相关论文: Temperley-Lieb Stochastic Processes

We associate with the Grassmann algebra a topological algebra of distributions, which allows the study of processes analogous to the corresponding free stochastic processes with stationary increments, as well as their derivatives.

In a recent paper hep-lat/9704020 we investigated Potts models on ``thin'' random graphs -- generic Feynman diagrams, using the idea that such models may be expressed as the N --> 1 limit of a matrix model. The models displayed first order…

We review some of the properties of higher-dimensional superstatistical stochastic models. As an example, we analyse the stochastic properties of a superstatistical model of 3-dimensional Lagrangian turbulence, and compare with experimental…

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

We discuss a stochastic interacting particles' system connected to dyadic models of turbulence, defining suitable classes of solutions and proving their existence and uniqueness. We investigate the regularity of a particular family of…

We exploit qualitative probabilistic relationships among variables for computing bounds of conditional probability distributions of interest in Bayesian networks. Using the signs of qualitative relationships, we can implement abstraction…

We focus our attention on dynamical processes characterized by an entropic index Q<1. According to the probabilistic arguments of Tsallis and Bukman [C.Tsallis, D.J. Bukman, Phys. Rev. E 54,R2197 (1996)] these processes are subdiffusional…

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

The Boltzmann-Gibbs probability distribution, seen as a statistical model, belongs to the exponential family. Recently, the latter concept has been generalized. The q-exponential family has been shown to be relevant for the statistical…

In the context of the ring Q[x,y], of polynomials in 2n variables x=x1,...,x_n and y=y1,...,yn, we introduce the notion of diagonally quasi-symmetric polynomials. These, also called "diagonal Temperley-Lieb invariants", make possible the…

Decision procedures aggregating the preferences of multiple agents can produce cycles and hence outcomes which have been described heuristically as `chaotic'. We make this description precise by constructing an explicit dynamical system…

We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…

The one-dimensional partially asymmetric simple exclusion process with open boundaries is considered. The stationary state, which is known to be constructed in a matrix product form, is studied by applying the theory of q-orthogonal…

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…

In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second probability density…

Our aim in this paper is to trace some of the surprising and beautiful connections which are beginning to emerge between a number of apparently disparate topics: Knot Theory, Categorical Quantum Mechanics, and Logic and Computation. We…

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…