相关论文: Intrinsic Location Parameter of a Diffusion Proces…
Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…
Internal Diffusion Limited Aggregation is an interacting particle system that describes the growth of a random cluster governed by the boundary harmonic measure seen from an internal point. Our paper studies IDLA in $\mathbb{Z}^d$ driven by…
Random fields are useful mathematical objects in the characterization of non-deterministic complex systems. A fundamental issue in the evolution of dynamical systems is how intrinsic properties of such structures change in time. In this…
In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-\beta f(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such…
In this paper, we investigate Gaussian process regression models where inputs are subject to measurement error. In spatial statistics, input measurement errors occur when the geographical locations of observed data are not known exactly.…
The presence of a topologically non-trivial discrete invariants implies the existence of gapless modes in finite samples, but it does not necessarily imply their localization. The disappearance of the indirect energy gap in the bulk…
Most entropy measures depend on the spread of the probability distribution over the sample space $\mathcal{X}$, and the maximum entropy achievable scales proportionately with the sample space cardinality $|\mathcal{X}|$. For a finite…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
We consider the question of existence of a unique invariant probability distribution which satisfies some evolutionary property. The problem arises from the random graph theory but to answer it we treat it as a dynamical system in the…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…
Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…
Reflectional symmetry is ubiquitous in nature. While extrinsic reflectional symmetry can be easily parametrized and detected, intrinsic symmetry is much harder due to the high solution space. Previous works usually solve this problem by…
The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We investigate first-hitting location (FHL) statistics induced by drift-diffusion processes in domains with absorbing boundaries, and examine how such boundary laws give rise to intrinsic information observables. Rather than introducing…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…