Related papers: Product systems associated to compound Poisson Pro…

We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…

Let B be a sigma-unital C*-algebra. We show that every strongly continuous E_0-semigroup on the algebra of adjointable operators on a full Hilbert B-module E gives rise to a full continuous product system of correspondences over B. We show…

We are developing a new method for the analysis of queuing systems with heterogeneous in time and space compound (marked) Poisson input flow. The state space of the input flow is embedded in a higher-dimensional space with a homogeneous…

A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation…

Stochastic reaction networks are dynamical models of biochemical reaction systems and form a particular class of continuous-time Markov chains on $\mathbb{N}^n$. Here we provide a fundamental characterisation that connects structural…

Product systems have been originally introduced to classify E$_0$-semigroups on type I factors by Arveson. We develop the classification theory of E$_0$-semigroups on a general von Neumann algebra and the dilation theory of…

We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…

We investigate $E_0-$semigroups on general factors, which are not necessarily of type I, and analyse associated invariants like product systems, super product systems etc. By tensoring $E_0-$semigroups on type I factors with…

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…

Let $P$ be a closed convex cone in $\mathbb{R}^{n}$. Assume that $P$ is spanning i.e. $P-P=\mathbb{R}^{n}$ and pointed i.e. $P \cap -P=\{0\}$. Let $\alpha:=\{\alpha_{x}:x \in P\}$ be a $\sigma$-weakly continuous family of unital normal…

We show that if a product system comes from a quantum Markov semigroup, then it carries a natural Borel structure with respect to which the semigroup may be realized in terms of a measurable representation. We show, too, that the dual…

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

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…

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

We investigate the class of $\sigma$-stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular…

Consider a system of N components in which traffic arrives as separate but correlated nonhomogenous Poisson streams to each node rather than passing into the system at one entry point. A method is given to construct such systems…

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

An ensemble of uncoupled limit-cycle oscillators receiving common Poisson impulses shows a range of non-trivial behavior, from synchronization, desynchronization, to clustering. The group behavior that arises in the ensemble can be…

Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…

A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…