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This article introduces the notion of Generalized Poisson-Kac (GPK) processes which generalize the class of "telegrapher's noise dynamics" introduced by Marc Kac in 1974, usingPoissonian stochastic perturbations. In GPK processes the…

Statistical Mechanics · Physics 2017-08-02 Massimiliano Giona , Antonio Brasiello , Silvestro Crescitelli

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

Probability · Mathematics 2020-06-16 Chinmoy Bhattacharjee , Ilya Molchanov

In the paper we consider the partial sum process $\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear processes with tapered filter…

Probability · Mathematics 2021-11-17 Vygantas Paulauskas

Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…

Analysis of PDEs · Mathematics 2024-04-02 D. A. Bignamini , S. Ferrari

We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…

Statistics Theory · Mathematics 2025-05-01 Fabienne Comte , Nicolas Marie

This article analyzes the formulation of space-time continuous hyperbolic hydrodynamic models for systems of interacting particles moving on a lattice, by connecting their local stochastic lattice dynamics to the formulation of an…

Statistical Mechanics · Physics 2018-06-11 Massimiliano Giona

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

Functional Analysis · Mathematics 2009-05-14 Marta Tyran-Kaminska

This paper is devoted to the homogenization (or upscaling) of a system of partial differential equations describing the non-ideal transport of a N-component electrolyte in a dilute Newtonian solvent through a rigid porous medium. Realistic…

Analysis of PDEs · Mathematics 2014-10-14 Gregoire Allaire , Robert Brizzi , Jean-Francois Dufreche , Andro Mikelic , Andrey Piatnitski

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W^g=\{W^g(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. We show that when $d=1$,…

Probability · Mathematics 2024-03-11 Jieliang Hong , Jie Xiong

We develop a unified stochastic framework in which a velocity- and helicity-reversing Poisson process gives rise to the Telegrapher's equation. Analytic continuation to the complex plane results in Dirac-like evolution equations for…

General Relativity and Quantum Cosmology · Physics 2025-08-15 Partha Nandi , Partha Ghose

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…

Mathematical Finance · Quantitative Finance 2014-06-03 Johan GB Beumee , Chris Cormack , Peyman Khorsand , Manish Patel

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…

Probability · Mathematics 2015-07-14 Joaquin Fontbona , Hélène Guérin , Florent Malrieu

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…

Statistical Mechanics · Physics 2020-02-24 Vincent Rossetto

The telegraph process $\{X(t), t>0\}$, is supposed to be observed at $n+1$ equidistant time points $t_i=i\Delta_n,i=0,1,..., n$. The unknown value of $\lambda$, the underlying rate of the Poisson process, is a parameter to be estimated. The…

Probability · Mathematics 2007-06-13 stefano m. iacus , nakahiro yoshida

Given a stationary first-order autoregressive process X_t (with lag-one correlation rho satisfying |rho|<1), we examine the Central Limit Theorem for (1/n)*ln |X_1...X_n| and compute variances to high precision. Given a nonstationary…

Dynamical Systems · Mathematics 2007-12-29 Steven R. Finch

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

We present an efficient and robust numerical model for simulation of electrokinetic phenomena in porous networks over a wide range of applications including energy conversion, desalination, and lab-on-a-chip systems. Coupling between fluid…

Fluid Dynamics · Physics 2016-10-04 Shima Alizadeh , Ali Mani

We observe stationary random tessellations $X=\{\Xi_n\}_{n\ge1}$ in $\mathbb{R}^d$ through a convex sampling window $W$ that expands unboundedly and we determine the total $(k-1)$-volume of those $(k-1)$-dimensional manifold processes which…

Probability · Mathematics 2007-09-14 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

Large-scale electrical and thermal currents in ordinary metals are well approximated by effective medium theory: global transport properties are governed by the solution to homogenized coupled diffusion equations. In some metals, including…

Analysis of PDEs · Mathematics 2021-02-03 Guillaume Bal , Andrew Lucas , Mitchell Luskin

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

Probability · Mathematics 2012-08-17 Peggy Cénac , Brigitte Chauvin , Samuel Herrmann , Pierre Vallois