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7 papers · 2 filters
Phenotypic diversity and population growth in fluctuating environment: a MBPRE approach
Clément Dombry, Christian Mazza, Vincent Bansaye
Organisms adapt to fluctuating environments by regulating their dynamics, and by adjusting their phenotypes to environmental changes. We model population growth using multitype bra…
Sampling the Fermi statistics and other conditional product measures
Alexandre Gaudilliere, Julien Reygner
Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting p…
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
Florent Benaych-Georges, Raj Rao Nadakuditi
We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and app…
Rectangular R-transform as the limit of rectangular spherical integrals
Florent Benaych-Georges
In this paper, we connect rectangular free probability theory and spherical integrals. In this way, we prove the analogue, for rectangular or square non-Hermitian matrices, of a re…
Approximation of quasi-stationary distributions for 1-dimensional killed diffusions with unbounded drifts
Denis Villemonais
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to g…
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs
Arash Fahim, Nizar Touzi, Xavier Warin
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and f…