Related papers: Inferring diffusivity from killed diffusion
The paper introduces a Poisson-type problem on a mixed-dimensional structure combining a Euclidean domain and a lower-dimensional self-similar component touching a compact surface (interface). The lower-dimensional piece is a so-called…
In this letter, we consider a 3D molecular communication via diffusion system (MCvDS) with a single point transmitter and multiple fully-absorbing spherical receivers whose centers are distributed as a Poisson point process (PPP) in the…
We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…
We investigate a spatial random graph model whose vertices are given as a marked Poisson process on $\mathbb{R}^d$. Edges are inserted between any pair of points independently with probability depending on the spatial displacement of the…
Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…
Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), the random variables (yn) are independent and the conditional…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community. We propose a new direction,…
We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process $X_t$ is a linear Gaussian diffusion; and (b) the observations arise from a Poisson…
This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…
In this work an activator-depleted reaction-diffusion system is investigated on polar coordinates with the aim of exploring the relationship and the corresponding influence of domain size on the types of possible diffusion-driven…
In this paper, a diffusion-based molecular communication channel is modeled in presence of a probabilistic absorber. The probabilistic absorber is an absorber which absorbs molecules upon collision with probability q. With random walk…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…