Related papers: Occupation time distributions for the telegraph pr…
We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…
In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…
In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…
We investigate the ergodic properties of Brownian motion in heterogeneous media through the statistics of occupation times. Using the Feynman-Kac formalism, we derive analytical expressions for the distributions, moments, and ergodicity…
We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and $H>0$. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin…
This study of occupation time densities for continuous-time Markov processes was inspired by the work of E.Nir et al (2006) in the field of Single Molecule FRET spectroscopy. There, a single molecule fluctuates between two or more states,…
We establish a conditional limit theorem for occupation times of infinite ergodic transformations under a tied-down condition, that is, the condition that the orbit returns to a reference set with finite measure at the final observation…
We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…
Action convergence provides a limit theory for linear bounded operators $A_n:L^{\infty}(\Omega_n)\longrightarrow L^1(\Omega_n)$ where $\Omega_n$ are potentially different probability spaces. This notion of convergence emerged in graph…
Spectrum sensing is a fundamental operation in cognitive radio environment. It gives information about spectrum availability by scanning the bands. Usually a fixed amount of time is given to scan individual bands. Most of the times,…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time…
In this paper, we consider a network of rate proportional processor sharing servers in which sessions with long-tailed duration arrive as Poisson processes. In particular, we assume that a session of type $n$ transmits at a rate $r_n$ bits…
We obtain results on the limiting distribution of the six-length of a random functional graph, also called a functional digraph or random mapping, with given in-degree sequence. The six-length of a vertex $v\in V$ is defined from the…
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…
We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…
The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these…
An open problem of interest, first infused into the applied probability community in the work of Bingham and Doney in 1988, (see \cite{Bingham}) is stated as follows: find the distribution of the quadrant occupation time of planar Brownian…