Related papers: Product systems associated to compound Poisson Pro…
In this paper, we revisit Arveson's characterisation of CCR flows in terms of decomposibility of the product system in the multiparameter context. We show that a multiparameter $E_0$-semigroup is a CCR flow if and only if it is decomposable…
In [8], Arveson proved that a $1$-parameter decomposable product system is isomorphic to the product system of a CCR flow. We show that the structure of a generic decomposable product system, over higher dimensional cones, modulo twists by…
We show that every continuous product system of correspondences over a unital C*-algebra occurs as the product system of a strictly continuous E_0-semigroup.
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
Product systems are the classifying structures for semigroups of endomorphisms of B(H), in that two $E_0$-semigroups are cocycle conjugate iff their product systems are isomorphic. Thus it is important to know that every abstract product…
The subordinate E-semigroups of a fixed E-semigroup are in one-to-one correspondence with local projection-valued cocycles of that semigroup. For the CCR flow we characterise these cocycles in terms of their stochastic generators, that is,…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
We construct a compound Poisson process conditioned on its random summation that represents the sizes of the connected components in the sparse Erd\H{o}s-R\'enyi random graph $G(n,c/n)$. This new representation depicts a connection between…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
This paper presents the complete classification of E_0-semigroups by product systems in the case of von Neumann correspondences, and under countability assumptions in the case of C*-correspondences.
In this paper, we construct uncountably many examples of multiparameter CCR flows, which are not pullbacks of $1$-parameter CCR flows, with index one. Moreover, the constructed CCR flows are type I in the sense that the associated product…
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…
Stationary Gaussian generalized random processes having slowly decreasing spectral densities give rise to product systems in the sense of William Arveson (basically, continuous tensor product systems of Hilbert spaces). A continuum of…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…
We introduce a new construction of $E_0$-semigroups, called generalized CCR flows, with two kinds of descriptions: those arising from sum systems and those arising from pairs of $C_0$-semigroups. We get a new necessary and sufficient…
We define tensor product decompositions of $E_0$-semigroups with a structure analogous to a classical theorem of Beurling. Such decompositions can be characterized by adaptedness and exactness of unitary cocycles. For CCR-flows we show that…
We describe all countable particle systems on $\mathbb{R}$ which have the following three properties: independence, Gaussianity and stationarity. More precisely, we consider particles on the real line starting at the points of a Poisson…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
Queuing systems with an unlimited number of devices with an incoming nonstationary Poisson flow and a random flow controlled by a Markov chain are investigated. The inexpediency of ap-proximation of the birth process by Poisson flows in…