相关论文: Bridges with random length: Gamma case

The Melan beam equation modeling suspension bridges is considered. A slightly modified equation is derived by applying variational principles and by minimising the total energy of the bridge. The equation is nonlinear and nonlocal, while…

We consider random walks X_n in Z+, obeying a detailed balance condition, with a weak drift towards the origin when X_n tends to infinity. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional…

A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…

Let G be a vertex transitive graph. A study of the range of simple random walk on G and of its bridge is proposed. While it is expected that on a graph of polynomial growth the sizes of the range of the unrestricted random walk and of its…

The purpose of this work is threefold: (i) extend shadowing theory for discontinuous and non-invertible systems, (ii) consider more general classes of perturbations (for example, small only on average), (iii) establish a general theory…

In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient estimates for bridge semigroups and couplings, comparison…

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

We present a new kind of structural Markov property for probabilistic laws on decomposable graphs, which allows the explicit control of interactions between cliques, so is capable of encoding some interesting structure. We prove the…

Bridge functions, the missing link in the exact description of strong correlations, are indirectly extracted from specially designed molecular dynamics simulations of classical one-component plasma liquids and accurately parameterized.…

We prove that the critical percolation parameter for Finitary Random Interlacements (FRI) is continuous with respect to the path length parameter $T$. The proof uses a result which is interesting on its own right; equality of natural…

Flow and bridge matching are a novel class of processes which encompass diffusion models. One of the main aspect of their increased flexibility is that these models can interpolate between arbitrary data distributions i.e. they generalize…

Given a Markovian Brownian martingale $Z$, we build a process $X$ which is a martingale in its own filtration and satisfies $X_1 = Z_1$. We call $X$ a dynamic bridge, because its terminal value $Z_1$ is not known in advance. We compute…

The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…

Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of…

In this paper we prove an analogue of the Koml\'os-Major-Tusn\'ady (KMT) embedding theorem for random walk bridges. The random bridges we consider are constructed through random walks with i.i.d jumps that are conditioned on the locations…

Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…

We construct a bounded degree graph $G$, such that a simple random walk on it is transient but the random walk path (i.e., the subgraph of all the edges the random walk has crossed) has only finitely many cutpoints, almost surely. We also…

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…

Let $X$ be a Markov process taking values in $\mathbf{E}$ with continuous paths and transition function $(P_{s,t})$. Given a measure $\mu$ on $(\mathbf{E}, \mathscr{E})$, a Markov bridge starting at $(s,\varepsilon_x)$ and ending at…

The classical Schrodinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and…