Results 1 to 10 of about 7,204 (15)

Pfaffian Stochastic Dynamics of Strict Partitions [PDF]

open access: yes, 2011
We study a family of continuous time Markov jump processes on strict partitions (partitions with distinct parts) preserving the distributions introduced by Borodin (1997) in connection with projective representations of the infinite symmetric group.
Petrov, Leonid
core   +1 more source

Eynard-Mehta theorem, Schur process, and their pfaffian analogs [PDF]

open access: yes, 2005
We give simple linear algebraic proofs of Eynard-Mehta theorem, Okounkov-Reshetikhin formula for the correlation kernel of the Schur process, and Pfaffian analogs of these results.
A. Borodin   +16 more
core   +3 more sources

The q-PushASEP: A New Integrable Model for Traffic in 1+1 Dimension [PDF]

open access: yes, 2015
We introduce a new interacting (stochastic) particle system q-PushASEP which interpolates between the q-TASEP introduced by Borodin and Corwin (see arXiv:1111.4408, and also arXiv:1207.5035; arXiv:1305.2972; arXiv:1212.6716) and the q-PushTASEP ...
Corwin, Ivan, Petrov, Leonid
core   +2 more sources

Correction. Error estimates for binomial approximations of game options

open access: yes, 2007
Correction for Error estimates for binomial approximations of game options [math.PR/0607123]Comment: Published at http://dx.doi.org/10.1214/105051606000000808 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of ...
Kifer, Yuri
core   +1 more source

Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes''

open access: yes, 2007
Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' [math.PR/0407059]Comment: Published at http://dx.doi.org/10.1214/105051606000000574 in the Annals of Applied Probability (http://www ...
Ney, P. E., Vidyashankar, Anand N.
core   +1 more source

Inhomogeneous exponential jump model

open access: yes, 2017
We introduce and study the inhomogeneous exponential jump model - an integrable stochastic interacting particle system on the continuous half line evolving in continuous time.
Borodin, Alexei, Petrov, Leonid
core   +1 more source

Monte Carlo Tests of SLE Predictions for the 2D Self-Avoiding Walk

open access: yes, 2001
The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with $\kappa=8/3$ leads to explicit predictions about the SAW.
A. D. Sokal   +8 more
core   +1 more source

Random Strict Partitions and Determinantal Point Processes

open access: yes, 2010
In this note we present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice {1,2,...} or on the open half-line (0,+\infty).
Petrov, Leonid
core   +1 more source

A Guide to Stochastic Loewner Evolution and its Applications

open access: yes, 2004
This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded Schramm.
Kager, Wouter, Nienhuis, Bernard
core   +1 more source

Monte Carlo study of the hull distribution for the q=1 Brauer model

open access: yes, 2006
We study a special case of the Brauer model in which every path of the model has weight q=1. The model has been studied before as a solvable lattice model and can be viewed as a Lorentz lattice gas.
Ahlfors L V   +18 more
core   +3 more sources

Home - About - Disclaimer - Privacy