Related papers: A Markov Chain Surrogate Model for a Two-Dimension…
We construct a two-class asymmetric interacting particle system with $U_q(so_6)$ or $U_q(so_8)$ symmetry, in which up to two particles may occupy a site if the two particles have different class. The particles exhibit a drift, but there is…
Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfies a differential equation associated with the quadratic…
Interacting particle systems are continuous time Markov processes which are used to construct models in many disciplines. Monotonicity is a property that some interacting particle systems possess. A monotone interacting particle system is…
Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…
A Quark-Meson Coupling (QMC) model is extended to finite nuclei in the relativistic mean-field or Hartree approximation. The ultra-relativistic quarks are assumed to be bound in non-overlapping nucleon bags, and the interaction between…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
In this paper, we introduce Max Markov Chain (MMC), a novel representation for a useful subset of High-order Markov Chains (HMCs) with sparse correlations among the states. MMC is parsimony while retaining the expressiveness of HMCs. Even…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
Determining, understanding, and predicting the so-called structure-property relation is an important task in many scientific disciplines, such as chemistry, biology, meteorology, physics, engineering, and materials science. Structure refers…
In systems of programmable matter, we are given a collection of simple computation elements (or particles) with limited (constant-size) memory. We are interested in when they can self-organize to solve system-wide problems of movement,…
Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…
The main subject of the thesis is the study of stationary nonequilibrium states trough the use of microscopic stochastic models that encode the physical interaction in the rules of Markovian dynamics for particles configurations. These…
We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
We summarize recent work showing that the $1/r^2$ model of interacting particles in 1-dimension is a universal Hamiltonian for quantum chaotic systems. The problem is analyzed in terms of random matrices and of the evolution of their…
We study a quantum theory based on two assumptions: In the intrinsic frame of reference of an isolated, macroscopic system, (i) the system has no global motion and is not entangled with any other system, (ii) time evolution of statevectors…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
Computer simulations, especially of complex phenomena, can be expensive, requiring high-performance computing resources. Often, to understand a phenomenon, multiple simulations are run, each with a different set of simulation input…
Dense strongly interacting matter can exhibit regimes with spatial modulations, akin to crystalline phases. In this case particles can have a moat spectrum with minimal energy at nonzero momentum. We show that particle interferometry is a…