Related papers: Reversible Poisson-Kirchhoff Systems
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…
We introduce a natural conjugate prior for the transition matrix of a reversible Markov chain. This allows estimation and testing. The prior arises from random walk with reinforcement in the same way the Dirichlet prior arises from…
We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…
The linear and nonlinear dynamical susceptibilities of a two level system are calculated as it undergoes a transition to a decoherent state. Analogously to the Glover-Tinkham-Ferrell sum rule of superconductivity, spectral weight in the…
For general penalized Markov processes with soft killing, we propose a simple criterion ensuring uniform convergence of conditional distributions in Wasserstein distance to a unique quasi-stationary distribution. We give several examples of…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and…
Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…
We study some graded geometric constructions appearing naturally in the context of gauge theories. Inspired by a known relation of gauging with equivariant cohomology we generalize the latter notion to the case of arbitrary Q-manifolds…
A mechanical system consisting of a rigid body and attached Kirchhoff plates under the action of three independent controls torques is considered. The equations of motion of such model are derived in the form of a system of coupled…
We consider loop ensembles on random trees. The loops are induced by a Poisson process of links sampled on the underlying tree interpreted as a metric graph. We allow two types of links, crosses and double bars. The crosses-only case…
We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…
This paper discusses and analyzes a class of likelihood models which are based on two distributional innovations in financial models for stock returns. That is, the notion that the marginal distribution of aggregate returns of log-stock…
We present a general analysis of the bifurcation sequences of 2:2 resonant reversible Hamiltonian systems invariant under spatial $\Z_2\times\Z_2$ symmetry. The rich structure of these systems is investigated by a singularity theory…
We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…
We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
We give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two…
We investigate the microscopic features of bosonic quantum transport in a non-equilibrium steady state, which breaks time reversal invariance spontaneously. The analysis is based on the probability distributions, generated by the…