Related papers: Mixing of metastable diffusion processes with Gibb…
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…
Mixing a passive scalar field by stirring can be measured in a variety of ways including tracer particle dispersion, via the flux-gradient relationship, or by suppression of scalar concentration variations in the presence of inhomogeneous…
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…
In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…
Abstract. The present work considers a change in the momentum under the transfer of a solution through the interface. It is shown that pressure related to the partial volumes of components arises in a solution under diffusion. As a result,…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
Understanding how multi-component liquid mixtures undergo phase separation is central to elucidating biophysical organization in the cell. Here, combining analytical and numerical results, we characterise the dynamics of mixtures with…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
In this article, we perform quantitative analyses of metastable behavior of an interacting particle system known as the inclusion process. For inclusion processes, it is widely believed that the system nucleates the condensation of…
Generative diffusion models have achieved spectacular performance in many areas of machine learning and generative modeling. While the fundamental ideas behind these models come from non-equilibrium physics, variational inference and…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
We consider short-range classical spin glasses, or other disordered systems, consisting of Ising spins. For a low-temperature Gibbs state in infinite size in such a system, for given random bonds, it is controversial whether its…
Reaction-diffusion systems driven far from thermodynamic equilibrium through the injection of energy can support multiple distinct spatial patterns that persist as long-lived dynamical phases. The stability of these metastable phases is not…
We study the dynamical behavior of a one dimensional interface interacting with a sticky unpenetrable substrate or wall. The interface is subject to two effects going in opposite directions. Contact between the interface and the substrate…
Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…
A perturbation framework is developed to analyze metastable behavior in stochastic processes with random internal and external states. The process is assumed to be under weak noise conditions, and the case where the deterministic limit is…
We consider a system of reaction-diffusion equations in a bounded interval of the real line, with emphasis on the metastable dynamics, whereby the time-dependent solution approaches its steady state in an asymptotically exponentially long…