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Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…

Methodology · Statistics 2025-06-23 Alice Giampino , Bernardo Nipoti , Marina Vannucci , Michele Guindani

We consider an open quantum many-particle system in which there are dissipative processes. The evolution of this system is described by a kinetic equation for the density matrix. From the equation describing a random Markov process in this…

General Physics · Physics 2013-02-25 Boris Bondarev

Motivated by Alain-Sol Sznitman's interlacement process, we consider the set of $\{0,1\}$-valued processes which can be constructed in an analogous way, namely as a union of sets coming from a Poisson process on a collection of sets. Our…

Probability · Mathematics 2025-06-03 Malin P. Forsström , Nina Gantert , Jeffrey E. Steif

We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…

We investigate one of the simplest multi-species generalizations of the one dimensional exclusion process with reflective boundaries. The Markov matrix governing the dynamics of the system splits into blocks (sectors) specified by the…

Statistical Mechanics · Physics 2014-09-18 Chikashi Arita

We present a coherent approach to recurrence and transience, starting from a version of the Riesz decomposition theorem for superharmonic elements. Our approach allows straightforward proofs of some known results, entails new theorems, and…

Operator Algebras · Mathematics 2012-11-30 Andreas Gärtner , Burkhard Kümmerer

We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…

Combinatorics · Mathematics 2011-08-19 Alexei Borodin , Vadim Gorin

We consider a periodic extension of the classical Kingman non-linear model (Kingman, 1978) for the balance between selection and mutation in a large population. In the original model, the fitness distribution of the population is modeled by…

Probability · Mathematics 2024-05-24 Camille Coron , Olivier Hénard

By modeling the interaction of an open quantum system with its environment through a natural generalization of the classical concept of continuous time random walk, we derive and characterize a class of non-Markovian master equations whose…

Quantum Physics · Physics 2018-01-31 Adrián A. Budini

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Probability · Mathematics 2007-05-23 Alexander Gnedin

The nested Kingman coalescent describes the ancestral tree of a population undergoing neutral evolution at the level of individuals and at the level of species, simultaneously. We study the speed at which the number of lineages descends…

Probability · Mathematics 2018-03-28 Airam Blancas Benítez , Tim Rogers , Jason Schweinsberg , Arno Siri-Jégousse

Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual…

Nuclear Theory · Physics 2013-07-04 Kai Wen , Fumihiko Sakata , Zhu-Xia Li , Xi-Zhen Wu , Ying-Xun Zhang , Shan-Gui Zhou

Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…

Methodology · Statistics 2015-11-16 Sandra Fortini , Sonia Petrone

Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some…

Probability · Mathematics 2020-10-13 Galina Zverkina

The development of coalescent theory paved the way to statistical inference from population genetic data. In the genomic era, however, coalescent models are limited due to the complexity of the underlying ancestral recombination graph. The…

Populations and Evolution · Quantitative Biology 2021-06-30 Julien Y. Dutheil

The dynamics of tumour evolution are not well understood. In this paper we provide a statistical framework for evaluating the molecular variation observed in different parts of a colorectal tumour. A multi-sample version of the Ewens…

Populations and Evolution · Quantitative Biology 2010-04-26 A. D. Barbour , Simon Tavaré

We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…

Statistical Mechanics · Physics 2009-10-31 Brian R. La Cour , William C. Schieve

Ewens sampling formula (ESF) is a one-parameter family of probability distributions with a number of intriguing combinatorial connections. This elegant closed-form formula first arose in biology as the stationary probability distribution of…

Probability · Mathematics 2010-10-18 Paul A. Jenkins , Yun S. Song

Let $\Lambda$ be a finite measure on the unit interval. A $\Lambda$-Fleming-Viot process is a probability measure valued Markov process which is dual to a coalescent with multiple collisions ($\Lambda$-coalescent) in analogy to the duality…

Probability · Mathematics 2008-10-27 Matthias Birkner , Jochen Blath , Martin Moehle , Matthias Steinruecken , Johanna Tams

Genomes contain the mutational footprint of an organism's evolutionary history, shaped by diverse forces including ecological factors, selective pressures, and life history traits. The sequentially Markovian coalescent (SMC) is a versatile…

Populations and Evolution · Quantitative Biology 2025-06-03 David Peede , Trevor Cousins , Arun Durvasula , Anastasia Ignatieva , Toby G. L. Kovacs , Alba Nieto , Emily E. Puckett , Elizabeth T. Chevy
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