Related papers: Free stochastic measures via noncrossing partition…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
Measure-free discrete time stochastic processes in Riesz spaces were formulated and studied by Kuo, Labuschagne and Watson. Aspects relating martingales, stopping times, convergence of these processes as well as various decomposition were…
Covariant Lagrangian formulation for free bosonic massless fields of arbitrary mixed-symmetry type in (A)dS(d) space-time is presented. The analysis is based on the frame-like formulation of higher-spin field dynamics [1] with higher-spin…
A procedure of bosonization of Fermions in an arbitrary dimension is suggested. It is shown that a quadratic expression in the fermionic fields after rescaling time $t\to t/\lambda^2$ and performing the limit $\lambda\to0$ (stochastic…
The problems of the construction of the asymptotically distribution free goodness-of-fit tests for three models of stochastic processes are considered. The null hypothesis for all models is composite parametric. All tests are based on the…
Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…
Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…
Free initial data for general relativity on a pair of intersecting null hypersurfaces are well known, but the lack of a Poisson bracket and concerns about caustics have stymied the development of a constraint free canonical theory. Here it…
We implement a well-established concept to consider dispersion effects within a Poisson-Boltzmann approach of continuum solvation of proteins. The theoretical framework is particularly suited for boundary element methods. Free parameters…
The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first. Motivated by recent work on barycentric maps on spaces of…
We investigate details of the chaotic dynamics of dual-unitary quantum circuits by evaluating all $2k$-point out-of-time-ordered correlators. For the generic class of circuits, by writing the correlators as contractions of a class of…
We consider the number of linear extensions of an N-free order P. We give upper and lower bounds on this number in terms of parameters of the corresponding arc diagram. We propose a dynamic programming algorithm to calculate the number. The…
In this study, we estimate parameters in stochastic oscillatory systems by developing a novel cost function. This function incorporates power spectral density, analytic signal, and position crossings, each weighted to capture distinct…
We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion…
Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…