Related papers: A probabilistic interpretation for interpolation M…
We are interested in the enumeration of Fully Packed Loop configurations on a grid with a given noncrossing matching. By the recently proved Razumov--Stroganov conjecture, these quantities also appear as groundstate components in the…
Consider a sequence $P_n$ of positive recurrent transition matrices or kernels that approximate a limiting infinite state matrix or kernel $P_{\infty}$. Such approximations arise naturally when one truncates an infinite state Markov chain…
In 1982 Macdonald published his now famous constant term conjectures for classical root systems. This paper begins with the almost trivial observation that Macdonald's constant term identities admit an extra set of free parameters, thereby…
The Haglund--Haiman--Loehr theorem provides the following combinatorial formula for the modified Macdonald polynomials: $$\tilde{H}_{\mu}(X;q,t)=\sum_{\sigma: \mu\rightarrow \mathbb{P}}x^{\sigma}t^{maj(\sigma)}q^{inv(\sigma)}.$$ Inspired by…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
Let F:=(f_1,...,f_n) be a random polynomial system with fixed n-tuple of supports. Our main result is an upper bound on the probability that the condition number of f in a region U is larger than 1/epsilon. The bound depends on an integral…
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
Topos quantum theory provides representations of quantum states as direct generalizations of the probability distribution, namely probability valuation. In this article, we consider extensions of a known bijective correspondence between…
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…
We introduce a new method, which we call stochastic fusion, which takes an exclusion process and constructs an interacting particle systems in which more than one particle may occupy a lattice site. The construction only requires the…
Integrable probability has emerged as an active area of research at the interface of probability/mathematical physics/statistical mechanics on the one hand, and representation theory/integrable systems on the other. Informally, integrable…
This paper is devoted to parameter estimation for partially observed polynomial state space models. This class includes discretely observed affine or more generally polynomial Markov processes. The polynomial structure allows for the…
We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let $\{X_i\}_{i \ge 1}$ be a stationary Markov chain with invariant measure $\pi$ and absolute spectral gap $1-\lambda$, where $\lambda$ is…
Stanley's theory of $(P,\omega)$-partitions is a standard tool in combinatorics. It can be extended to allow for the presence of a restriction, that is a given maximal value for partitions at each vertex of the poset, as was shown by Assaf…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
Information diagram and the I-measure are useful mnemonics where random variables are treated as sets, and entropy and mutual information are treated as a signed measure. Although the I-measure has been successful in machine proofs of…
A distribution of electromagnetic fields presents a statistical assembly of a particular type, which is at scale h a quantum statistical assembly itself and has also been instrumental to concretisation of the basic probability assumption of…
Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…
We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…