Related papers: On generalization of quasidiffusions
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…
We consider a 3D homogeneous superfluid at low temperature $T$ with 2 types of excitations, gapless phonons with a linear dispersion relation at low wavenumber, and gapped quasiparticles with a quadratic dispersion relation around extrema.…
In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rate and then regenerated at a random location, distributed…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…
The objective of this paper is to study the filtering problem for a system of partially observable processes $(X, Y)$, where $X$ is a non-Markovian pure-jump process representing the signal and $Y$ is a general jump-diffusion which provides…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…
A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…
Brownian motion in periodic potentials has been widely investigated in statistical physics and related interdisciplinary fields. In the overdamped regime, it has been well-known that the diffusion constant $D^*$ is given by the…
This paper concerns the mathematical analyses of the diffusion model in machine learning. The drift term of the backward sampling process is represented as a conditional expectation involving the data distribution and the forward diffusion.…
We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…
In order to perform quantum Hamiltonian dynamics minimizing localization effects, we introduce a quasi-one dimensional tight-binding model whose mean free path is smaller than the size of the sample. This one, in turn, is smaller than the…
The problem of a spatially discontinuous diffusion coefficient ($D(\boldsymbol x)$) is one that may be encountered in hydrogeologic systems due to natural geological features or as a consequence of numerical discretization of flow…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
In this paper, we are interested in the numerical approximation of the classical time-dependent drift-diffusion system near quasi-neutrality. We consider a fully implicit in time and finite volume in space scheme, where the…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…