Related papers: Revisiting John Lamperti's maximal branching proce…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
We consider a model of branching Brownian motion with self repulsion. Self-repulsion is introduced via change of measure that penalises particles spending time in an $\e$-neighbourhood of each other. We derive a simplified version of the…
In this article, we study the maximal displacement in a branching random walk. We prove that its asymptotic behaviour consists in a first almost sure ballistic term, a negative logarithmic correction in probability and stochastically…
We consider a wide class of increasing L\'evy processes perturbed by an independent Brownian motion as a degradation model. Such family contains almost all classical degradation models considered in the literature. Classically failure time…
Given a random time, we characterize the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some…
It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…
In many complex systems that can be modeled using Petri nets time can be a very important factor which should be taken into account during creation and analysis of the model. Time data can describe starting moments of some actions or their…
Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently been found that, for an underlying stationary time series,…
This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…
We study the distribution of the maximal jump of continuous-state branching processes. Several exact expressions and explicit asymptotics of both the local maximal jump and the global maximal jump are obtained. We also compare the…
We present new concentration of measure inequalities for Markov chains, generalising results for chains that are contracting in Wasserstein distance. These are particularly suited to establishing the cut-off phenomenon for suitable chains.…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
We consider branching particle processes on discrete structures like the hypercube in a random fitness landscape (i.e., random branching/killing rates). The main question is about the location where the main part of the population sits at a…
Totally asymmetric simple exclusion processes on lattices with junctions, where particles interact with hard-core exclusion and move on parallel lattice branches that at the junction combine into a single lattice segment, are investigated.…
We investigate theoretically the emergence of classical statistical physics in a finite quantum system that is either totally isolated or otherwise subjected to a quantum measurement process. We show via a random matrix theory approach to…