Related papers: Dual process in the two-parameter Poisson-Dirichle…
In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…
We study the diffusion process in binary mixtures using transition probabilities that depend on a mean-field potential. This approach reproduces the Darken equation, a relationship between the intrinsic and the tracer diffusion…
This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process.…
In previous work, we constructed Fleming--Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval $[0,1]$) that are stationary with the Poisson--Dirichlet laws with parameters…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
We theoretically determine the probability distribution function of the net field of the random planar structure of dipoles which represent polarized particles. At small surface concentrations c of the point dipoles this distribution is…
Conditional diffusion probabilistic models can model the distribution of natural images and can generate diverse and realistic samples based on given conditions. However, oftentimes their results can be unrealistic with observable color…
We present a novel reshuffling exchange model and investigate its long time behavior. In this model, two individuals are picked randomly, and their wealth $X_i$ and $X_j$ are redistributed by flipping a sequence of fair coins leading to a…
We first established the dynamic equations to describe the noisy circling motion of a single particle and the corresponding probability conservation equation in both two dimensions and three dimensions, and then developed the evolution…
Diffusion models learn to reverse the progressive noising of a data distribution to create a generative model. However, the desired continuous nature of the noising process can be at odds with discrete data. To deal with this tension…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…
The Moran process is a foundational model of genetic drift and mutation in finite populations. In its standard two-allele form with population size $n$, allele counts, and hence allele frequencies, change through stochastic replacement and…
We generalize the celebrated coagulation-fragmentation duality of Pitman (1999), originally established for the PD$(\alpha,\theta)$ laws of Pitman and Yor (1997), resolving a two-decade open problem. Our framework extends the duality to…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
This work considers the distribution of inertial particles in turbulence using the point-particle approximation. We demonstrate that the random point process formed by the positions of particles in space is a Poisson point process with…
Several results of large deviations are obtained for distributions that are associated with the Poisson--Dirichlet distribution and the Ewens sampling formula when the parameter $\theta$ approaches infinity. The motivation for these results…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
We discuss the physical consequences of a duality between two models with quenched disorder, in which particles propagate in one dimension among random traps or across random barriers. We derive an exact relation between their diffusion…