Related papers: A solvable class of renewal processes
The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…
The general deterministic recombination equation in continuous time is analysed for various lattices, with special emphasis on the lattice of interval (or ordered) partitions. Based on the recently constructed general solution for the…
We introduce a class of measure-valued processes, which -- in analogy to their finite dimensional counterparts -- will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e.~a representation of the…
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
Motivated by partition regularity problems of homogeneous quadratic equations, we prove multiple recurrence and convergence results for multiplicative measure preserving actions with iterates given by rational sequences involving…
A random vector $X=(X_1,\ldots,X_n)$ with the $X_i$ taking values in an arbitrary measurable space $(S, \mathscr{S})$ is exchangeable if its law is the same as that of $(X_{\sigma(1)}, \ldots, X_{\sigma(n)})$ for any permutation $\sigma$.…
This paper gives an elementary proof for the following theorem: a renewal process can be represented by a doubly-stochastic Poisson process (DSPP) if and only if the Laplace-Stieltjes transform of the inter-arrival times is of the following…
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…
We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…
Let X be a countably infinite set of real numbers and let Y_x, x \in X, be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the a.s. existence of various…
The breakage of a polymer chain of segments, coupled by anharmonic bonds with applied constant external tensile force is studied by means of Molecular Dynamics simulation. We show that the mean life time of the chain becomes progressively…
In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…
A regenerative composition structure is a sequence of ordered partitions derived from the range of a subordinator by a natural sampling procedure. In this paper, we extend previous studies Barbour and Gnedin (2006), Gnedin, Iksanov and…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
In this paper, a general class of mixture of some densities is proposed. The proposed class contains some of classical and weighted distributions as special cases. Formulas for each of cumulative distribution function, reliability function,…
Limit theorems for the time average of some observation functions in an infinite measure dynamical system are studied. It is known that intermittent phenomena, such as the Rayleigh-Benard convection and Belousov-Zhabotinsky reaction, are…
Abstract polymer models are systems of weighted objects, called polymers, equipped with an incompatibility relation. An important quantity associated with such models is the partition function, which is the weighted sum over all sets of…
Discrete element method simulations of confined bidisperse granular shear flows elucidate the balance between diffusion and segregation that can lead to either mixed or segregated states, depending on confining pressure. Results indicate…
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…
Particle segregation in dense flowing size-disperse granular mixtures is driven by gravity and shear, but predicting the associated segregation force due to both effects has remained an unresolved challenge. Here, a model of the combined…