相关论文: Temperley-Lieb Stochastic Processes
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…
Filtration of real gases described by Peng-Robinson equations of state in 3-dimensional space is studied. Thermodynamic states are considered as either Legendrian submanifolds in contact space, or Lagrangian submanifolds in symplectic…
We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…
The hamiltonian of the $N$-state superintegrable chiral Potts (SICP) model is written in terms of a coupled algebra defined by $N-1$ types of Temperley-Lieb generators. This generalises a previous result for $N=3$ obtained by J. F. Fjelstad…
We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…
The opportunity of occurrence of entropy oscillations around of a stationary state in linear and nonlinear processes is theoretically shown. The new mechanism of global tendencies appearance is described.
The stationary states of boundary driven zero-range processes in random media with quenched disorder are examined, and the motion of a tagged particle is analyzed. For symmetric transition rates, also known as the random barrier model, the…
We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
During the past dozen years there have been numerous articles on a relation between entropy and probability which is non-additive and has a parameter $q$ that depends on the nature of the thermodynamic system under consideration. For $q=1$…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…
There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…
We study general stochastic birth and death processes including delay. We develop several approaches for the analytical treatment of these non-Markovian systems, valid, not only for constant delays, but also for stochastic delays with…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
The periodic Temperley-Lieb category consists of connectivity diagrams drawn on a ring with $N$ and $N'$ nodes on the outer and inner boundary, respectively. We consider families of modules, namely sequences of modules $\mathsf{M}(N)$ over…
Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
In this paper we study the representation theory of the algebras generated by the single bond transfer matrices in dilute lattice models. This representation theory is related to a tensor product of monoidal categories. This construction is…
The appearance of numbers enumerating alternating sign matrices in stationary states of certain stochastic processes is reviewed. New conjectures concerning nest distribution functions are presented as well as a bijection between certain…