Related papers: Time inhomogeneity in longest gap and longest run …

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

We apply a distance-based Bell-test analysis method [E. Knill et al., Phys. Rev. A. 91, 032105 (2015)] to three experimental data sets where conventional analyses failed or required additional assumptions. The first is produced from a new…

Motivated by monitoring the arrival of incoming adverse events such as customer support calls or crash reports from users exposed to an experimental product change, we consider sequential hypothesis testing of continuous-time inhomogeneous…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Neuroscientists have recently shown that images that are difficult to find in visual search elicit similar patterns of firing across a population of recorded neurons. The $L^{1}$ distance between firing rate vectors associated with two…

Let $\{D(s), s \geq 0 \}$ be a L\'evy subordinator, that is, a non-decreasing process with stationary and independent increments and suppose that $D(0) = 0$. We study the first-hitting time of the process $D$, namely, the process $E(t) =…

The difference between ideal experiments to test Bell's weak nonlocality and the real experiments leads to loopholes. Ideal experiments involve either inequalities (Bell) or equalities (Greenberger, Horne, Zeilinger). Every real experiment…

We treat success runs of independent identically distributed Bernoulli trials (with success parameter $p$) distributed according to the Type II binomial distribution of order $k$. However, the success runs are separated by a gap $g\ge1$ (a…

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Let $X$ be an integrable discrete random variable over $\{0, 1, 2, \ldots\}$ with $\mathbb{P}(X = i + 1) \leq \mathbb{P}(X = i)$ for all $i$. Then for any integer $a \geq 1$, $\mathbb{P}(X \leq a) \leq \mathbb{E}[X] / (2a - 1)$. Let $W$ be…

We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…

Gibbons and Korach studied a fundamental problem in 1997: given an observed sequence of reads and writes of a multi-threaded program, does there exist an interleaving which is sequentially consistent? Apart from applications in testing…

Bell's inequality sets a strict threshold for how strongly correlated the outcomes of measurements on two or more particles can be, if the outcomes of each measurement are independent of actions undertaken at arbitrarily distant locations.…

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Stochastic processes of interacting particles with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the…