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

Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…

Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…

In this paper, we study a discrete-time analogue of a Hawkes process, modelled as a Poisson autoregressive process whose parameters depend on the past of the trajectory. The model is characterized to allow these parameters to take negative…

We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…

Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…

This work investigates the probability that the delay and the peak-age of information exceed a desired threshold in a point-to-point communication system with short information packets. The packets are generated according to a stationary…

We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…

Theoretical considerations of Bell-inequality experiments usually assume identically prepared and independent pairs of particles. Here we consider pairs that exhibit both intra- and inter-pair entanglement. The pairs are taken from a large…

This paper presents a wp-style calculus for obtaining bounds on the expected run-time of probabilistic programs. Its application includes determining the (possibly infinite) expected termination time of a probabilistic program and proving…

This paper is an experimental exploration of the relationship between the runtimes of Turing machines and the length of proofs in formal axiomatic systems. We compare the number of halting Turing machines of a given size to the number of…

We study the asymptotic tail behaviour of the first-passage time over a moving boundary for asymptotically $\alpha$-stable L\'evy processes with $\alpha<1$. Our main result states that if the left tail of the L\'evy measure is regularly…

Two nested classes of discrete-time linear time-invariant systems, which differ by the set of periodic signals that they leave invariant, are studied. The first class preserves the property of periodic monotonicity (period-wise…

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Convergence is proved for solutions of Dirichlet problems in regions with many small excluded sets (holes), as the holes become smaller and more numerous. The problem is formulated in the context of Markov processes associated with general…

Correlations for the Bell gedankenexperiment are constructed using probabilities given by quantum mechanics, and nonlocal information. They satisfy Bell's inequality and exhibit spatial non stationarity in angle. Correlations for three…

For integers $n\geq r$, we treat the $r$th largest of a sample of size $n$ as an $\mathbb{R}^\infty$-valued stochastic process in $r$ which we denote $\mathbf{M}^{(r)}$. We show that the sequence regarded in this way satisfies the Markov…

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the…

The stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process analogously to the initial conditions for the differential equations. As a general rule, in…

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…