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We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

We describe a new phenomenon in models of coalescence and fragmentation, that of gel-shatter cycles. These are dynamical, unforced, stochastic cycles in which slow, approximately deterministic coalescence up to and beyond gelation is…

Dynamical Systems · Mathematics 2021-05-26 Brennen T. Fagan , Niall J. MacKay , Dmitri O. Pushkin , A. Jamie Wood

Conditions for positive and polynomial recurrence have been proposed for a class of reliability models of two elements with transitions from working state to failure and back. As a consequence, uniqueness of stationary distribution of the…

Probability · Mathematics 2020-05-29 Alexander Veretennikov

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

Statistical Mechanics · Physics 2015-05-14 Tommaso Biancalani , Duccio Fanelli , Francesca Di Patti

We study reversible polymerization of rings. In this stochastic process, two monomers bond and as a consequence, two disjoint rings may merge into a compound ring, or, a single ring may split into two fragment rings. This…

Statistical Mechanics · Physics 2011-06-03 E. Ben-Naim , P. L. Krapivsky

We study the plactic algebra and its action on bosonic particle configurations in the classical case. These particle configurations together with the action of the plactic generators can be identified with crystals of the quantum analogue…

Representation Theory · Mathematics 2019-01-04 Joanna Meinel

We consider stochastic equations for the class of formal mappings. Existence and uniqueness of solution, as well as evolution property are proved.

funct-an · Mathematics 2008-02-03 I. Ya. Spectorsky

Topological phases of matter possess intricate correlation patterns typically probed by entanglement entropies or entanglement spectra. In this work, we propose an alternative approach to assessing topologically induced edge states in free…

Strongly Correlated Electrons · Physics 2016-04-06 Konstantinos Meichanetzidis , Jens Eisert , Mauro Cirio , Ville Lahtinen , Jiannis K. Pachos

The dynamical rules in auxiliary stochastic process that generates the biased ensemble of rare events are non-local. For the systems with one type of particle, it is shown that there are special cases for which the generators of effective…

Statistical Mechanics · Physics 2019-06-28 Mohammad Ghadermazi

A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for…

Probability · Mathematics 2019-08-02 Petr Čoupek , Tyrone E. Duncan , Bozenna Pasik-Duncan

Inferring graph structure from observations on the nodes is an important and popular network science task. Departing from the more common inference of a single graph and motivated by social and biological networks, we study the problem of…

Machine Learning · Statistics 2020-10-19 Madeline Navarro , Yuhao Wang , Antonio G. Marques , Caroline Uhler , Santiago Segarra

We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of…

Algebraic Geometry · Mathematics 2014-07-28 Renaud Gauthier

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

It is shown that a graph parameter can be realized as the number of homomorphisms into a fixed (weighted) graph if and only if it satisfies two linear algebraic conditions: reflection positivity and exponential rank-connectivity. In terms…

Combinatorics · Mathematics 2007-05-23 M. Freedman , L. Lovasz , A. Schrijver

Stochastic blockmodels allow us to represent networks in terms of a latent community structure, often yielding intuitions about the underlying social structure. Typically, this structure is inferred based only on a binary network…

Social and Information Networks · Computer Science 2019-04-04 Guy W. Cole , Sinead A. Williamson

An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…

Probability · Mathematics 2013-03-15 Kenneth L. Kuttler , Ji Li

Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…

Quantum Physics · Physics 2009-10-31 Alberto Barchielli , Giancarlo Lupieri

A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…

Probability · Mathematics 2025-12-02 Javier de Lucas , Marcin Zając

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

Statistical Mechanics · Physics 2007-05-23 Fabrizio Lillo , Salvatore Micciche' , Rosario N. Mantegna