Related papers: K-processes, scaling limit and aging for the REM-l…
We provide explicit conditions, in terms of the transition kernel of its driving particle, for a Markov branching process to admit a scaling limit toward a self-similar growth-fragmentation with negative index. We also derive a scaling…
A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
We present molecular dynamics simulations of a model glass-forming liquid (the binary Kob-Anderson Lennard-Jones model) and consider the distributions of inherent energies and metabasins during aging. In addition to the typical protocol of…
This work studies remote state estimation of multiple linear time-invariant systems over shared wireless time-varying communication channels. We model the channel states by a semi-Markov process which captures both the random holding period…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
The relaxational modes and aging of the Glauber dynamics of the mean-field spin-glass model, SK model, are studied by a numerical diagonalization technique and Monte Carlo simulations. We found that the aging process of the model is…
In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…
Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…
Using the age-structure formalism, we definitely establish connections between semi-Markov processes and the dynamics of open quantum systems that satisfy the Markov quantum master equations. A generalized Feynman-Kac formula of the…
Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…
We survey the recent mathematical results about aging in certain simple disordered models. We start by the Bouchaud trap model. We then survey the results obtained for simple models of spin-glass dynamics, like the REM (the Random Energy…
Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
Markov State Modeling has recently emerged as a key technique for analyzing rare events in thermal equilibrium molecular simulations and finding metastable states. Here we export this technique to the study of friction, where strongly…
We consider an exploration algorithm where at each step, a random number of items become active while related items get explored. Given an initial number of items $N$ growing to infinity and building on a strong homogeneity assumption, we…
A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…
In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…