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

A Poisson line process is a random set of straight lines contained in the plane, as the image of the map $(x,v)\mapsto (x+vt)_{t\in\mathbb{R}}$, for each point $(x,v)$ of a Poisson process in the space-velocity plane. By associating a step…

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…

We consider the following interacting particle system: There is a ``gas'' of particles, each of which performs a continuous time simple random walk on the d-dimensional lattice. These particles are called A-particles and move independently…

For a finite state Markov process and a finite collection $\{ \Gamma_k, k \in K \}$ of subsets of its state space, let $\tau_k$ be the first time the process visits the set $\Gamma_k$. We derive explicit/recursive formulas for the joint…

This article analyzes the formulation of space-time continuous hyperbolic hydrodynamic models for systems of interacting particles moving on a lattice, by connecting their local stochastic lattice dynamics to the formulation of an…

We consider random flights of point particles inside $n$-dimensional channels of the form $\mathbb{R}^{k} \times \mathbb{B}^{n-k}$, where $\mathbb{B}^{n-k}$ is a ball of radius $r$ in dimension $n-k$. The particle velocities immediately…

We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process $X_t$ is a linear Gaussian diffusion; and (b) the observations arise from a Poisson…

Consider a spherical Poisson Boolean model $Z$ in Euclidean $d$-space with $d \geq 2$, with Poisson intensity $t$ and radii distributed like $rY$ with $r \geq 0$ a scaling parameter and $Y$ a fixed nonnegative random variable with finite…

The cover time is defined as the time needed for a random walker to visit every site of a confined domain. Here, we focus on persistent random walks, which provide a minimal model of random walks with short range memory. We derive the exact…

Let be $(X_t, t\geq 0)$ be a L\'evy process which is the sum of a Brownian motion with drift and a compound Poisson process. We consider the first passage time $\tau_x$ at a fixed level $x>0$ by $(X_t, t\geq 0)$ and $K_x:= X_{\tau_x}-x$ the…

We introduce a novel approach for studying random k-coverage, using Morse theory for the k-nearest neighbor (k-NN) distance function. We prove a sharp phase transition for the number of critical points of the k-NN distance function, from…

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

In this paper, we consider a Cox point process driven by the Manhattan Poisson line process. We calculate the exact cumulative distribution function (CDF) of the path distance (L1 norm) between a randomly selected intersection and the…

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Filtration, flow in narrow channels and traffic flow are examples of processes subject to blocking when the channel conveying the particles becomes too crowded. If the blockage is temporary, which means that after a finite time the channel…

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

We introduce and study a class of abstract continuous action minimization problems that generalize continuous first and last passage percolation. In this class of models a limit shape exists. Our main result provides a framework under which…