Related papers: Another characterization of homogeneous Poisson pr…
We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…
In a multitype branching process, it is assumed that immigrants arrive according to a nonhomogeneous Poisson or a generalized Polya process (both processes are formulated as a nonhomogeneous birth process with an appropriate choice of…
We study the homogenization of a diffusion process which takes place in a binary structure formed by an ambiental connected phase surrounding a suspension of very small spheres distributed in an $\veps$-periodic network. The asymptotic…
We study the optimal sequencing of a batch of tasks on a machine subject to random disruptions driven by a non-homogeneous Poisson process (NHPP), such that every disruption requires the interrupted task to be re-processed from scratch, and…
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…
Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear…
The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. In this…
Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic…
We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…
Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for…
While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…
We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…
Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the…
In this paper, we obtain some additional probabilistic properties of the renewal process $\{\hat{N}_{\alpha}(t)\}_{t\ge0}$, $0<\alpha\le 1$ introduced by Beghin and Orsingher (2010). A time-changed relationship connecting…
A simple Langevin approach is used to study stationary properties of the Peyrard-Bishop-Dauxois model for DNA, allowing known properties to be recovered in an easy way. Results are shown for the denaturation transition in homogeneous…
The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…