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We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
In the spirit of classic works of Wilson on the renormalization group and operator product expansion, a new framework for the study of the theory space of euclidean quantum field theories has been introduced. This formalism is particularly…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
Toda Conformal Field Theories (CFTs) form a family of 2d CFTs indexed by semisimple and complex Lie algebras. They are natural generalizations of the Liouville CFT in that they enjoy an enhanced level of symmetry encoded by W-algebras.…
The main result of this note is that the shift of the parameter by 1 in the parameter space of decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group corresponds to the taking of the reduced Palm…
We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…
The transfer matrix and matrix multiplication ansatz, when applied to nonequilibrium steady states in asymmetric exclusion processed and traffic models, has given many exact results for phase diagrams, bulk densities and fluxes, as well as…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…
The asymptotic study of the conjugacy classes of a random element of the finite affine group leads one to define a probability measure on the set of all partitions of all positive integers. Four different probabilistic understandings of…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
A mathematically correct approach to study theories with infinite-dimensional groups of symmetries is presented. It is based on quasi-invariant measures on the groups. In this paper, the properties of the measure on the group of…
Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
Let $G$ be a finitely generated group equipped with a finite symmetric generating set and the associated word length function $|\cdot |$. We study the behavior of the probability of return for random walks driven by symmetric measures $\mu$…
We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…