Related papers: A solvable class of renewal processes
We introduce a family of Markov processes on set partitions with a bounded number of blocks, called Lipschitz partition processes. We construct these processes explicitly by a Poisson point process on the space of Lipschitz continuous maps…
In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
We show that the number of renewals up to time $t$ exhibits distributional fluctuations as $t\to\infty$ if the underlying lifetimes increase at an exponential rate in a distributional sense. This provides a probabilistic explanation for the…
The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
In this paper, we propose a new deinterleaving method for mixtures of discrete renewal Markov chains. This method relies on the maximization of a penalized likelihood score. It exploits all available information about both the sequence of…
A sequence of reversals that takes a signed permutation to the identity is perfect if at no step a common interval is broken. Determining a parsimonious perfect sequence of reversals that sorts a signed permutation is NP-hard. Here we show…
We consider the return times dynamics to Bowen balls for continuous maps on metric spaces which have invariant probability measures with certain mixing properties. These mixing properties are satisfied for instance by systems that allow…
We consider the mass-dependent aggregation process (k+1)X -> X, given a fixed number of unit mass particles in the initial state. One cluster is chosen proportional to its mass and is merged into one either with k-neighbors in one…
We consider a system of particles with arms that are activated randomly to grab other particles as a toy model for polymerization. We assume that the following two rules are fulfilled: Once a particle has been grabbed then it cannot be…
We introduce a new class of "random" subsets of natural numbers, WM sets. This class contains normal sets (sets whose characteristic function is a normal binary sequence). We establish necessary and sufficient conditions for solvability of…
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…
Plant differently colored points in the plane, then let random points ("Poisson rain") fall, and give each new point the color of the nearest existing point. Previous investigation and simulations strongly suggest that the colored regions…
We extend in two directions our previous results about the sampling and the empirical measures of immortal branching Markov processes. Direct applications to molecular biology are rigorous estimates of the mutation rates of polymerase chain…
We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…
The aim of this paper is to provide new perspectives on the relative finite elements accuracy. Starting from a geometrical interpretation of the error estimate which can be deduced from Bramble-Hilbert lemma, we derive a probability law…
We provide a rather explicit formula for the resolvent of a~concatenation of $N$ processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an…
In this paper, we study a class of functions defined recursively on the set of natural numbers in terms of the greatest common divisor algorithm of two numbers and requiring a minimality condition. These functions are permutations, products…
We consider sequences of polynomials that satisfy differential-difference recurrences. Polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete…