Related papers: Infinite systems of non-colliding generalized mean…
Spatially and temporally inhomogeneous evolution of one-dimensional vicious walkers with wall restriction is studied. We show that its continuum version is equivalent with a noncolliding system of stochastic processes called Brownian…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
The known Pfaffian structure of the boundary spin correlations, and more generally order-disorder correlation functions, is given a new explanation through simple topological considerations within the model's random current representation.…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion…
We study invariant measures for random countable (finite or infinite) conformal iterated function systems (IFS) with arbitrary overlaps. We do not assume any type of separation condition. We prove, under a mild assumption of finite entropy,…
Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to infinity. Our results extend the existing law of large numbers…
We consider a class of infinite-dimensional dynamical systems driven by non-linear parabolic partial differential equations with initial condition $\theta$ modelled by a Gaussian process `prior' probability measure. Given discrete samples…
Using infinite compositions, we solve the general equations $P(\lambda w) = p(w)f(P(w))$ for holomorphic functions $p$ and $f$. We describe the situations in which this equation is palpable; and their effectiveness at describing dynamical…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
This work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the…
We establish the existence theory of several commonly used finite element (FE) nonlinear fully discrete solutions, and the convergence theory of a linearized iteration. First, it is shown for standard FE, SUPG and edge-averaged method…
We study asymptotics of traces of (noncommutative) monomials formed by images of certain elements of the universal enveloping algebra of the infinite-dimensional unitary group in its Plancherel representations. We prove that they converge…
It has been proved by S.L.Ziglin, for a large class of 2-degree-of-freedom (d.o.f) Hamiltonian systems, that transverse intersections of the invariant manifolds of saddle fixed points imply infinite branching of solutions in the complex…
Using intermittent maps with infinite invariant measures, we investigate the universality of time-averaged observables under aging conditions. According to Aaronson-Darling-Kac theorem, in non-aged dynamical systems with infinite invariant…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…