Related papers: Symmetry classes of classical stochastic processes
The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…
In causal inference on directed acyclic graphs, the orientation of edges is in general only recovered up to Markov equivalence classes. We study Markov equivalence classes of uniformly random directed acyclic graphs. Using a tower…
Among the fundamental symmetry classes of quantum chaotic systems in Dyson's threefold way, the symplectic class is rarely observed in nature. Characterized by the strongest possible level repulsion in the energy spectrum, the symplectic…
This paper investigate a class of multi-dimensional backward stochastic differential equations (BSDEs) with singualr generators exhibiting diagonally quadratic growth and unbounded terminal conditions, thereby extending results in the…
Symmetry groups allow to transform solutions of differential equations continuously into other solutions. This property can be used for the observability analysis of infinite-dimensional systems with input and output. In this contribution,…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
We study algorithms to analyze a particular class of Markov population processes that is often used in epidemiology. More specifically, Markov binomial chains are the model that arises from stochastic time-discretizations of classical…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
A remarkable number of different numerical algorithms can be understood and analyzed using the concepts of symmetric spaces and Lie triple systems, which are well known in differential geometry from the study of spaces of constant curvature…
Dealing with large numbers of symmetries is often problematic. One solution is to focus on just symmetries that generate the symmetry group. Whilst there are special cases where breaking just the symmetries in a generating set is complete,…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
Building upon the rule-algebraic stochastic mechanics framework, we present new results on the relationship of stochastic rewriting systems described in terms of continuous-time Markov chains, their embedded discrete-time Markov chains and…
We present an inverse scattering approach to defects in classical integrable field theories. Integrability is proved systematically by constructing the generating function of the infinite set of modified integrals of motion. The…
Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…
Various algebraic structures of degenerate four-wave mixing equations of optical phase conjugation are analyzed. Two approaches (the spinorial and the Lax-pair based), complementary to each other, are utilized for a systematic derivation of…
We introduce a new symmetry class of both boxed plane partitions and lozenge tilings of a hexagon, called the $\mathbf{r}$-block diagonal symmetry class, where $\mathbf{r}$ is an $n$-tuple of non-negative integers. We prove that the tiling…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
The symmetry algebras of certain families of quantum spin chains are considered in detail. The simplest examples possess m states per site (m\geq2), with nearest-neighbor interactions with U(m) symmetry, under which the sites transform…
Applied to a nonnegative $m\times n$ matrix with a nonzero $\sigma$-diagonal, the sequence of matrices constructed by alternate row and column scaling conveges to a doubly stochastic matrix. It is proved that if this sequence converges…
This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…