Related papers: Product systems associated to compound Poisson Pro…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
A complex system is a system composed of many interacting parts, often called agents, which displays collective behavior that does not follow trivially from the behaviors of the individual parts. Examples include condensed matter systems,…
The presence of correlations between particles significantly separated in pseudorapidity in proton-proton and proton-nucleus collisions revealed surprises in the early LHC data. Are the physical processes responsible for the observed…
We investigate the nonequilibrium stationary states of systems consisting of chemical reactions among molecules of several chemical species. To this end we introduce and develop a stochastic formulation of nonequilibrium thermodynamics of…
In this note, we exhibit an example of a multiparameter CCR flow which is not cocycle conjugate to its opposite. This is in sharp contrast to the one parameter situation
A model for the phenomenological description of tick-by-tick share prices in a stock exchange is introduced. It is based on mixtures of compound Poisson processes. Preliminary results based on Monte Carlo simulation show that this model can…
We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the study of the Poisson Hypothesis. Its implications include the…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by means of the Feynman-Kac functional or by means of the…
Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…
In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
This is survey of some recent results connecting random matrices, non-colliding processes and queues.
We consider an exhaustive polling system with three nodes in its transient regime under a switching rule of generalized greedy type. We show that, for the system with Poisson arrivals and service times with finite second moment, the…
We consider Poissonian pair correlations (PPC) for uniformly distributed sequences of random numbers with a dependency structure. More specifically, we treat two classes of dependent random variables which have widely been studied in the…
The generalization of the Glauber formula for cumulative production events is derived. On its basis the multiplicity distribution in such events is related to the one in the minimum bias events. As compared to the rare events of type $C$,…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
It is shown that the category of semi-biproducts in monoids is equivalent to a category of pseudo-actions. A semi-biproduct in monoids is at the same time a generalization of a semi-direct product in groups and a biproduct in commutative…
The paper deals with planar segment processes given by a density with respect to the Poisson process. Parametric models involve reference distributions of directions and/or lengths of segments. These distributions generally do not coincide…