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Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…
We study what remains detectable about one-sided Poisson cluster processes after cluster orientation is erased. We construct matched reversible cluster nulls preserving intensity and the full Bartlett spectrum, showing that second-order…
Covariance representations are developed for the uniform distributions on the Euclidean spheres in terms of spherical gradients and Hessians. They are applied to derive a number of Sobolev type inequalities and to recover and refine the…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
We study the motion of neutral and charged spinning bodies in curved space-time in the test-particle limit. We construct equations of motion using a closed covariant Poisson-Dirac bracket formulation which allows for different choices of…
The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various…
The pseudo-fermion representation for $S=1/2$ quantum spins introduces unphysical states in the Hilbert space which can be projected out using the Popov-Fedotov trick. However, state-of-the-art implementation of the functional…
Pseudo-variograms appear naturally in the context of multivariate Brown-Resnick processes, and are a useful tool for analysis and prediction of multivariate random fields. We give a necessary and sufficient criterion for a matrix-valued…
In nanoscale space and pico- to nanoseconds enormous physical, chemical and biological processes take place, while the motions of involved particles/molecules under thermal fluctuations are usually analyzed using the conventional theory of…
We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…
Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…
We consider quantum spin chains with a hidden free fermionic structure, distinct from the Jordan-Wigner transformation and its generalizations. We express selected local operators with the hidden fermions. This way we can exactly solve the…
Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in discrete-time settings where a key notion is the bisimulation metric which quantifies "how…
We consider a natural analogue of Brownian motion on free orthogonal quantum groups and prove that it exhibits a cutoff at time $N\ln(N)$. Then, we study the induced classical process on the real line and compute its atoms and density. This…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
Binary particle coagulation can be modelled as the repeated random process of the combination of two particles to form a third. The kinetics can be represented by population rate equations based on a mean field assumption, according to…
We derive the pseudoscalar condensate induced by anomaly and vorticity from the Wigner function for massive fermions in homogeneous electromagnetic fields. It has an anomaly term and a force-vorticity coupling term. As a mass effect, the…
We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…
We consider the parabolic Anderson problem with random potentials having inverse-square singularities around the points of a standard Poisson point process in $\mathbb{R}^d$, $d \geq 3$. The potentials we consider are obtained via…
We study nonparametric clustering of smooth random curves on the basis of the L2 gradient flow associated to a pseudo-density functional and we show that the clustering is well-defined both at the population and at the sample level. We…