Related papers: Non-homogeneous space-time fractional Poisson proc…

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Local pseudopotential (LPP) is an important component of the orbital free density functional theory (OF-DFT), which is a promising large scale simulation method that can still maintain information of electron state in materials. Up to date,…

The aim of this paper is the analysis of the fractional Poisson process where the state probabilities $p_k^{\nu_k}(t)$, $t\ge 0$, are governed by time-fractional equations of order $0<\nu_k\leq 1$ depending on the number $k$ of events…

Poisson non-negative matrix factorization (NMF) is a widely used method to find interpretable "parts-based" decompositions of count data. While many variants of Poisson NMF exist, existing methods assume that the "parts" in the…

The limiting extremal processes of the branching Brownian motion (BBM), the two-speed BBM, and the branching random walk are known to be randomly shifted decorated Poisson point processes (SDPPP). In the proofs of those results, the Laplace…

We consider a space-inhomogeneous Kolmogorov-Petrovskii-Piskunov (KPP) equation with a nonlocal diffusion and an almost-periodic nonlinearity. By employing and adapting the theory of homogenization, we show that solutions of this equation…

This paper examines Poisson stable (including stationary, periodic, almost periodic, Levitan almost periodic, Bohr almost automorphic, pseudo-periodic, Birkhoff recurrent, pseudo-recurrent, etc.) measures and limit theorems for stochastic…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

We study the asymptotic spreading of Kolmogorov-Petrovsky-Piskunov (KPP) fronts in heterogeneous shifting habitats, with any number of shifting speeds, by further developing the method based on the theory of viscosity solutions of…

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…

The time-dependent density functional theory (TDDFT) provides a unified description of the structure and reaction. The linear approximation leads to the random-phase approximation (RPA) which is capable of describing a variety of collective…

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Further, we give the one-point LDP of the spatial finite…

Simultaneous space-time focusing (SSTF) is sometimes claimed to reduce the longitudinal extent of the high-intensity region near the focus, in contradiction to the original work on this topic. Here we seek to address this confusion by using…

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

Elkies and McMullen [Duke Math.J.~123 (2004) 95--139] have shown that the gaps between the fractional parts of \sqrt n for n=1,\ldots,N, have a limit distribution as N tends to infinity. The limit distribution is non-standard and differs…

We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

We present novel non-parametric representation math for local pseudopotentials (PP) based on Gaussian Process Regression (GPR). Local pseudopotentials are needed for materials simulations using Orbital-Free Density Functional Theory…