Related papers: Exchangeable Fragmentation-Coalescence processes a…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
Quantifying how distinguishable two stochastic processes are lies at the heart of many fields, such as machine learning and quantitative finance. While several measures have been proposed for this task, none have universal applicability and…
Growth-fragmentation processes describe systems of particles in which each particle may grow larger or smaller, and divide into smaller ones as time proceeds. Unlike previous studies, which have focused mainly on the self-similar case, we…
We introduce a general Bayesian framework for graph matching grounded in a new theory of exchangeable random permutations. Leveraging the cycle representation of permutations and the literature on exchangeable random partitions, we define,…
We study Markov processes with values in the space of general two-dimensional arrays whose distribution is exchangeable. The results of this paper are inspired by the theory of exchangeable dynamical random graphs developed by H. Crane…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
We construct a new equilibrium dynamics of infinite particle systems in a Riemannian manifold $X$. This dynamics is an analog of the Kawasaki dynamics of lattice spin systems. The Kawasaki dynamics now is a process where interacting…
Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and…
We consider a Moran model with recombination in a haploid population of size $N$. At each birth event, with probability $1-\rho_N R$ the offspring copies one parent's chromosome, and with probability $\rho_N R$ she inherits a chromosome…
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
We prove that a wide class of models of Markov neighbor-dependent substitution processes on the integer line is solvable. This class contains some models of nucleotide substitutions recently introduced and studied empirically by molecular…
An individual-based model of an infinite system of point particles in $\mathbb{R}^d$ is proposed and studied. In this model, each particle at random produces a finite number of new particles and disappears afterwards. The phase space for…
Analogues of stepping--stone models are considered where the site--space is continuous, the migration process is a general Markov process, and the type--space is infinite. Such processes were defined in previous work of the second author by…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
Based on direct numerical simulations with point-like inertial particles, with Stokes numbers, $\textrm{St}=0, 0.5$, $3$, and $6$, transported by homogeneous and isotropic turbulent flows, we present in this letter for the first time…
In his 1985 survey of notions of exchangeability, Aldous introduced a form of exchangeability corresponding to the symmetries of the infinite discrete cube, and asked whether these exchangeable probability measures enjoy a representation…
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…