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We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous time being stationary and Feller. We exhibit constructions,…

Applications · Statistics 2016-05-19 Michelle Anzarut , Ramses H. Mena

By analogue of [1,2] we define a cubic stochastic process and study evolution (dynamics) of a system $E$ which contains at least three elements.

Dynamical Systems · Mathematics 2010-03-15 B. Mamurov

We give a functional integral representation of the semigroup generated by the spin-boson Hamiltonian by making use of a Poisson point process and a Euclidean field. We present a method of constructing Gibbs path measures indexed by the…

Mathematical Physics · Physics 2014-04-08 Masao Hirokawa , Fumio Hiroshima , Jozsef Lorinczi

The Hubbard model is the simplest model of interacting fermions on a lattice and is of similar importance to correlated electron physics as the Ising model is to statistical mechanics or the fruit fly to biomedical science. Despite its…

Strongly Correlated Electrons · Physics 2022-07-18 Mingpu Qin , Thomas Schäfer , Sabine Andergassen , Philippe Corboz , Emanuel Gull

We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of…

Statistical Mechanics · Physics 2017-05-24 Oleg Alekseev , Mark Mineev-Weinstein

We study the time evolution of an integrable many-particle system, described by the $q$-boson Hamiltonian in the limit of strong interactions $q\to\infty$. It is shown that, for a particular class of pure initial states, the analytical…

Statistical Mechanics · Physics 2016-06-22 Balazs Pozsgay , Viktor Eisler

We explore how interactions can facilitate classical like dynamics in models with sequentially activated hopping. Specifically, we add local and short range interaction terms to the Hamiltonian, and ask for conditions ensuring the evolution…

Quantum Physics · Physics 2022-09-20 Matthew Wampler , Israel Klich

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Our main contribution in this article is the achievement of the turnpike property in its integral and exponential forms for parameter-dependent systems with averaged observations in the cost functional. Namely, under suitable assumptions…

Optimization and Control · Mathematics 2024-04-29 Martín Hernández , Martin Lazar , Sebastián Zamorano

The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…

Statistical Mechanics · Physics 2024-10-02 Julian Lee

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson

We show that space-time evolution of one-dimensional fermionic systems is described by nonlinear equations of soliton theory. We identify a space-time dependence of a matrix element of fermionic systems related to the {\it Orthogonality…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Eldad Bettelheim , Alexander G. Abanov , Paul Wiegmann

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

Machine Learning · Computer Science 2012-06-22 Changyou Chen , Nan Ding , Wray Buntine

We consider an individual based model of phenotypic evolution in hermaphroditic populations which includes random and assortative mating of individuals. By increasing the number of individuals to infinity we obtain a nonlinear transport…

Probability · Mathematics 2013-09-13 Ryszard Rudnicki , Paweł Zwoleński

We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the real phenomena…

Statistics Theory · Mathematics 2017-11-13 S. Dachian , N. Kordzakhia , Yu. A. Kutoyants , A. Novikov

We propose a hybrid dynamical system approach to model the evolution of a pathogen that experiences different selective pressures according to a stochastic process. In every environment, the evolution of the pathogen is described by a…

Classical Analysis and ODEs · Mathematics 2019-03-25 Jozsef Z. Farkas , Peter Hinow , Jan Engelstädter