Related papers: The *-Vertex Reinforced Jump Process II: random Sc…
We study the mixing time of a non-Markovian process, the step-reinforced random walk (SRRW) on a finite group. This process differs from a classical random walk in that at each integer time, with probability $\alpha$ the next step is chosen…
We consider the task of generating draws from a Markov jump process (MJP) between two time-points at which the process is known. Resulting draws are typically termed bridges and the generation of such bridges plays a key role in…
This paper proposes a new integrated variance estimator based on order statistics within the framework of jump-diffusion models. Its ability to disentangle the integrated variance from the total process quadratic variation is confirmed by…
Distributional identities for a L\'evy process $X_t$, its quadratic variation process $V_t$ and its maximal jump processes, are derived, and used to make "small time" (as $t\downarrow0$) asymptotic comparisons between them. The…
The aim of our work is to study vertex-reinforced jump processes with super-linear weight function $w(t) = t^\alpha$ , for some $\alpha>1$. On any complete graph $G = (V, E)$, we prove that there is one vertex $v \in V$ such that the total…
We study eigenvalues of non-self-adjoint Schr\"odinger operators on non-trapping asymptotically conic manifolds of dimension $n\ge 3$. Specifically, we are concerned with the following two types of estimates. The first one deals with Keller…
In this paper, we consider a piecewise deterministic Markov process (PDMP), with known flow and deterministic transition measure, and unknown jump rate $\lambda$. To estimate nonparametrically the jump rate, we first construct an adaptive…
The theoretical formulation and numerical evaluation of the vertex corrections in multiorbital techniques of theories of electronic properties of random alloys are analyzed. It is shown that current approaches to static transport properties…
A theoretical study is presented for the random aspect of an optical vortex inherent in the nonlinear birefringent Kerr effect, which is called the optical spin vortex. We start with the two-component nonlinear Schr\"{o}dinger equation. The…
For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…
Randomized methods, such as the randomized SVD (singular value decomposition) and Nystr\"om approximation, are an effective way to compute low-rank approximations of large matrices. Motivated by applications to operator learning, Boull\'e…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…
We study the quenched long time behaviour of the survival probability up to time $t$, $\mathbf{E}_x\big[e^{-\int_0^t V^{\omega}(X_s){\rm d}s}\big],$ of a symmetric L\'evy process with jumps, under a sufficiently regular Poissonian random…
We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…
The large deviations at various levels that are explicit for Markov jump processes satisfying detailed-balance are revisited in terms of the supersymmetric quantum Hamiltonian $H$ that can be obtained from the Markov generator via a…
By a theorem of Volkov (2001) we know that on most graphs with positive probability the linearly vertex-reinforced random walk (VRRW) stays within a finite "trapping" subgraph at all large times. The question of whether this tail behavior…
Motion planning problems have been studied by both the robotics and the controls research communities for a long time, and many algorithms have been developed for their solution. Among them, incremental sampling-based motion planning…
We study a generalisation of the random recursive tree (RRT) model and its multigraph counterpart, the uniform directed acyclic graph (DAG). Here, vertices are equipped with a random vertex-weight representing initial inhomogeneities in the…