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Related papers: Quasi-invariance and reversibility in the Fleming-…

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Let $\Sigma_{A}$ be a topologically mixing shift of finite type, let $\sigma:\Sigma_{A}\to\Sigma_{A}$ be the usual left-shift, and let $\mu$ be the Gibbs measure for a H\"{o}lder continuous potential that is not cohomologous to a constant.…

Dynamical Systems · Mathematics 2022-09-07 Demi Allen , Simon Baker , Balázs Bárány

We consider predictive inference using a class of temporally dependent Dirichlet processes driven by Fleming--Viot diffusions, which have a natural bearing in Bayesian nonparametrics and lend the resulting family of random probability…

Methodology · Statistics 2020-01-28 Filippo Ascolani , Antonio Lijoi , Matteo Ruggiero

The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…

Probability · Mathematics 2021-01-11 Paul Dupuis , Guo-Jhen Wu

Given a bounded domain $D \subset {\mathbb R}^n$ strictly starlike with respect to $0 \in D\,,$ we define a quasi-inversion w.r.t. the boundary $\partial D \,.$ We show that the quasi-inversion is bi-Lipschitz w.r.t. the chordal metric if…

Complex Variables · Mathematics 2015-12-17 David Kalaj , Matti Vuorinen , Gendi Wang

Fleming-Viot diffusions are widely used stochastic models for population dynamics which extend the celebrated Wright-Fisher diffusions. They describe the temporal evolution of the relative frequencies of the allelic types in an ideally…

Computation · Statistics 2026-01-07 Filippo Ascolani , Stefano Damato , Matteo Ruggiero

Controlling the state of motion of optically levitated nanoparticles is crucial for the advancement of precision sensing, fundamental tests of physics, and the development of hybrid classical-quantum technologies. Experimentally, such…

Consider a random permutation of $\{1, \ldots, \lfloor n^{t_2}\rfloor\}$ drawn according to the Ewens measure with parameter $t_1$ and let $K(n, t)$ denote the number of its cycles, where $t\equiv (t_1, t_2)\in\mathbb [0, 1]^2$. Next,…

Probability · Mathematics 2019-06-18 Helmut H. Pitters , Philip Weissmann

A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…

Dynamical Systems · Mathematics 2017-07-21 Jorge E. Cardona , Lev Kapitanski

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

Probability · Mathematics 2020-06-16 Chinmoy Bhattacharjee , Ilya Molchanov

We study quantitative recurrence to rare events in Countable Markov Shifts with recurrent potentials, focusing on return-time statistics to natural target sets for every point. In the positive recurrent case, return-time processes…

Dynamical Systems · Mathematics 2025-12-16 Dylan Bansard-Tresse

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Statistics Theory · Mathematics 2013-05-07 Romain Azaïs

In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi…

Probability · Mathematics 2018-10-17 Dustin Kremer , Hans-Peter Scheffler

We consider the Kelvin-Voigt model for the viscoelasticity, and prove a Carleman estimate for functions without compact supports. Then we apply the Carleman estimate to prove the Lipschitz stability in determining a spatial varying function…

Analysis of PDEs · Mathematics 2020-01-08 O. Y. Imanuvilov , M. Yamamoto

We analyze a quasi-static Biot system of poroelasticity for both compressible and incompressible constituents. The main feature of this model is a nonlinear coupling of pressure and dilation through the system's permeability tensor. Such a…

Analysis of PDEs · Mathematics 2021-03-23 Lorena Bociu , Justin T. Webster

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

Analysis of PDEs · Mathematics 2026-02-12 Noé Blassel , Tony Lelièvre , Gabriel Stoltz

The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…

Probability · Mathematics 2024-10-16 Robert C. Griffiths , Matteo Ruggiero , Dario Spanò , Youzhou Zhou

Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…

Statistical Mechanics · Physics 2026-03-10 Timur Aslyamov , Massimiliano Esposito

We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…

Probability · Mathematics 2025-06-09 Michael A. Klatt , Günter Last , Luca Lotz , D. Yogeshwaran

We study a directed polymer model in a random environment on infinite binary trees. The model is characterized by a phase transition depending on the inverse temperature. We concentrate on the asymptotics of the partition function in the…

Probability · Mathematics 2012-05-04 Tom Alberts , Marcel Ortgiese

Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of…

Signal Processing · Electrical Eng. & Systems 2021-01-20 Wenpo Yao , Jun Wang , Matjaz Perc , Wenli Yao , Jiafei Dai , Daqing Guo , Dezhong Yao