Related papers: The Squared Coefficient of Variation for MMPP is G…
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…
In this paper, we introduce a bivariate tempered space-fractional Poisson process (BTSFPP) by time-changing the bivariate Poisson process with an independent tempered $\alpha$-stable subordinator. We study its distributional properties and…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…
The experimentally measured multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We show that both these features can be used as additional…
We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…
In counting experiments, one can set an upper limit on the rate of a Poisson process based on a count of the number of events observed due to the process. In some experiments, one makes several counts of the number of events, using…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
The amount $Q$ of particles that are transported via a path of motion is characterized by its expectation value $<Q>$ and by its variance $Var(Q)$. We analyze what happens if a particle has two optional paths available to get from one site…
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…
In multiparticle quantum interference, bosons show rather generally the tendency to bunch together, while fermions can not. This behavior, which is rooted in the different statistics of the particles, results in a higher coincidence rate…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
The character of the time-asymptotic evolution of physical systems can have complex, singular behavior with variation of a system parameter, particularly when chaos is involved. A perturbation of the parameter by a small amount $\epsilon$…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
There are two main quantities involved in the deviation of a stochastic process from a Poisson process: the squared coefficient of variation of the time intervals between adjacent events and the Fano factor of the number of reaction events.…
Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…
We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first-order stochastic…
Baryon fluctuations exceeding Poisson expectations can signal a nearly first order phase transition at RHIC. We show how these fluctuations can be measured, and apply a dissipative-hydrodynamic formulation used in condensed matter physics…
What constitutes jointly Poisson processes remains an unresolved issue. This report reviews the current state of the theory and indicates how the accepted but unproven model equals that resulting from the small time-interval limit of…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…