Related papers: Distribution flows associated with positivity pres…
A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…
We examine deviations from Boltzmann-Gibbs statistics for partially equilibrated systems of finite size. We find that such systems are characterized by the Levy distribution whose non-extensivity parameter is related to the number of…
Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…
In the present paper we introduce positive flows and processes, which generalize the ordinary dynamical systems and stochastic processes. We develop a branch of theory of positive operators based on the concepts of phase and positive…
We analyze quasi-stationary distributions $\{\mu^{\varepsilon}\}_{\varepsilon>0}$ of a family of Markov chains $\{X^{\varepsilon}\}_{\varepsilon>0}$ that are random perturbations of a bounded, continuous map $F:M\to M$, where $M$ is a…
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and…
In this paper, we consider a continuous fragmentation--coagulation model in which the reacting particles can be transported in physical space through either advection or diffusion. We prove new results on the generation of $C_0$-semigroups…
We introduce and study a family of cooperative exclusion processes whose microscopic dynamics is governed by selective kinetic constraints. They display, in sharp contrast to the simple symmetric exclusion process, density profiles that can…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…
In this contribution we obtain partial $C^{0,\alpha}$-regularity for bounded solutions of a certain class of cross-diffusion systems, which are strongly coupled, degenerate quasilinear parabolic systems. Under slightly more restrictive…
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(\alpha,\theta)$ distributions, for $\alpha\in (0,1)$ and…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…
The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…
Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…