相关论文: Association and other forms of positive dependence…
Open systems acquire time-dependent coupling constants through interaction with an external field or environment. We generalize the Lewis-Riesenfeld invariant theorem to open system of quantum fields after second quantization. The…
We discuss a Markov jump process regarded as a variant of the CIR (Cox-Ingersoll-Ross) model and its infinite-dimensional extension. These models belong to a class of measure-valued branching processes with immigration, whose jump…
Entropy plays a key role in statistical physics of complex systems, which in general exhibit diverse aspects of emergence on different scales. However, it still remains not fully resolved how entropy varies with the coarse-graining level…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…
In this paper, time-dependent dynamical systems given by sequences of maps are studied. For systems built from expanding C^2-maps on a compact Riemannian manifold M with uniform bounds on expansion factors and derivatives, we provide…
In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the…
We introduce two models for multi-type random trees motivated by studies of trait dependence in the evolution of species. Our discrete time model, the multi-type ERM tree, is a generalization of Markov propagation models on a random tree…
We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…
We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a…
This paper develops a new class of conditional Markov jump processes with regime switching and paths dependence. The key novel feature of the developed process lies on its ability to switch the transition rate as it moves from one state to…
Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…
We propose a novel modeling framework for time-evolving networks allowing for long-term dependence in network features that update in continuous time. Dynamic network growth is functionally parameterized via the conditional intensity of a…
The free energy principle (FEP) states that any dynamical system can be interpreted as performing Bayesian inference upon its surrounding environment. In this work, we examine in depth the assumptions required to derive the FEP in the…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…
L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…
Recent works have shown that the $L_1$ and $L_\infty$-gains are natural performance criteria for linear positive systems as they can be characterized using linear programs. Those performance measures have also been extended to linear…