Related papers: Poisson-Dirichlet asymptotics in condensing partic…
We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…
We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…
We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the {\it energy image density} property for Dirichlet forms and on what we call {\it the lent particle method} which consists in adding a…
We study at the microscopic level the dynamics of a one-dimensional gravitationally interacting sticky gas. Initially, N identical particles of mass m with uncorrelated, randomly distributed velocities fill homogeneously a finite region of…
The density of states of self-gravitational system diverges when the particles are spread to infinity. Other problem based an inhomogeneous distribution of particles,which motivate the gravitational interaction. In this sense the…
This paper studies the sensitivity analysis of mass-action systems against their diffusion approximations, particularly the dependence on population sizes. As a continuous time Markov chain, a mass-action system can be described by a…
The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…
We study a low temperature anisotropic anti-ferromagnetic 2D Ising model through the guise of a certain dimer model. This model has a bijection with a one-dimensional particle system equipped with creation and annihilation. In the…
The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z.…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
The encapsulation and co-encapsulation of particles in microfluidic flows is essential in applications related to single-cell analysis and material synthesis. However, the whole encapsulation process is stochastic in nature, and its…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian…
In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…
Plant differently colored points in the plane, then let random points ("Poisson rain") fall, and give each new point the color of the nearest existing point. Previous investigation and simulations strongly suggest that the colored regions…
A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…