Related papers: Fractional non-homogeneous Poisson and P\'olya-Aep…
We numerically investigate the phase separation dynamics of the non-reciprocal Allen-Cahn model in which two non-conserved order parameters are coupled. The system exhibits several dynamical patterns such as the randomly oscillating phase…
Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…
We introduce a general difference quotient representation for non-local operators associated with a first-order linear operator. We establish new local to non-local estimates and strong localization principles in various spaces of…
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of…
In this paper, we define a tempered space-time fractional negative binomial process (TSTFNBP) by subordinating the fractional Poisson process with an independent tempered Mittag-Leffler L\'{e}vy subordinator. We study its distributional…
While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…
We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…
The paper deals with the decoupling problem of general quasilinear first order systems in two independent variables. We consider either the case of homogeneous and autonomous systems or the one of nonhomogeneous and/or nonautonomous…
Fractional dynamics of relativistic particle is discussed. Derivatives of fractional orders with respect to proper time describe long-term memory effects that correspond to intrinsic dissipative processes. Relativistic particle subjected to…
We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…
An important task in the statistical analysis of inhomogeneous point processes is to investigate the influence of a set of covariates on the point-generating mechanism. In this article, we consider the nonparametric Bayesian approach to…
In this second part, we analyze the dissipation properties of Generalized Poisson-Kac (GPK) processes, considering the decay of suitable $L^2$-norms and the definition of entropy functions. In both cases, consistent energy dissipation and…
The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…
Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…
We solve some forms of non homogeneous differential equations in one and two dimensions. By expanding the solution into whell-posed closed form-Eisenstein series the solution itself is quite simple and elementary. Also we consider Fourier…
In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…
We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…
Presently flow and nonflow cannot be separated experimentally. Using Pythia simulations of p+p collisions we show that nonflow approximately factorizes. This fact may be used to disentangle flow and nonflow in heavy ion data by performing a…
We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…