相关论文: The leftmost column of ordered Chinese Restaurant …
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
In this paper, we introduce a denoising diffusion algorithm to discover microstructures with nonlinear fine-tuned properties. Denoising diffusion probabilistic models are generative models that use diffusion-based dynamics to gradually…
We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…
The Generalized Chinese Restaurant Process (GCRP) describes a sequence of exchangeable random partitions of the numbers $\{1,\dots,n\}$. This process is related to the Ewens sampling model in Genetics and to Bayesian nonparametric methods…
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of…
We calculate the contribution from the $q \bar q g$ state production to the diffractive cross sections in deep inelastic scattering at high energy. The obtained cross section is finite by itself, and consists a part of the full…
Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…
The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…
A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…
By resorting to sequential constructions of exchangeable random partitions (Pitman, 2006), and exploiting some known facts about generalized Stirling numbers, we derive a generalized Chinese restaurant process construction of exchangeable…
The trend to equilibrium for reaction-diffusion systems modelling chemical reaction networks is investigated, in the case when reaction processes happen on subsets of the domain. We prove the convergence to equilibrium by directly showing…
Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of…
We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
The paper addresses the problem of defining families of ordered sequences $\{x_i\}_{i\in N}$ of elements of a compact subset $X$ of $R^d$ whose prefixes $X_n=\{x_i\}_{i=1}^{n}$, for all orders $n$, have good space-filling properties as…
We consider the diffusion process and its approximation by Markov chain with nonlinear increasing trends. The usual parametrix method is not appliable because these models have unbounded trends. We describe a procedure that allows to…
The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…