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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…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We consider diffusion on discrete measure spaces as encoded by Markovian semigroups arising from weighted graphs. We study whether the graph is uniquely determined if the diffusion is given up to order isomorphism. If the graph is recurrent…

Functional Analysis · Mathematics 2014-05-14 Matthias Keller , Daniel Lenz , Marcel Schmidt , Melchior Wirth

The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…

Probability · Mathematics 2021-05-24 Kohei Suzuki

This article consists to give a necessary and sufficient condition of the meromorphic continuity of Dirichlet series defined as $\sum_{x\in \mathbf{N}^n} \frac{a_{x}}{P(x)^s}$, Where $a_{x}$ is a $q$-automatic sequence of $n$ parameters and…

Combinatorics · Mathematics 2019-12-02 Shuo Li

Suppose that P_{\theta}(g) is a linear functional of a Dirichlet process with shape \theta H, where \theta >0 is the total mass and H is a fixed probability measure. This paper describes how one can use the well-known Bayesian prior to…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

General theorems on the closability and quasi-regularity of non-local Markovian symmetric forms on probability spaces $(S, {\cal B}(S), \mu)$, with $S$ Fr{\'e}chet spaces such that $S \subset {\mathbb R}^{\mathbb N}$, ${\cal B}(S)$ is the…

Probability · Mathematics 2021-09-22 Sergio Albeverio , Toshinao Kagawa , Yumi Yahagi , Minoru W. Yoshida

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an…

Probability · Mathematics 2017-10-10 Minjung Gim , Gerald Trutnau

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is to illustrate…

Methodology · Statistics 2013-10-02 Ernesto Barrios , Antonio Lijoi , Luis E. Nieto-Barajas , Igor Prünster

We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We assume that its infinitesimal generator can be decomposed as a sum of two generators corresponding to two distinct timescales and that the…

Probability · Mathematics 2022-05-19 Dimitri Faure

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…

Analysis of PDEs · Mathematics 2025-07-22 Andreas Eberle , Arnaud Guillin , Leo Hahn , Francis Lörler , Manon Michel

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

If X is a d-dimensional uniformly elliptic diffusion, with initial law nu, we show that F(X) is a Dirichlet process, whenever F satisfies an integrability condition linking its weak derivative to the coefficients of the diffusion and the…

Probability · Mathematics 2007-05-23 K. Dupoiron , P. Mathieu , J. San Martin

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…

Probability · Mathematics 2022-05-03 Marvin Weidner

Let $ \mathscr E $ be a regular, strongly local Dirichlet form on $L^2(X, m)$ and $d$ the associated intrinsic distance. Assume that the topology induced by $d$ coincides with the original topology on $ X$, and that $X$ is compact,…

Classical Analysis and ODEs · Mathematics 2012-08-27 Pekka Koskela , Yuan Zhou

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

Probability · Mathematics 2010-04-19 Nicolas Bouleau

We establish transience criteria for symmetric non-local Dirichlet forms on $L^2({\mathbb R}^d)$ in terms of the coefficient growth rates at infinity. Applying these criteria, we find a necessary and sufficient condition for recurrence of…

Probability · Mathematics 2021-01-26 Yuichi Shiozawa

Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

Statistical Mechanics · Physics 2019-02-20 Stephane Blanco , Fournier Richard

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

We investigate the homogeneous Dirichlet problem for the Fast Diffusion Equation $u_t=\Delta u^m$, posed in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, in the exponent range $m_s=(N-2)_+/(N+2)<m<1$. It is known that bounded…

Analysis of PDEs · Mathematics 2019-02-11 Matteo Bonforte , Alessio Figalli