Related papers: Dilation of stochastic matrices by coarse graining
We extend the notions of multipole and subsystem symmetries to more general {\it spatially modulated} symmetries. We uncover two instances with exponential and (quasi)-periodic modulations, and provide simple microscopic models in one, two…
We study duality relations for zeta and M\"{o}bius matrices and monotone conditions on the kernels. We focus on the cases of family of sets and partitions. The conditions for positivity of the dual kernels are stated in terms of the…
Discrete models usually represent approximations to continuum physics. Cylindrical consistency provides a framework in which discretizations mirror exactly the continuum limit. Being a standard tool for the kinematics of loop quantum…
We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…
Multivariate process satisfying affine stochastic recurrence equation with generic diagonal matrices is considered. We prove that the stationary solution is regularly varying. The results are applicable to diagonal autoregressive models.
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…
We propose a general method for simplifying master equations by eliminating from the description rapidly evolving states. The physical recipe we impose is the suppression of these states and a renormalization of the rates of all the…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
Stochastic models for pore collapse in granular materials are developed. First, a general fluctuating stress-strain relation for a plastic flow rule is derived. The fluctuations account for non-associativity in plastic deformations…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…
Discretization of phase space usually nullifies chaos in dynamical systems. We show that if randomness is associated with discretization dynamical chaos may survive and be indistinguishable from that of the original chaotic system, when an…
We study a two-lane model of two-species of particles that perform biased diffusion. Extensive numerical simulations show that when bias q is strong enough oppositely drifting particles form some clusters that block each other. Coarsening…
Finite stochastic Markov models play a major role for modelling biochemical pathways. Such models are a coarse-grained description of the underlying microscopic dynamics and can be considered mesoscopic. The level of coarse-graining is to a…
We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…
We present a proof of the monotonic entropy growth for a nonlinear discrete-time model of a random market. This model, based on binary collisions, also may be viewed as a particular case of Ulam's redistribution of energy problem. We…
Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…
Two types of random evolution processes are studied for ensembles of the standard map with driving parameter $K$ that determines its degree of stochasticity. For one type of processes the parameter $K$ is chosen at random from a Gaussian…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
Using high precision Monte Carlo simulations and a mean-field theory, we explore coarsening phenomena in a simple driven diffusive system. The model is reminiscent of vehicular traffic on a two-lane ring road. At sufficiently high density,…
Density operators are one of the key ingredients of quantum theory. They can be constructed in two ways: via a convex sum of 'doubled kets' (i.e. mixing), and by tracing out part of a 'doubled' two-system ket (i.e. dilation). Both…