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We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We propose a new model that describes the dynamics of epidemic spreading on connected graphs. Our model consists in a PDE-ODE system where at each vertex of the graph we have a standard SIR model and connexions between vertices are given by…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We introduce a novel method, called Dispersion Entropy for Graph Signals, $DE_G$, as a powerful tool for analysing the irregularity of signals defined on graphs. We demonstrate the effectiveness of $DE_G$ in detecting changes in the…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…
We study the mean-field limit of an elasto-plastic model introduced to describe the yielding transition of athermally and quasi-statically sheared amorphous solids. We focus on the sample-to-sample fluctuations, which we characterize…
A Particle Tracking Velocimetry experiment has been performed in a turbulent flow at intermediate Reynolds number. We present experimentally obtained stretching rates for particle pairs in the inertial range. When compensated by a…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
Building on B.Park and Vondrak's recent generalization of the J.Park-Pham Theorem (formerly known as Kahn-Kalai conjecture) to non-uniform probability measures, this paper introduces the notion of "spread" for the non-uniform setting. This…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
The out of equilibrium dynamics of finite dimensional spin glasses is considered from a point of view going beyond the standard `mean-field theory' versus `droplet picture' debate of the last decades. The main predictions of both theories…
Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…
In this article we propose to extend the model of simulation of dispersions in turning based on the geometrical specifications. Our study is articulated around two trends of development: the first trend relates to the geometrical model. The…
A phase-field approach describing the dynamics of a strained solid in contact with its melt is developed. By rigorous asymptotic analysis we show that the sharp-interface limit of this model recovers the continuum model equations for the…
The behavior of a family of mean-field glass models is reviewed. The models are analyzed by means of a Langevin-based approach to the dynamics and a Replica theory computation of the thermodynamics. We focus on the phase diagram of a…