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We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…
We propose the study of Markov chains on groups as a "quasi-isometry invariant" theory that encompasses random walks. In particular, we focus on certain classes of groups acting on hyperbolic spaces including (non-elementary) hyperbolic and…
It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set $\gamma$ under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if…
A consequence of Ornstein theory is that the infinite entropy flows associated with Poisson processes and continuous-time irreducible Markov chains on a finite number of states are isomorphic as measure-preserving systems. We give an…
We have formulated a kinetic theory for a condensed atomic gas in a trap, i.e., a generalized Gross-Pitaevskii equation, as well as a quantum-Boltzmann equation for the normal and anomalous fluctuations [R. Walser et al., Phys. Rev. A, 59,…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Edgeworth type expansions of third order for transition densities are proved. This is done for time horizons that converge to 0. For this purpose we…
We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…
We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
We consider the Cauchy problem for the nonstationary discrete p-Laplacian with inhomogeneous density \r{ho}(x) on an infinite graph which supports the Sobolev inequality. For nonnegative solutions when p > 2, we prove the precise rate of…
By solving the Liouville equation, third-order nonlinear terms is found via iterative density matrix. Regarding the improved modeling, all frequency range is taken instead of weak absorptive limit. Considered process can be compared with…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
A classical theorem of Erdos, Lovasz and Spencer asserts that the densities of connected subgraphs in large graphs are independent. We prove an analogue of this theorem for permutations and we then apply the methods used in the proof to…
Consider the random set composed of particles initially distributed on Zd, d >= 2, according to a Poisson point process of intensity u > 0 and moving as independent simple symmetric random walks, the trap particles. We are interested in the…
We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…
The adiabatic particle number in mean field theory obeys a quantum Vlasov equation which is nonlocal in time. For weak, slowly varying electric fields this particle number can be identified with the single particle distribution function in…
When describing the effective dynamics of an observable in a many-body system, the repeated randomness assumption, which states that the system returns in a short time to a maximum entropy state, is a crucial hypothesis to guarantee that…