Related papers: Random Locations, Ordered Random Sets and Stationa…
We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. We first show that…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
Stochastic orders on point processes are partial orders which capture notions like being larger or more variable. Laplace functional ordering of point processes is a useful stochastic order for comparing spatial deployments of wireless…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
Suppose that $m$ drivers each choose a preferred parking space in a linear car park with $n$ spots. In order, each driver goes to their chosen spot and parks there if possible, and otherwise takes the next available spot if it exists. If…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We consider the concept of rank as a measure of the vertical levels and positions of elements of partially ordered sets (posets). We are motivated by the need for algorithmic measures on large, real-world hierarchically-structured data…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
The goal of the article is to develop the approach of substationarity to spatial point processes (SPPs). Substationarity is a new concept, which has never been studied in the literature. It means that the distribution of SPPs can only be…
The location of the unique supremum of a stationary process on an interval does not need to be uniformly distributed over that interval. We describe all possible distributions of the supremum location for a broad class of such stationary…
For nonlinear functions f of a random vector Y, E[f(Y)] and f(E[Y]) usually differ. Consequently the mathematical expectation of Y is not intrinsic: when we change coordinate systems, it is not invariant.This article is about a fundamental…
We present a systematic study on a class of nonlocal integral functionals for functions defined on a bounded domain and the naturally induced function spaces. The function spaces are equipped with a seminorm depending on finite differences…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…
We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…
In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the…
We investigate iterated function systems (IFS) that randomly alternate between two non-identical one-dimensional maps. Our primary focus is on finite invariant sets exhibiting ``toss-and-catch'' dynamics, in which trajectories alternate…
We solve an adaptive search model where a random walker or L\'evy flight stochastically resets to previously visited sites on a $d$-dimensional lattice containing one trapping site. Due to reinforcement, a phase transition occurs when the…
An algorithm is in-place, or runs in-situ, when it does not need any additional memory to execute beyond a small constant amount. There are many algorithms that are efficient because of this feature, therefore it is an important aspect of…