Related papers: Probability of stochastic processes and spacetime …
Rao and Teh (2013) introduced an efficient MCMC algorithm for sampling from the posterior distribution of a hidden Markov jump process. The algorithm is based on the idea of sampling virtual jumps. In the present paper we show that the…
There exists a well-known hook-length formula for calculating the dimensions of 2D Young diagrams. Unfortunately, the analogous formula for 3D case is unknown. We introduce an approach for calculating the estimations of dimensions of…
We develop a non-empirical scheme to search for the minimum-energy escape paths from the minima of the potential surface to unknown saddle points nearby. A stochastic algorithm is constructed to move the walkers up the surface through the…
A birth-death-move process with mutations is a Markov model for a system of marked particles in interaction, that move over time, with births and deaths. In addition the mark of each particle may also change, which constitutes a mutation.…
There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…
A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…
Consider that the coordinates of $N$ points are randomly generated along the edges of a $d$-dimensional hypercube (random point problem). The probability that an arbitrary point is the $m$th nearest neighbor to its own $n$th nearest…
In this article, we derive a Stratonovich and Skorohod type change of variables formula for a multidimensional Gaussian process with low H\"older regularity (typically lower than 1/4). To this aim, we combine tools from rough paths theory…
The phase-space description of bosonic quantum systems has numerous applications in such fields as quantum optics, trapped ultracold atoms, and transport phenomena. Extension of this description to the case of fermionic systems leads to…
The theta process is a stochastic process of number theoretical origin arising as a scaling limit of quadratic Weyl sums. It can be described in terms of the geodesic flow and an automorphic function on a homogeneous space. This process has…
Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. Identifying…
We present a classical probability model appropriate to the description of quantum randomness. This tool, that we have called stochastic gauge system, constitutes a contextual scheme in which the Kolmogorov probability space depends upon…
Monge-Kantorovich distances, otherwise known as Wasserstein distances, have received a growing attention in statistics and machine learning as a powerful discrepancy measure for probability distributions. In this paper, we focus on…
Imagine you walk in a plane. You move by making a step of a certain length per time interval in a chosen direction. Repeating this process by randomly sampling step length and turning angle defines a two-dimensional random walk in what we…
The outcomes of a series of measurements, made on a quantum system, form a sequence of random events which occur in a particular order. The system, together with a meter or meters, can be seen as following the paths of a stochastic network…
Markov chains have long been used for generating random variates from spatial point processes. Broadly speaking, these chains fall into two categories: Metropolis-Hastings type chains running in discrete time and spatial birth-death chains…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
We propose a new model for a measurement of a characteristic of a microscopic quantum state by a large system that selects stochastically the different eigenstates with appropriate quantum weights. Unlike previous works which formulate a…
We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…
Development of the contemporary theory of physical phenomena in the microcosm is considered to be a result of development of Einstein's ideas on a possibility of the event space modification and on a possibility of stochastic (Brownian)…