Related papers: The Correlation Function of Multiple Dependent Poi…
In double parton interactions, the two hard proceses are correlated via double parton densities. We examine the double Drell-Yan process and the impact of such correlations on the differential cross section. In particular correlations…
We systematically study pairwise counter-monotonicity, an extremal notion of negative dependence. A stochastic representation and an invariance property are established for this dependence structure. We show that pairwise…
We model the dynamics of a processive or rotary molecular motor using a renewal processes, in line with the work initiated by Svoboda, Mitra and Block. We apply a functional technique to compute different types of multiple-time correlation…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
Consider the coupling of $2$ evolution equations, each generating a global process. We prove that the resulting system generates a new global process. This statement can be applied to differential equations of various kinds. In particular,…
A Value-at-Risk based model is proposed to compute the adequate equity capital necessary to cover potential losses due to operational risks, such as human and system process failures, in banking organizations. Exploring the analogy to a…
Consider a system of N components in which traffic arrives as separate but correlated nonhomogenous Poisson streams to each node rather than passing into the system at one entry point. A method is given to construct such systems…
The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with…
In this note, we present a novel connection between a multi-type (vector) multiplicative coalescent process and a multi-type branching process with Poisson offspring distributions. More specifically, we show that the equations that govern…
We investigate the effect of correlated disorder on the localization transition undergone by a renewal sequence with loop exponent $\alpha$ > 0, when the correlated sequence is given by another independent renewal set with loop exponent…
We investigate pair correlations in trapped fermion and boson gases as a means to probe the quantum states producing the density fluctuations. We point out that "opposite sign correlations" (meaning pair correlations that are positive for…
Correlation effects of an electron gas in an external potential are derived using an Effective Action functional method. Corrections beyond the random phase approximation (RPA) are naturally incorporated by this method. The Effective Action…
We propose a novel scheme to generate polarization entanglement from spatially-correlated photon pairs. We experimentally realized a scheme by means of a spatial correlation effect in a spontaneous parametric down-conversion and a modified…
We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…
We introduce a special class of pairwise-independent self-joinings for a stationary process: Those for which one coordinate is a continuous function of the two others. We investigate which properties on the process the existence of such a…
Spivey found a recurrence relation for the Bell numbers by using combinatorial method. The aim of this paper is to derive Spivey's type recurrence relations for the degenerate Bell polynomials and the degenerate Dowling polynomials by using…
Correlation-function expressions are derived for the coherent nonlinear response of molecules to three resonant ultrafast pulses in the x-ray regime. The ability to create two-core-hole states with controlled attosecond timing in…
Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time $t$. We give an analytical derivation of the two-time…
Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…
We consider the two-point correlation function of the photodissociation cross section in molecules where the fragmentation process is indirect, passing through resonances above the dissociation threshold. In the limit of overlapping…