相关论文: Number of visits in arbitrary sets for $\phi$-mixi…
The mixer chain on a graph G is the following Markov chain. Place tiles on the vertices of G, each tile labeled by its corresponding vertex. A "mixer" moves randomly on the graph, at each step either moving to a randomly chosen neighbor, or…
We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…
New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a…
We study the kinetics of ballistic annihilation for a one-dimensional ideal gas with continuous velocity distribution. A dynamical scaling theory for the long time behavior of the system is derived. Its validity is supported by extensive…
A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
We consider a disordered spin model with multi-spin interactions undergoing a glass transition. We introduce a dynamic and a static length scales and compute them in the Kac limit (long--but--finite range interactions). They diverge at the…
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on…
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…
In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…
In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…
We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov distance between the law of the maximum of i.i.d. random…
Using Chen-Stein method in combination with size-biased couplings, we obtain the multivariate Poisson approximation in terms of the Wasserstein distance. As applications, we study the multivariate Poisson approximation of the distribution…
Diffusive search for a static target is a common problem in statistical physics with numerous applications in chemistry and biology. We look at this problem from a different perspective and investigate the statistics of encounters between…
We consider the approximation of the stationary distribution of the finite inclusion process with the Poisson-Dirichlet distribution. Using Stein's method, we derive an explicit bound for the approximation error, which is of order 1/N in…
We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…