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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

It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…

Probability · Mathematics 2020-03-25 Alexander Marynych , Ilya Molchanov

We refine previous results concerning the Renewal Contact Processes. We significantly widen the family of distributions for the interarrival times for which the critical value can be shown to be strictly positive. The result now holds for…

Probability · Mathematics 2026-02-02 Luiz Renato Fontes , Thomas S. Mountford , Daniel Ungaretti , Maria Eulália Vares

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-03-05 Issac Shams , Saeede Ajorlou , Kai Yang

We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…

Probability · Mathematics 2013-11-13 Clément Dombry , Frédéric Eyi-Minko

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

Probability · Mathematics 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko

We characterize finitary coarse spaces $X$ such that every permutation of $X$ is an asymorphism.

General Topology · Mathematics 2021-10-05 I. V. Protasov

Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…

Probability · Mathematics 2019-07-26 Xuefeng Gao , Lingjiong Zhu

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We demonstrate a vast expansion of the theory of evolutionary stability to finite populations with mutation, connecting the theory of the stationary distribution of the Moran process with the Lyapunov theory of evolutionary stability. We…

Dynamical Systems · Mathematics 2020-02-11 Marc Harper , Dashiell Fryer

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Statistics Theory · Mathematics 2007-06-13 Dong-Yun Kim , Michael Woodroofe

We prove tail triviality of determinantal point processes $ \mu $ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this,…

Probability · Mathematics 2018-02-06 Hirofumi Osada , Shota Osada

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

In this paper, we study the fractional Poisson process (FPP) time-changed by an independent L\'evy subordinator and the inverse of the L\'evy subordinator, which we call TCFPP-I and TCFPP-II, respectively. Various distributional properties…

Probability · Mathematics 2017-03-13 A. Maheshwari , P. Vellaisamy

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

In [Fortini et al., Stoch. Proc. Appl. 100 (2002), 147--165] it is demonstrated that a recurrent Markov exchangeable process in the sense of Diaconis and Freedman is essentially a partially exchangeable process in the sense of de Finetti.…

Probability · Mathematics 2009-10-06 Davide Di Cecco

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

Probability · Mathematics 2007-05-23 Matthew O. Jones , Richard F. Serfozo

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin
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