Related papers: The half-space Airy stat process
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…
We reveal a general explicit relation between the statistics of delay times in one-channel reflection from a mesoscopic sample of any spatial dimension and the statistics of the eigenfunction intensities in its closed counterpart. This…
The spacing distribution between Farey points has drawn attention in recent years. It was found that the gaps $\gamma_{j+1}-\gamma_j$ between consecutive elements of the Farey sequence produce, as $Q\to\infty$, a limiting measure. Numerical…
The totally asymmetric simple exclusion process (TASEP) on Z with the Bernoulli-rho measure as initial conditions, 0<rho<1, is stationary. It is known that along the characteristic line, the current fluctuates as of order t^{1/3}. The…
We consider a last-passage directed percolation model in $Z_+^2$, with i.i.d. weights whose common distribution has a finite $(2+p)$th moment. We study the fluctuations of the passage time from the origin to the point $\big(n,n^{\lfloor a…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
We study the Macroscopic Hausdorff dimension of the upper and lower level sets of the Airy processes, following the general method developed in Khoshnevisan et al. \cite{KKX17}. For the Airy$_1$ process, the approach to macroscopic…
We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…
New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…
Multiparticle production processes provide valuable information about the mechanism of the conversion of the initial energy of projectiles into a number of secondaries by measuring their multiplicity distributions and their distributions in…
We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…
In this paper we compute some of the higher order terms in the large-t asymptotic expansion of the Airy process two-point function, extending the previous work of Adler and van Moerbeke and Widom. We prove that it is possible to represent…
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…
The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…
A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…
We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…
A stationary distribution function that describes the entire processes of propagation of relativistic particles, including the transition between the ballistic and diffusion regimes, is obtained. The spacial component of the constructed…