Related papers: Occupation time distributions for the telegraph pr…
Let S(1) be the segment [-1,1], and define the segments S(n) recursively in the following manner: let S(n+1) be the intersection of S(n) and a(n+1) + S(1), where the point a(n+1) is chosen randomly on the segment S(n) with uniform…
In recent years, protocols that are based on the properties of random walks on graphs have found many applications in communication and information networks, such as wireless networks, peer-to-peer networks and the Web. For wireless…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
We consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the…
Real-time perturbation theory is formulated for complex scalar fields away from thermal equilibrium in such a way that dissipative effects arising from the absorptive parts of loop diagrams are approximately resummed into the unperturbed…
In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space $\mathbb{R}_{\geqslant0}^{m}\times\mathbb{R}^{n}$, where $m,\thinspace…
Occupancy processes are a broad class of discrete time Markov chains on $\{0,1\}^{n}$ encompassing models from diverse areas. This model is compared to a collection of $n$ independent Markov chains on $\{0,1\}$, which we call the…
We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
The transmission of electric signals on a coupled line with distributed RLC-parameters is considered as a propagation of a dissipative quasi particle. A calculation technique is developed, alternative to the one, accepted for lumped lines.…
A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…
Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes. The key role is played by these…
A simply structured distributed observer is described for estimating the state of a continuous-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to…
Focusing on a continuous-time quantum walk on $\mathbb{Z}=\left\{0,\pm 1,\pm 2,\ldots\right\}$, we analyze a probability distribution with which the quantum walker is observed at a position. The walker launches off at a localized state and…
We find explicit and optimal upper bounds for the expected occupation density for an It\^o-process when its drift and diffusion coefficients are unknown under boundedness and ellipticity conditions on the coefficients. This is related to…
We consider three global characteristic times for a one-dimensional Brownian motion $x(\tau)$ in the interval $\tau\in [0,t]$: the occupation time $t_{\rm o}$ denoting the cumulative time where $x(\tau)>0$, the time $t_{\rm m}$ at which the…
We study numerically the behavior of continuous-time quantum walks over networks which are topologically equivalent to square lattices. On short time scales, when placing the initial excitation at a corner of the network, we observe a fast,…
Some formal aspects of the Semantic Spacetime graph model are presented, with reference to its use for directed knowledge representations and process modelling. A finite $\gamma(3,4)$ representation is defined to form a closed set of…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
In this paper excursions of a stationary diffusion in stationary state are studied. In particular, we compute the joint distribution of the occupation times $I^{(+)}_t$ and $I^{(-)}_t$ above and below, respectively, the observed level at…