Related papers: Pair correlation functions and limiting distributi…
Modelling multivariate circular time series is considered. The cross-sectional and serial dependence is described by circulas, which are analogs of copulas for circular distributions. In order to obtain a simple expression of the dependence…
Carrying out explicitly the computation in a paradigmatic model of non-interacting systems, the Gaussian Model, we show the existence of a singular point in the probability distribution $P(M)$ of an extensive variable $M$. Interpreting…
These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution…
In probability theory, equalities are much less than inequalities. In this paper, we find a series of equalities which characterize the symmetry of the forming times of a family of similar cycles for discrete-time and continuous-time Markov…
We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…
We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…
When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from a one-dimensional time-dependent trajectory whether the system is in equilibrium or not. We here consider the…
In this paper, we study the phenomenon of coming down from infinity for subcritical cooperative branching processes with pairwise interactions (BPI processes) under suitable conditions. BPI processes are continuous-time Markov chains that…
The stable-regenerative multiple-stable model has been shown recently to have distinct candidate extremal index and extremal index. To understand further this rare phenomenon, two more results are established here for the double-stable…
The modeling of natural phenomena via a Markov process --- a process for which the future is independent of the past, given the present--- is ubiquitous in many fields of science. Within this context, it is of foremost importance to develop…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
Consider a system $X = ((x_\xi(t)), \xi \in \Omega_N)_{t \geq 0}$ of interacting Fleming-Viot diffusions with mutation and selection which is a strong Markov process with continuous paths and state space $(\CP(\I))^{\Omega_N}$, where $\I$…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
The Markov evolution of states of a continuum migration model is studied. The model describes an infinite system of entities placed in $\mathds{R}^d$ in which the constituents appear (immigrate) with rate $b(x)$ and disappear, also due to…
This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It develops Shao's work [SIAM J. Control Optim., 55(2017), pp.…
Renewal processes generated by a power-law distribution of intervals with tail index less than unity are genuinely non-stationary. This issue is illustrated by a critical review of the recent paper by Barma, Majumdar and Mukamel 2019…
We study the excited states of the pairing Hamiltonian providing an expansion for their energy in the strong coupling limit. To assess the role of the pairing interaction we apply the formalism to the case of a heavy atomic nucleus. We show…