Related papers: Limit laws for k-coverage of paths by a Markov-Poi…
Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…
Consider a stationary Poisson process in a $d$-dimensional hyperbolic space. For $R>0$ define the point process $\xi_R^{(k)}$ of exceedance heights over a suitable threshold of the hyperbolic volumes of $k$th nearest neighbour balls centred…
This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…
In this paper, we consider a one dimensional pursuit law with delay which is derived from traffic flow modelling. It takes the form of an infinite system of first order coupled delayed equations. Each equation describes the motion of a…
Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…
We consider random walks in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. The criterion involves the…
The radial probability measures on $R^p$ are in a one-to-one correspondence with probability measures on $[0,\infty[$ by taking images of measures w.r.t. the Euclidean norm mapping. For fixed $\nu\in M^1([0,\infty[)$ and each dimension p,…
In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…
I derive the pointwise conditional means and variances of an arbitrary Gauss-Markov process, given noisy observations of points on a sample path. These moments depend on the process's mean and covariance functions, and on the conditional…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
The use of coordinate processes for the modelling of impulse control for general Markov processes typically involves the construction of a probability measure on a countable product of copies of the path space. In addition, admissibility of…
We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…
The problem of constrained coverage path planning involves a robot trying to cover maximum area of an environment under some constraints that appear as obstacles in the map. Out of the several coverage path planning methods, we consider…
We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a…
Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that…
Let $B$ be a point robot moving in the plane, whose path is constrained to forward motions with curvature at most one, and let $P$ be a convex polygon with $n$ vertices. Given a starting configuration (a location and a direction of travel)…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…