相关论文: Non-intersecting squared Bessel paths with one pos…

We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…

A one dimensional diffusion process $X=\{X_t, 0\leq t \leq T\}$, with drift $b(x)$ and diffusion coefficient $\sigma(\theta, x)=\sqrt{\theta} \sigma(x)$ known up to $\theta>0$, is supposed to switch volatility regime at some point $t^*\in…

The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various…

We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures…

We present an algorithm that computes the girth of the intersection graph of $n$ given line segments in the plane in $O(n^{1.483})$ expected time. This is the first such algorithm with $O(n^{3/2-\varepsilon})$ running time for a positive…

A pair of linearly independent asymptotic solutions are constructed for the second-order linear difference equation {equation*} P_{n+1}(x)-(A_{n}x+B_{n})P_{n}(x)+P_{n-1}(x)=0, {equation*} where $A_n$ and $B_n$ have asymptotic expansions of…

We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In…

We consider the steady state behavior of observables in the Su-Schrieffer-Heeger model and in the one dimensional transverse field quantum Ising model after a sudden quantum quench of the parameter controlling the gap. In the thermodynamic…

Direct numerical evaluation of the real-time path integral has a well-known sign problem that makes convergence exponentially slow. One promising remedy is to use Picard-Lefschetz theory to flow the domain of the field variables into the…

Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…

Bootstrap percolation on a graph iteratively enlarges a set of occupied sites by adjoining points with at least $\theta$ occupied neighbors. The initially occupied set is random, given by a uniform product measure, and we say that spanning…

Spontaneous symmetry breaking is well understood through the classical "Mexican Hat" picture, which describes many quantum phases of matter. Recently, several new classes of quantum phases of matter, such as topological orders and symmetry…

We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage…

We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…

In the \textsc{Waypoint Routing Problem} one is given an undirected capacitated and weighted graph $G$, a source-destination pair $s,t\in V(G)$ and a set $W\subseteq V(G)$, of \emph{waypoints}. The task is to find a walk which starts at the…

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…

I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…

We consider the process of $n$ Brownian excursions conditioned to be nonintersecting. We show the distribution functions for the top curve and the bottom curve are equal to Fredholm determinants whose kernel we give explicitly. In the…

We consider the particle current in the asymmetric avalanche process on a ring. It is known to exhibit a transition from the intermittent to continuous flow at the critical density of particles. The exact expressions for the first two…