Related papers: Probability Distribution Function for the Euclidea…
We present a conception of the slow diffusion processes in the Euclidean spaces $\Bbb R^m, \; m\ge 1$, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow…
We consider a gas of point particles moving on the one-dimensional line with a hard-core inter-particle interaction that prevents particle crossings --- this is usually referred to as single-file motion. The individual particle dynamics can…
We study the statistics of the relative separation between two fluid particles in a spatially smooth and temporally random flow. The Lagrangian strain is modelled by a telegraph noise, which is a stationary random Markov process that can…
We give a closed analytical formula for expected distance to the power $a$ between two identical general random processes, when $a$ is an even positive number. As an application to sensor network we prove that the optimal transportation…
Motivated by stability questions on piecewise deterministic Markov models of bacterial chemotaxis, we study the long time behavior of a variant of the classic telegraph process having a non-constant jump rate that induces a drift towards…
Consider the following broadcasting process run on a connected graph $G=(V,E)$. Suppose that $k \ge 2$ agents start on vertices selected from $V$ uniformly and independently at random. One of the agents has a message that she wants to…
Properties of two equations describing the evolution of the probability density function (PDF) of the relative dispersion in turbulent flow are compared by investigating their solutions: the Richardson diffusion equation with the drift term…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional…
We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift toward the origin. We compute their invariant laws and obtain, via probabilistic…
The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…
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 provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
We consider a version of continuum long-range percolation on finite boxes of $\mathbb{R}^d$ in which the vertex set is given by the points of a Poisson point process and each pair of two vertices at distance $r$ is connected with…
Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabilities of complex extreme events. In this paper we broaden them…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…
Results from Direct Numerical Simulations of particle relative dispersion in three dimensional homogeneous and isotropic turbulence at Reynolds number $Re_\lambda \sim 300$ are presented. We study point-like passive tracers and heavy…
In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared…
We prove a $pre$-$asymptotic$ bound on the total variation distance between the uniform distribution over two types of undirected graphs with $n$ nodes. One distribution places a prescribed number of $k_T$ triangles and $k_S$ edges not…