Related papers: Temperley-Lieb Stochastic Processes
Multivariate $\operatorname {COGARCH}(1,1)$ processes are introduced as a continuous-time models for multidimensional heteroskedastic observations. Our model is driven by a single multivariate L\'{e}vy process and the latent time-varying…
Quantum theory predicts probabilities as well as relative phases between different alternatives of the system. A unified description of both probabilities and phases comes through a generalisation of the notion of a density matrix for…
We propose a general classification of nonequilibrium steady states in terms of their stationary probability distribution and the associated probability currents. The stationary probabilities can be represented graph-theoretically as…
In this paper a hithertho unknown symmetry of the three-state chiral Potts model is found consisting of two coupled Temperley-Lieb algebras. From these we can construct new superintegrable models. One realisation is in terms of a staggered…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
I review some numerical ways to determine the parameters of systems close to a first order phase transition point: energy and specific heat of the coexisting phases and interface tension. Numerical examples are given for the 2-d $q$ states…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
The thermodynamics of the $q$-state Potts model with arbitrary $q$ on a class of hierarchical lattices is considered. Contrary to the case of the crystal lattices, it has always the second-order phase transitions. The analytical expressions…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
By the topological argument that the identity matrix is surrounded by a set of separable states follows the result that if a system is entangled at thermal equilibrium for some temperature, then it presents a phase transition (PT) where…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
We begin by defining Temperley-Lieb algebra, in two different ways: as a presented algebra or as a diagrammatic algebra. Next, we look for a basis algorithmically, using rewriting theory. Finally, we introduce a generalization of the…
Recent work on loglinear models in probabilistic constraint logic programming is applied to first-order probabilistic reasoning. Probabilities are defined directly on the proofs of atomic formulae, and by marginalisation on the atomic…
Recent results concerning the topological properties of random geometrical sets have been successfully applied to the study of the morphology of clusters in percolation theory. This approach provides an alternative way of inspecting the…
By detailed Molecular Dynamics and Monte Carlo simulations %of a realistic model we show that granular materials at rest can be described as thermodynamics systems. First we show that granular packs can be characterized by few parameters,…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
Plasmas and other systems with long-range interactions are commonly found in non-equilibrium steady states that are outside traditional Boltzmann-Gibbs statistics, but can be described using generalized statistical mechanics frameworks such…