Related papers: Product systems associated to compound Poisson Pro…
We investigate a broad family of non weakly reversible stochastically modeled reaction networks (CRN), by looking at their steady-state distributions. Most known results on stationary distributions assume weak reversibility and zero…
This paper studies the joint moments of a compound discounted renewal process observed at different times with each arrival removed from the system after a random delay. This process can be used to describe the aggregate (discounted)…
We study the well-posedness of a linear control system $\Sigma(A,B,C,D)$ with unbounded control and observation operators. To this end we associate to our system an operator matrix $\mathcal{A}$ on a product space $\mathcal{X}^p$ and call…
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…
We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…
In all multiparticle processes the concept of sources directly emitting finally observed secondaries (mostly pions) plays crucial role. Here we shall present them from yet another point of view in which elementary sources composing all…
The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of…
In this paper we study the properties of the Poisson random measure and the Poisson integral associated with a G-Levy process. We prove that a Poisson integral is a G-Levy process and give the conditions which ensure that a Poisson integral…
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…
Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing distribution as well as to the mixed Poisson process in the sense of Huang is obtained, and a…
We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…
The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are processes that take only two values: 1 and 0, in accordance…
The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…
Recurrence and explicit formulae for contractions (partial traces) of antisymmetric and symmetric products of identical trace class operators are derived. Contractions of product density operators of systems of identical fermions and bosons…
Over the last decade the successful design and fabrication of complex MEMS (MicroElectroMechanical Systems), optical circuits and ASICs have been demonstrated. Packaging and integration processes have lagged behind MEMS research but are…
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…
Given a simple transient random walk $(S_n)_{n\geq 0}$ in $\mathbf{Z}$ and a stationary sequence of real random variables $(\xi(s))_{s\in \mathbf{Z}}$, we investigate the extremes of the sequence $(\xi(S_n))_{n\geq 0}$. Under suitable…
This paper is an invitation to Fourier analysis in the context of reduced twisted C*-crossed products associated with discrete unital twisted C*-dynamical systems. We discuss norm-convergence of Fourier series, multipliers and summation…
In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly…