Related papers: Poisson processes for subsystems of finite type in…
We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
We introduce the notion of combinatorial encoding of continuous dynamical systems and suggest the first examples, which are the most interesting and important, namely, the combinatorial encoding of a Bernoulli process with continuous state…
The group of affine transformations with rational coefficients acts naturally on the real line, but also on the $p$-adic fields. The aim of this note is to show that, for random walks whose laws have a finite first moment, all these actions…
We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic…
In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
The Vlasov-Poisson system for ions is a kinetic equation for dilute, unmagnetised plasma. It describes the evolution of the ions in a plasma under the assumption that the electrons are thermalized. Consequently, the Poisson coupling for the…
Many integrable stochastic particle systems in one space dimension (such as TASEP - totally asymmetric simple exclusion process - and its various deformations, with a notable exception of ASEP) remain integrable when we equip each particle…
The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…
We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…
We prove consistency of four different approaches to formalizing the idea of minimum average edge-length in a path linking some infinite subset of points of a Poisson process. The approaches are (i) shortest path from origin through some…
We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…
We use Stein's method to provide non asymptotic $L^1$ bounds to the normal for functionals of associated point processes. As for supporting tools, we use the connection between association and $\alpha$-mixing properties that was recently…
In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…
Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given…
In a previous Letter (J. Phys. A v.47 (2014) 212003) we have presented numerical evidence that a Hamiltonian expressed in terms of the generators of the periodic Temperley-Lieb algebra has, in the finite-size scaling limit, a spectrum given…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…