Related papers: Stochastic Models on a Ring and Quadratic Algebras…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…
In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…
In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…
We define the notion of "diffusion algebras". They are quadratic Poincare-Birkhoff-Witt (PBW) algebras which are useful in order to find exact expressions for the probability distributions of stationary states appearing in one-dimensional…
By generalizing the algebra of operators of the Asymmetric Simple Exclusion Process (ASEP), a multi-species ASEP in which particles can overtake each other,is defined on both open and closed one dimensional chains. On the ring the steady…
A quantitative model of concurrent interaction is introduced. The basic objects are linear combinations of partial order relations, acted upon by a group of permutations that represents potential non-determinism in synchronisation. This…
In the stochastic sandpile model on a graph, particles interact pairwise as follows: if two particles occupy the same vertex, they must each take an independent random walk step with some probability $0<p<1$ of not moving. These…
We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…
We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of…
We consider the asymmetric random average process which is a one-dimensional stochastic lattice model with nearest neighbour interaction but continuous and unbounded state variables. First, the explicit functional representations, so-called…
We study a stochastic model of a copolymerization process that has been extensively investigated in the physics literature. The main questions of interest include: (i) what are the criteria for transience, null recurrence, and positive…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
Many natural populations are well modelled through time-inhomogeneous stochastic processes. Such processes have been analysed in the physical sciences using a method based on Lie algebras, but this methodology is not widely used for models…
We introduce an integrable stochastic process associated with the $D_2$ quantum group, which can be decomposed into two symmetric simple exclusion processes. We establish the integrability of the model under three types of boundary…
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
We compare the so-called clock condition to the gradability of certain differential modules over quadratic monomial algebras. For a stably hereditary algebra or a gentle one-cycle algebra, these considerations show that the orbit category…
We deal with the general structure of (noncommutative) stochastic processes by using the standard techniques of Operator Algebras. Any stochastic process is associated to a state on a universal object, i.e. the free product $C^*$-algebra in…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…