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There is a lack of point process models on linear networks. For an arbitrary linear network, we consider new models for a Cox process with an isotropic pair correlation function obtained in various ways by transforming an isotropic Gaussian…

We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…

We describe all countable particle systems on $\mathbb{R}$ which have the following three properties: independence, Gaussianity and stationarity. More precisely, we consider particles on the real line starting at the points of a Poisson…

We analyze the convergence to equilibrium in a family of Kac-like kinetic equations in multiple space dimensions. These equations describe the change of the velocity distribution in a spatially homogeneous gas due to binary collisions…

We report on a computational approach based on the self-consistent solution of the steady-state Boltzmann transport equation coupled with the Poisson equation for the study of inhomogeneous transport in deep submicron semiconductor…

We consider the Stokes phenomenon for the solutions of some partial differential equations with variable coefficients in two complex variables, where initial data are holomorphic. We use the theory of (moment) summability and the theory of…

Let X^{(k)}(t) = (X_1(t), ..., X_k(t)) denote a k-vector of i.i.d. random variables, each taking the values 1 or 0 with respective probabilities p and 1-p. As a process indexed by non-negative t, $X^{(k)}(t)$ is constructed--following…

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…

A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…

In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Let \{X_1, X_2, ...\} be a sequence of positive independent and identically distributed random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a mixed Poisson process independent of the X_i's. For t\geq 0, define…

Linear dynamical systems are fully characterized by their eigenspectra, accessible directly from the generator of the dynamics. For nonlinear systems governed by partial differential equations, no equivalent theory exists. We introduce Lie…

A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…

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…

An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

We prove phase transitions for continuum percolation in a Boolean model based on a Cox point process with nonstabilizing directing measure. The directing measure, which can be seen as a stationary random environment for the classical…

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…