Related papers: Occupation time distributions for the telegraph pr…
We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…
The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
We consider sparse digraphs generated by the configuration model with given in-degree and out-degree sequences. We establish that with high probability the cover time is linear up to a poly-logarithmic correction. For a large class of…
We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
We discuss the temporal distribution of dynamic processes in driven polymer transport inherent to flexible chains due to stochastic tension propagation. The stochasticity originates from the disordered initial configuration of an…
As an inverse problem, we recover the topology of the effective spacetime that a system lies in, in an operational way. This means that from a series of experiments we get a set of points corresponding to events. This continues the previous…
We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
Viewing stochastic processes through the lens of occupation measures has proved to be a powerful angle of attack for the theoretical and computational analysis of stochastic optimal control problems. We present a simple modification of the…
The time which a diffusing particle spends in a certain region of space is known as the occupation time, or the residence time. Recently the joint occupation time statistics of an ensemble of non-interacting particles was addressed using…
We prove functional, distributional limit theorems for the occupation times of pointwise dual ergodic transformations at "tied-down" times immediately after "excursions". The limiting processes are tied down Mittag-Leffler processes and the…
We consider continuous time random interlacements on $\mathbb{Z}^d$, $d \ge 3$, and characterize the distribution of the corresponding stationary random field of occupation times. When d = 3, we relate this random field to the…
Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$ penalization methods. However, current methods assume that the data are independent and…
Transmission line failures in power systems propagate non-locally, making the control of the resulting outages extremely difficult. In this work, we establish a mathematical theory that characterizes the patterns of line failure propagation…
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
The scaling laws of the achievable communication rates and the corresponding upper bounds of distributed reception in the presence of an interfering signal are investigated. The scheme includes one transmitter communicating to a remote…
A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate…