Related papers: Selfsimilar free additive processes and freely sel…
This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…
In a previous paper: A. Paszkiewicz, T. Sobieszek, Additive Entropies of Partitions, we have given a description of additive partition entropies that is real functions $I$ on the set of finite partitions that are additive on stochastically…
The convergence of simultaneous and marginal predictive classifiers under partition exchangeability in supervised classification is obtained. The result shows the asymptotic convergence of these classifiers under infinite amount of training…
In this paper, we work in a 2D version of the probabilistic variant of Winfree's abstract Tile Assembly Model defined by Chandran, Gopalkrishnan and Reif (SICOMP 2012) in which attaching tiles are sampled uniformly with replacement. First,…
In 2004, Klavins et al. introduced the use of graph grammars to describe -- and to program -- systems of self-assembly. We show that these graph grammars can be embedded in a graph rewriting characterization of distributed systems that was…
The recently proposed definition of complexity for static and spherically symmetric self--gravitating systems [1], is extended to the fully dynamic situation. In this latter case we have to consider not only the complexity factor of the…
In probabilistic modelling, joint distributions are often of more interest than their marginals, but the standard composition of stochastic channels is defined by marginalization. Last year at ACT, the notion of 'copy-composition' was…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
The excess work required to drive a stochastic system out of thermodynamic equilibrium through a time-dependent external perturbation is directly related to the amount of entropy produced during the driving process, allowing excess work and…
It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…
We consider the asymmetric exclusion process (ASEP) in one dimension on sites $i = 1,..., N$, in contact at sites $i=1$ and $i=N$ with infinite particle reservoirs at densities $\rho_a$ and $\rho_b$. As $\rho_a$ and $\rho_b$ are varied, the…
In the present paper are considered the self-similarity scaling postulates in order to extend the Thermodynamics to the study of one special class of nonextensive systems: the pseudoextensive, those with exponential behavior for the…
We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…
We introduce the self-excited multifractal (SEMF) model, defined such that the amplitudes of the increments of the process are expressed as exponentials of a long memory of past increments. The principal novel feature of the model lies in…
Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free…
We give an extension of L\^e's stochastic sewing lemma [Electron. J. Probab. 25: 1 - 55, 2020]. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter…
Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
The problem of model selection in the context of a system of stochastic differential equations (SDEs) has not been touched upon in the literature. Indeed, properties of Bayes factors have not been studied even in single SDE based model…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…