Related papers: Quasi-invariance and reversibility in the Fleming-…
We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…
We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…
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…
We study the distribution of the unobserved states of two measure-valued diffusions of Fleming-Viot and Dawson-Watanabe type, conditional on observations from the underlying populations collected at past, present and future times. If seen…
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…
The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasing function of the jump times of a standard Poisson process.…
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…
We study Koopman and quasi-regular representations corresponding to the action of arbitrary weakly branch group G on the boundary of a rooted tree T. One of the main results is that in the case of a quasi-invariant Bernoulli measure on the…
This paper considers the family of invariant measures of Markovian mean-field interacting particle systems on a countably infinite state space and studies its large deviation asymptotics. The Freidlin-Wentzell quasipotential is the usual…
We consider a quasi-variational inequality governed by a moving set. We employ the assumption that the movement of the set has a small Lipschitz constant. Under this requirement, we show that the quasi-variational inequality has a unique…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
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…
This article studies the finite sample behaviour of a number of estimators for the integrated power volatility process of a Brownian semistationary process in the non semi-martingale setting. We establish three consistent feasible…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
We show the existence of non-trivial quasi-stationary measures for conservative attractive particle systems on $\ZZ^d$ conditioned on avoiding an increasing local set $\A$. Moreover, we exhibit a sequence of measures $\{\nu_n\}$, whose…
Rate coefficients can fluctuate in statically and dynamically disordered kinetics. Here we relate the rate coefficient for an irreversibly decaying population to the Fisher information. From this relationship we define kinetic versions of…
We consider an integer-valued time series $Y=(Y_t)_{t\in\Z}$ where the models after a time $k^*$ is Poisson autoregressive with the conditional mean that depends on a parameter $\theta^*\in\Theta\subset\R^d$. The structure of the process…
A one-dimensional dynamical system with a marginal quasiperiodic gradient is presented as a mathematical extension of a nonuniform oscillator. The system exhibits a nonchaotic stagnant motion, which is reminiscent of intermittent chaos. In…
We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely…