Related papers: Exact Mean-Field Solutions of the Asymmetric Rando…
In this paper it is shown that the steady-state weights of the asymmetric simple exclusion process (ASEP) with open boundaries and parallel update can be written as a product of a scalar pair-factorized and a matrix-product state. This type…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
Self-consistent relativistic random-phase approximation (RPA) in the radial coordinate representation is established by using the finite amplitude method (FAM). Taking the isoscalar giant monopole resonance in spherical nuclei as example,…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
We study the steady state of the two-species Asymmetric Simple Exclusion Process (ASEP) with open boundary conditions. The matrix product method works for the determination of the stationary probability distribution. Several physical…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of…
Using the matrix product ansatz, we obtain solutions of the steady-state distribution of the two-species open one-dimensional zero range process. Our solution is based on a conventionally employed constraint on the hop rates, which…
The asymmetric simple exclusion process (ASEP) is an important model from statistical physics describing particles that hop randomly from one site to the next along an ordered lattice of sites, but only if the next site is empty. ASEP has…
We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…
We study statistics of the gaps in Random Average Process (RAP) on a ring with particles hopping symmetrically, except one tracer particle which could be driven. These particles hop either to the left or to the right by a random fraction…
We introduce a new mean-field ODE and corresponding interacting particle systems (IPS) for sampling from an unnormalized target density. The IPS are gradient-free, available in closed form, and only require the ability to sample from a…
We study a variety of stochastic contact processes -- directly related to models of rumor and disease spreading -- from the viewpoint of their constants of motion, either exact or approximated. Much as in deterministic systems, constants of…
For a quantum system, a density matrix rho that is not pure can arise, via averaging, from a distribution mu of its wave function, a normalized vector belonging to its Hilbert space H. While rho itself does not determine a unique mu,…
A multi-species generalization of the asymmetric simple exclusion process (ASEP) is studied in ordered sequential and sub-lattice parallel updating schemes. In this model particles hop with their own specific probabilities to their…
Using the matrix product formalism we formulate a natural p-species generalization of the asymmetric simple exclusion process. In this model particles hop with their own specific rate and fast particles can overtake slow ones with a rate…
We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…
We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…