Related papers: Revisiting John Lamperti's maximal branching proce…

The intermittency is investigated when the current reversal occurs in a deterministic inertia ratchet system. To determine which type the intermittency belongs to, we obtain the return map of velocities of particle using stroboscopic…

Dynamical mean-field theory is generalized to solve the nonequilibrium Keldysh boundary problem: a system is started in equilibrium at a temperature T=0.1, a uniform electric field is turned on at t=0, and the system is monitored as it…

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

We study the recurrence/transience phase transition for Markov chains on $\mathbb{R}_+$, $\mathbb{R}$, and $\mathbb{R}^2$ whose increments have heavy tails with exponent in $(1,2)$ and asymptotically zero mean. This is the infinite-variance…

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

First passage under restart with branching is proposed as a generalization of first passage under restart. Strong motivation to study this generalization comes from the observation that restart with branching can expedite the completion of…

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

Consider a Markov chain with finite state $\{0, 1, ..., d\}$. We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations : (1) the absorbing time of state $d$ when the chain starts…

Recently for a class of critically intermittent random systems a phase transition was found for the finiteness of the absolutely continuous invariant measure. The systems for which this result holds are characterized by the interplay…

We study a critical multitype Bellman--Harris branching particle system in \(\mathbb R^N\) with a finite type space \(\mathbf K=\{1,\dots,K\}\). Particles of type \(I\) move according to a symmetric \(\alpha_i\)-stable process, have…

Drawdowns measuring the decline in value from the historical running maxima over a given period of time, are considered as extremal events from the standpoint of risk management. To date, research on the topic has mainly focus on the side…

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Perturbative superstring theory is revisited, with the goal of giving a simpler and more direct demonstration that multi-loop amplitudes are gauge-invariant (apart from known anomalies), satisfy space-time supersymmetry when expected, and…

This paper is concerned with the inverse acoustic scattering problems of reconstructing time-dependent multiple point sources and sources on a curve $L$ of the form $\lambda(t)\tau(x)\delta_L(x)$. A direct sampling method with a novel…

We introduce a technique for reachability analysis of Time-Basic (TB) Petri nets, a powerful formalism for real- time systems where time constraints are expressed as intervals, representing possible transition firing times, whose bounds are…

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…

We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of…

We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…