allows a definition of…

Probability · Mathematics 2013-06-20 Mathias Rafler

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

Probability · Mathematics 2018-05-23 Gennady Samorodnitsky , Yizao Wang

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

The objective of this study is to examine the asymptotic behavior of Betti numbers of \v{C}ech complexes treated as stochastic processes and formed from random points in the $d$-dimensional Euclidean space $\mathbb{R}^d$. We consider the…

Probability · Mathematics 2018-09-18 Takashi Owada , Andrew Thomas

The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…

Dynamical Systems · Mathematics 2021-01-22 Eric Foxall

By resorting to sequential constructions of exchangeable random partitions (Pitman, 2006), and exploiting some known facts about generalized Stirling numbers, we derive a generalized Chinese restaurant process construction of exchangeable…

Probability · Mathematics 2008-05-27 Annalisa Cerquetti