Related papers: End-to-End Distribution Function
In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…
We extract the long-range gravitational potential between two scalar particles with arbitrary masses from the two-to-two elastic scattering amplitude at 2nd Post-Minkowskian order in arbitrary dimensions. In contrast to the four-dimensional…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
The main objective of this paper is a study of the asymptotic behavior of distributional solutions to the one-dimensional repulsive pressureless Euler-Poisson system. The system is a model for the dynamics of a mass distribution evolving on…
The presence of second-order smoothness for objective functions of optimization problems can provide valuable information about their stability properties and help us design efficient numerical algorithms for solving these problems. Such…
This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…
We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…
In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…
We develop the general formalism for the study of neutrino propagation in presence of stochastic media. This formalism allows the systematic derivation of evolution equations for averaged quantities as survival probabilities and higher…
This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only…
Trickle-down is a phenomenon in high-dimensional expanders with many important applications -- for example, it is a key ingredient in various constructions of high-dimensional expanders or the proof of rapid mixing for the basis exchange…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
We study particle transport in a class of open channels of finite length, made of identical cells of connected open polygonal billiards with parallel boundaries. In these systems the Mean Square Displacement (MSD) grows in time faster than…
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow property. We show that this property is necessary for ergodicity of any chain of stochastic…
We present two novel approaches for the computation of the exact distribution of a pattern in a long sequence. Both approaches take into account the sparse structure of the problem and are two-part algorithms. The first approach relies on a…
Colloidal patchy particles with divalent attractive interaction can self-assemble into linear polymer chains. Their equilibrium properties in 2D and 3D are well described by Wertheim's thermodynamic perturbation theory which predicts a…
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…