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Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…

Computation · Statistics 2019-06-03 Alexander Terenin , Daniel Thorngren

We study the limiting occupation density process for a large number of critical and driftless branching random walks. We show that the rescaled occupation densities of $\lfloor sN\rfloor$ branching random walks, viewed as a function-valued,…

Probability · Mathematics 2020-03-16 Si Tang , Steven P. Lalley

We derive the differential equation describing the time evolution of the work probability distribution function of a stochastic system which is driven out of equilibrium by the manipulation of a parameter. We consider both systems described…

Statistical Mechanics · Physics 2007-05-23 A. Imparato , L. Peliti

The Wigner function $W_N({\bf x}, {\bf p})$ is a useful quantity to characterize the quantum fluctuations of an $N$-body system in its phase space. Here we study $W_N({\bf x}, {\bf p})$ for $N$ noninteracting spinless fermions in a…

Statistical Mechanics · Physics 2021-07-28 Benjamin De Bruyne , David S. Dean , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

Relations between the mean values of distributions of flipped spins on periodic Heisenberg XX chain and some aspects of enumerative combinatorics are discussed. The Bethe vectors, which are the state-vectors of the model, are considered…

Mathematical Physics · Physics 2022-11-30 C. Malyshev , N. M. Bogoliubov

In this paper we are concerned with a family of $N$-urn branching processes, where some particles are put into $N$ urns initially and then each particle gives birth to several new particles in some urn when dies. This model includes the…

Probability · Mathematics 2022-08-09 Xiaofeng Xue

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We consider a class of branching processes with countably many types which we refer to as Lower Hessenberg branching processes. These are multitype Galton-Watson processes with typeset $\mathcal{X}=\{0,1,2,\dots\}$, in which individuals of…

Probability · Mathematics 2020-10-26 Peter Braunsteins , Sophie Hautphenne

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

Pilgrim's monopoly is a probabilistic process giving rise to a non-negative sequence $T_1, T_2,\ldots$ that is infinitely exchangeable, a natural model for time-to-event data. The one-dimensional marginal distributions are exponential. The…

Statistics Theory · Mathematics 2015-09-02 Walter Dempsey , Peter McCullagh

We consider the allocation of $m$ balls (jobs) into $n$ bins (servers). In the Two-Choice process, for each of $m$ sequentially arriving balls, two randomly chosen bins are sampled and the ball is placed in the least loaded bin. It is…

Discrete Mathematics · Computer Science 2023-03-15 Dimitrios Los , Thomas Sauerwald

The following class of sum-product statistics T_n(p)=\frac{1}{k}\sum_{h=1}^p \sum_{(s_1...s_h)\in P(p,h)} \sum_{i_1=l+1}^{i_0} ... \sum_{i_h=l+1}^{i_{h-1}} i_h \prod_{i=i_1}^{i_h} \frac{(Y_{n-i+1,n}-Y_{n-i,n})^{s_i}}{s_i!} (where $l,$…

Methodology · Statistics 2012-03-06 Gane Samb Lo

Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…

Probability · Mathematics 2020-09-09 Cécile Mailler , Peter Mörters , Anna Senkevich

Let (k(n)) n=1,2,... be a strictly increasing sequence of positive integers . We consider a specific sequence of differential operators Tk(n),{\lambda} , n=1,2,... on the space of entire functions , that depend on the sequence (k(n))…

Functional Analysis · Mathematics 2015-06-18 Nikos Tsirivas

Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where $W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly $N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded…

Probability · Mathematics 2026-01-07 Jana Reker

The scattering approach to quantum transport through a disordered quasi-one-dimensional conductor in the insulating regime is discussed in terms of its transfer matrix $\bbox{T}$. A model of $N$ one-dimensional wires which are coupled by…

Condensed Matter · Physics 2009-10-28 Dirk Endesfelder

Consider the semi-discrete torus $\mathbb{T}_n := [0,1) \times \{0,1,\ldots,n-1\}$ representing $n$ unit length strings running in parallel. A bead configuration on $\mathbb{T}_n$ is a point process on $\mathbb{T}_n$ with the property that…

Probability · Mathematics 2025-09-19 Samuel G. G. Johnston

In continuous-variable quantum computation, identifying key elements that enable a quantum computational advantage is a long-standing issue. Starting from the standard results on the necessity of Wigner negativity, we develop a…

Quantum Physics · Physics 2025-03-12 Massimo Frigerio , Antoine Debray , Nicolas Treps , Mattia Walschaers

We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…

Statistical Mechanics · Physics 2015-04-27 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…

Probability · Mathematics 2013-04-17 Alexander Iksanov , Alexander Marynych , Vladimir Vatutin