Related papers: On Permanental Processes
Temporal point processes (TPP) are probabilistic generative models for continuous-time event sequences. Neural TPPs combine the fundamental ideas from point process literature with deep learning approaches, thus enabling construction of…
The phase transitions in Bose gases at constant volume and constant pressure are considered. New results for the chemical potential, the effective Landau-Ginzburg free energy and the equation of state of the Bose condensate in ideal Bose…
The local structure of $q$-Ornstein-Uhlenbeck processes and $q$-Brownian motions are investigated, for all $q\in(-1,1)$. These are the classical Markov processes corresponding to the noncommutative $q$-Gaussian processes. These processes…
In this note we extend the continuous dual Hahn process constructed by Corwin and Knizel on a finite time interval to the entire real line by taking a limit of a closely related Markov process. We also characterize this Markov processes by…
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
We investigate the real-time dynamics of open quantum spin-$1/2$ or hardcore boson systems on a spatial lattice, which are governed by a Markovian quantum master equation. We derive general conditions under which the hierarchy of…
We try to define the more general form of iterative processes in which the Pomeau-Manneville and the Feigenbaum scenario may occur along with their specific scaling properties. Doing this we need to generalize other basic concepts. Thus,…
The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…
In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
I develop a theory of classicality from quantum systems. This theory stems from the study of classical and quantum stationary stochastic processes. The stochastic processes are characterized by polyhedral (classical) and semidefinite…
Kernels of $\alpha$-permanental processes of the form \[ v(x,y)=u(x,y)+f(y),\qquad x,y\in S, \] in which $u(x,y)$ is symmetric, and $f$ is an excessive function for the Borel right process with potential densities $u(x,y)$, are considered.…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
We study condensation transitions in the steady state of a zero-range process with two species of particles. The steady state is exactly soluble -- it is given by a factorised form provided the dynamics satisfy certain constraints -- and we…