Related papers: Limit laws for k-coverage of paths by a Markov-Poi…

Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…

For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution of an auxiliary Markov process. This could be of interest…

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

In linear optics, photons are scattered in a network through passive optical elements including beamsplitters and phase shifters, leading to many intriguing applications in physics, such as Mach-Zehnder interferometry, Hong-Ou-Mandel…

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…

Many physical observables can be represented as a particle spending some random time within a given domain. For a broad class of transport-dominated processes, we detail how it is possible to express the moments of the number of particle…

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

In the present paper the macroscopic limits of the kinetic model for inter-acting entities (individuals, organisms, cells) are studied. The kinetic model is one-dimensional and entities are characterized by their position and orientation…

We study extensions of the classic \emph{Line Cover} problem, which asks whether a set of $n$ points in the plane can be covered using $k$ lines. Line Cover is known to be NP-hard, and we focus on two natural generalizations. The first is…

We consider the following dynamic Boolean model introduced by van den Berg, Meester and White (1997). At time 0, let the nodes of the graph be a Poisson point process in R^d with constant intensity and let each node move independently…

We discuss Pitman's representation of a Markov process, which serves as a discrete analog to the Bessel 3D process starting at time 0 from an arbitrary initial law. This representation involves maxima of lazy simple random walks and an…

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…

We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…

We investigate models in which blocking can interrupt a particulate flow process at any time. Filtration, and flow in micro/nano-channels and traffic flow are examples of such processes. We first consider concurrent flow models where…

An important application of wireless sensor networks is the deployment of mobile sensors to periodically monitor (cover) a set of points of interest (PoIs). The problem of Point Sweep Coverage is to deploy fewest sensors to periodically…

In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time $t$ as $t$ converges…

This paper gives a simple proof of a limit theorem for the lenght of the largest interval straddling a fixed number of i.i.d. points uniformly disributed on a unit interval. The key step in our argument is a classical theorem of Watson…

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…