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We design exact polynomial expansions of a class of Feynman--Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related combinatorial quantities. The accuracy of the expansions at any…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
We give a de Finetti type representation for exchangeable random coalescent trees (formally described as semi-ultrametrics) in terms of sampling iid sequences from marked metric measure spaces. We apply this representation to define…
This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…
Using local detailed balance we rewrite the Kirchhoff formula for stationary distribution of Markov jump processes in terms of a physically interpretable tree-ensemble. We use that arborification of path-space integration to derive a…
The equations of time-dependent density functional theory are derived, via the expression for the quantum weak value, from ring polymer quantum theory using a symmetry between time and imaginary time. The imaginary time path integral…
These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution…
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral properties of the Feynman-Kacsemigroup. We generalize for this non…
The varying-coefficient model is a strong tool for the modelling of interactions in generalized regression. It is easy to apply if both the variables that are modified as well as the effect modifiers are known. However, in general one has a…
Phylogenetic trees capture evolutionary relationships among species and reflect the forces that shaped them. While many studies rely on branch length information, the topology of phylogenetic trees (particularly their degree of imbalance)…
The paper considers quantum electrodynamics (QED) and weak interaction of elementary particles in the lower orders of the perturbation theory using nonlocal Hamiltonian in the Foldy-Wouthuysen (FW) representation. Feynman rules in the FW…
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…
Aging, the process of growing old or maturing, is one of the most widely seen natural phenomena in the world. For the stochastic processes, sometimes the influence of aging can not be ignored. For example, in this paper, by analyzing the…
The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…
We consider weighted generating functions of trees where the weights are products of functions of the sizes of the subtrees. This work begins with the observation that three different communities, largely independently, found substantially…
In this paper we start a systematic study of quantum field theory on random trees. Using precise probability estimates on their Galton-Watson branches and a multiscale analysis, we establish the general power counting of averaged Feynman…
The goal of these lectures is to review some mathematical aspects of random tree models used in evolutionary biology to model gene trees or species trees. We start with stochastic models of tree shapes (finite trees without edge lengths),…
We study probability distributions over free algebras of trees. Probability distributions can be seen as particular (formal power) tree series [Berstel et al 82, Esik et al 03], i.e. mappings from trees to a semiring K . A widely studied…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
We propose a new formalism for quantum field theory which is neither based on functional integrals, nor on Feynman graphs, but on marked trees. This formalism is constructive, i.e. it computes correlation functions through convergent rather…