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In this paper, we study the asymptotic behaviour of the product tail probability $ \mathbb{P}(\xi_1\cdots\xi_N \geqslant n), $ where $\{\xi_1,\ldots,\xi_N\}$ is a finite collection of independent Poisson random variables with positive…

Probability · Mathematics 2026-04-06 Džiugas Chvoinikov , Jonas Šiaulys

Existing methods to summarize posterior inference for mixture models focus on identifying a point estimate of the implied random partition for clustering, with density estimation as a secondary goal (Wade and Ghahramani, 2018; Dahl et al.,…

Methodology · Statistics 2025-05-09 Khai Nguyen , Peter Mueller

We demonstrate exciting similarities between classical and quantum many body systems whose microscopic dynamics are composed of non-reciprocal three-site facilitated exclusion processes. We show that the quantum analogue of the classical…

Statistical Mechanics · Physics 2023-02-28 Amit Kumar Chatterjee , Adhip Agarwala

We have shown that the partition function of the Asymmetric Simple Exclusion Process with open boundaries in a sublattice-parallel updating scheme is equal to that of a two-dimensional one-transit walk model defined on a diagonally rotated…

Statistical Mechanics · Physics 2011-03-17 Vahid Fayaz , Farhad H. Jafarpour , Seyedeh Raziyeh Masharian , Somayeh Zeraati

We analyze pivot probabilities in Gaussian elimination with partial pivoting (GEPP) for $2 \times 2$ random matrix ensembles. For GUE matrices, we resolve a previously reported discrepancy between theoretical predictions and empirical…

Probability · Mathematics 2025-07-02 Kenji Gunawan , John Peca-Medlin

We derive the KPZ equation as a continuum limit of height functions in asymmetric simple exclusion processes with drift that depends on the local particle configuration. To our knowledge, it is a first such result for a class of particle…

Probability · Mathematics 2024-12-11 Kevin Yang

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Probability · Mathematics 2014-09-24 Aihua Xia , J. E. Yukich

We continue the study of the nonrelativistic short-distance completions of a naturally light Higgs, focusing on the interplay between the gauge symmetries and the polynomial shift symmetries. We investigate the naturalness of…

High Energy Physics - Theory · Physics 2019-08-08 Laure Berthier , Kevin T. Grosvenor , Ziqi Yan

We prove tail triviality of determinantal point processes $ \mu $ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this,…

Probability · Mathematics 2018-02-06 Hirofumi Osada , Shota Osada

Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…

Numerical Analysis · Mathematics 2007-05-23 Hartmut Monien

High-probability guarantees in stochastic optimization are often obtained only under strong noise assumptions such as sub-Gaussian tails. We show that such guarantees can also be achieved under the weaker assumption of bounded variance by…

Optimization and Control · Mathematics 2025-12-23 Jiaming Liang

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…

Methodology · Statistics 2017-10-24 Fangzheng Xie , Yanxun Xu

Gaussian boson sampling (GBS) allows for a way to demonstrate quantum supremacy with the relatively modest experimental resources of squeezed light sources, linear optics, and photon detection. In a realistic experimental setting, numerous…

Quantum Physics · Physics 2022-03-09 Junheng Shi , Tim Byrnes

In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…

Computation · Statistics 2012-07-17 Shiwei Lan , Babak Shahbaba

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…

Machine Learning · Statistics 2019-06-03 Martin Jankowiak , Jacob Gardner

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…

Artificial Intelligence · Computer Science 2012-06-18 Tal El-Hay , Nir Friedman , Raz Kupferman

We study the asymptotic distribution of the output of a stable Linear Time-Invariant (LTI) system driven by a non-Gaussian stochastic input. Motivated by longstanding heuristics in the stochastic describing function method, we rigorously…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Yashaswini Murthy , Bassam Bamieh , R. Srikant

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

Probability · Mathematics 2015-06-17 Patricia Gonçalves , Milton Jara

We consider the one dimensional totally asymmetric simple exclusion process with initial product distribution with densities $0 \leq \rho_0 < \rho_1 <...< \rho_n \leq 1$ in $(-\infty,c_1\ve^{-1})$, $[c_1\ve^{-1},c_2\epsilon^{-1}),...,[c_n…

Probability · Mathematics 2011-11-10 Pablo A. Ferrari , L. Renato G. Fontes , M. Eulalia Vares

We investigate properties of non-translation-invariant measures, describing particle systems on $\bbz$, which are asymptotic to different translation invariant measures on the left and on the right. Often the structure of the transition…

Condensed Matter · Physics 2009-10-31 B. Derrida , S. Goldstein , J. L. Lebowitz , E. R. Speer