Related papers: Finitary isomorphisms of renewal point processes a…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite /…

In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…

For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof…

This paper considers a point process model with a monotonically decreasing or increasing ROCOF and the underlying distributions from the location-scale family, known as the geometric process (Lam, 1988). In terms of repairable system…

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…

A point-shift $F$ maps each point of a point process $\Phi$ to some point of $\Phi$. For all translation invariant point-shifts $F$, the $F$-foliation of $\Phi$ is a partition of the support of $\Phi$ which is the discrete analogue of the…

Let $(M_t: t > 0)$ be a Markov process of tessellations of ${\mathbb R}^\ell$ and $({\cal C}_t:\, t > 0)$ the process of their zero cells (zero polytopes) which has the same distribution as the corresponding process for Poisson hyperplane…

This report presents some fundamental mathematical results towards elucidating the information-geometric underpinnings of evolutionary modelling schemes for (quasi-)stationary discrete stochastic processes. The model class under…

The finitary isomorphism theorem, due to Keane and Smorodinsky, raised the natural question of how "finite" the isomorphism can be, in terms of moments of the coding radius. More precisely, for which values does there exist an isomorphism…

We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…

Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…

Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…

In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…

The problem of characterizing all new-time transformations preserving the Poisson structure of a finitedimensional Poisson system is completely solved in a constructive way. As a corollary, this leads to a broad generalization of previously…

Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…