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We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…

概率论 · 数学 2018-09-03 Sophie Lemaire

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

概率论 · 数学 2022-02-14 Phil. Pollett

In this paper we answer a question of Kaimanovich by characterizing (jointly) bi-harmonic functions on countable, discrete groups with respect to a symmetric, generating measure. We also study the peripheral Poisson boundary of $L(\G)$ with…

算子代数 · 数学 2023-07-24 Sayan Das

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

泛函分析 · 数学 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.

概率论 · 数学 2012-09-20 Behrang Forghani

Independently trained transformers compute the same function in residual-stream bases that differ by a uniform random rotation on $\mathrm{SO}(d_{\mathrm{model}})$. We call this phenomenon polymorphism: same function, mutually…

机器学习 · 计算机科学 2026-05-26 Jordan F. McCann

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

概率论 · 数学 2016-03-08 Giovanni Conforti

The partially asymmetric exclusion process (PASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of $n$ sites. It is partially…

组合数学 · 数学 2007-05-23 Sylvie Corteel , Lauren K. Williams

A labelled Markov process (LMP) consists of a measurable space $S$ together with an indexed family of Markov kernels from $S$ to itself. This structure has been used to model probabilistic computations in Computer Science, and one of the…

概率论 · 数学 2023-06-22 Jan Pachl , Pedro Sánchez Terraf

The perturbed GUE corners ensemble is the joint distribution of eigenvalues of all principal submatrices of a matrix $G+\mathrm{diag}(\mathbf{a})$, where $G$ is the random matrix from the Gaussian Unitary Ensemble (GUE), and…

概率论 · 数学 2021-07-30 Leonid Petrov , Mikhail Tikhonov

In this paper we introduce the definition of marked permutations. We first present a bijection between Stirling permutations and marked permutations. We then present an involution on Stirling derangements. Furthermore, we present a…

组合数学 · 数学 2016-12-23 Guan-Huei Duh , Yen-chi Roger Lin , Shi-Mei Ma , Yeong-Nan Yeh

In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…

概率论 · 数学 2016-07-20 N. D. Macheras , S. M. Tzaninis

General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson point measure. The phase space of the Poisson point measure…

概率论 · 数学 2010-10-05 Alexey M. Kulik

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…

概率论 · 数学 2021-03-29 William Oçafrain

The Painlev\'e transcendents $P_{\rom{I}}$--$P_{\rom{V}}$ and their representations as isomonodromic deformation equations are derived as nonautonomous Hamiltonian systems from the classical $R$--matrix Poisson bracket structure on the dual…

高能物理 - 理论 · 物理学 2009-10-28 J. Harnad , M. Routhier

A marked metric measure space (mmm-space) is a triple (X,r,mu), where (X,r) is a complete and separable metric space and mu is a probability measure on XxI for some Polish space I of possible marks. We study the space of all (equivalence…

概率论 · 数学 2011-01-24 Andrej Depperschmidt , Andreas Greven , Peter Pfaffelhuber

In this paper, for $\alpha\in(0,\infty)\setminus\{1\}$, $p>0$ and positive semidefinite matrices $A$ and $B$, we consider the quasi-extension $\mathcal{M}_{\alpha,p}(A,B):=\mathcal{M}_\alpha(A^p,B^p)^{1/p}$ of several $\alpha$-weighted…

泛函分析 · 数学 2026-01-21 Fumio Hiai

We study qualitative properties of the set of recurrent points of finitely generated free semigroups of measurable maps. In the case of a single generator the classical Poincare recurrence theorem shows that these properties are closely…

动力系统 · 数学 2020-08-13 Michael Blank

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

概率论 · 数学 2026-04-02 Eustache Besançon , Laure Coutin , Laurent Decreusefond , Pascal Moyal

We define tensors, corresponding to cubic polynomials, which have the same exponent $\omega$ as the matrix multiplication tensor. In particular, we study the symmetrized matrix multiplication tensor $sM_n$ defined on an $n\times n$ matrix…