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This document presents a compilation of results related to the theory of stochastic processes, with a specific focus on Markov processes, regenerative processes, renewal processes, and stationary processes. The relevance of these topics…

Probability · Mathematics 2025-07-30 Carlos Martinez-Rodriguez

We show that a large class of stationary continuous-time regenerative processes are finitarily isomorphic to one another. The key is showing that any stationary renewal point process whose jump distribution is absolutely continuous with…

Probability · Mathematics 2019-12-10 Yinon Spinka

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

Statistical Mechanics · Physics 2023-03-02 Pascal Grange

Since the seminal work by Nagel and Weiss, the iteration stable (STIT) tessellations have attracted considerable interest in stochastic geometry as a natural and flexible, yet analytically tractable model for hierarchical spatial…

Probability · Mathematics 2014-12-25 Tomasz Schreiber , Christoph Thaele

For a general renewal process $N$ (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from $N$ by Bernoulli $0$/$1$ thinning is characterized. This…

Probability · Mathematics 2017-08-15 Matija Vidmar

Processes of random tessellations of the Euclidean space $\mathbb{R}^d$, $d\geq 1$, are considered which are generated by subsequent division of their cells. Such processes are characterized by the laws of the life times of the cells until…

Probability · Mathematics 2024-05-08 Servet Martínez , Werner Nagel

It is well known that the distributions of the interiors of the typical cell of a Poisson line tessellation and a STIT tessellation with the same parameters coincide. In this paper, differences in the arrangement of the cells in these two…

Probability · Mathematics 2014-12-25 Claudia Redenbach , Christoph Thaele

We introduce a new class of spatial-temporal point processes based on Voronoi tessellations. At each step of such a process, a point is chosen at random according to a distribution determined by the associated Voronoi cells. The point is…

Probability · Mathematics 2007-05-23 Konstantin Borovkov , David Odell

It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…

Probability · Mathematics 2007-05-23 Francesco Mainardi , Rudolf Gorenflo , Enrico Scalas

This paper gives an elementary proof for the following theorem: a renewal process can be represented by a doubly-stochastic Poisson process (DSPP) if and only if the Laplace-Stieltjes transform of the inter-arrival times is of the following…

Probability · Mathematics 2024-09-30 Xinlong Du , Harsha Honnappa

We consider a stationary face-to-face tessellation $X$ of $\mathbb{R}^d$ and introduce several percolation models by colouring some of the faces black in a consistent way. Our main model is cell percolation, where cells are declared black…

Probability · Mathematics 2013-12-24 Günter Last , Eva Ochsenreither

We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…

Probability · Mathematics 2021-06-01 Robert L Wolpert , Lawrence D. Brown

This is a study of percolation in the hyperbolic plane and on regular tilings in the hyperbolic plane. The processes discussed include Bernoulli site and bond percolation on planar hyperbolic graphs, invariant dependent percolations on such…

Probability · Mathematics 2008-11-26 Itai Benjamini , Oded Schramm

An analogue of the classical Mecke formula for Poisson point processes is proved for the class of space-time STIT tessellation processes. From this key identity the Markov property of a class of associated random processes is derived. This…

Probability · Mathematics 2017-11-06 Werner Nagel , Linh Ngoc Nguyen , Christoph Thaele , Viola Weiss

We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…

Probability · Mathematics 2018-01-16 Martial Longla

Stationary Poisson processes of lines in the plane are studied whose directional distributions are concentrated on $k \ge 3$ equally spread directions. The random lines of such processes decompose the plane into a collection of random…

Probability · Mathematics 2022-09-29 Nils Heerten , Julia Krecklenberg , Christoph Thäle

In this paper two new classes of stationary random simplicial tessellations, the so-called $\beta$- and $\beta'$-Delaunay tessellations, are introduced. Their construction is based on a space-time paraboloid hull process and generalizes…

Probability · Mathematics 2021-11-19 Anna Gusakova , Zakhar Kabluchko , Christoph Thäle

The zero cell of a parametric class of random hyperplane tessellations depending on a distance exponent and an intensity parameter is investigated, as the space dimension tends to infinity. The model includes the zero cell of stationary and…

Metric Geometry · Mathematics 2015-08-06 Julia Hoerrmann , Daniel Hug , Matthias Reitzner , Christoph Thaele

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…

Statistics Theory · Mathematics 2014-10-30 Jung Hun Han

Sampling from a random discrete distribution induced by a `stick-breaking' process is considered. Under a moment condition, it is shown that the asymptotics of the sequence of occupancy numbers, and of the small-parts counts (singletons,…

Probability · Mathematics 2008-04-21 Alexander Gnedin , Alex Iksanov , Uwe Roesler
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