相关论文: An alternating moment condition for bi-freeness
The setting of this article is nonparametric algebraic statistics. We study moment varieties of conditionally independent mixture distributions on $\mathbb{R}^n$. These are the secant varieties of toric varieties that express independence…
We study the norm of the two-dimensional Brownian motion conditioned to stay outside the unit disk at all times. By conditioning the process is changed from barely recurrent to slightly transient. We obtain sharp results on the rate of…
In this work, we investigate the quantum Brownian motion of a point charge arising as a consequence of two fluctuating point-like boundaries. The study considers Dirichlet, Neumann, and mixed boundary conditions imposed on a real massless…
The nonequilibrium dynamical behaviour that arises when two ordered two-dimensional monolayers of particles are sheared over each other is studied in Brownian dynamics simulations. A curious sequence of nonequilibrium states is observed as…
A {\em maximal inequality} seeks to estimate $\mathbb{E}\max_i X_i$ in terms of properties of the $X_i$. When the latter are independent, the union bound (in its various guises) can yield tight upper bounds. If, however, the $X_i$ are…
We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines the asymptotically normality, from the one dimensional to the multidimensional setting. This approach…
We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…
We prove two equilibrium properties of a system of interacting atoms in three or higher dimensional continuous space. (i) If the particles interact via pair potentials of a nonnegative Fourier transform, their self-organization into…
Braverman, Mallows and Shepp (1995), showed that if the absolute moments of partial sums of i.i.d. symmetric variables are equal to those of normal variables, then the marginals have normal distribution. This fact suggested the conjecture…
We investigate operator-valued monotone independence, a noncommutative version of independence for conditional expectation. First we introduce operator-valued monotone cumulants to clarify the whole theory and show the moment-cumulant…
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…
We study centrality of morphisms in a setting derived from that of a pointed category in which binary products commute with coequalisers. The main results of this paper show that much of the behaviour of central morphisms for unital…
A notion of alternating timed automata is proposed. It is shown that such automata with only one clock have decidable emptiness problem over finite words. This gives a new class of timed languages which is closed under boolean operations…
We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian binomial tree models. The new binomial model…
Motivated by questions in inverse scattering theory, we develop free boundary methods in obstacle problems where both the solution and the right hand side of the equation may have varying sign. The key condition that prevents the appearance…
Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous…
We show that two interacting physical systems may admit entangled pure or non separable mixed states evolving in time as if the mutual interaction hamiltonian were absent. In this paper we define these states Interaction Free Evolving (IFE)…
The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences…