Related papers: Up-down ordered Chinese restaurant processes with …
Consider a spectrally positive Stable($1+\alpha$) process whose jumps we interpret as lifetimes of individuals. We mark the jumps by continuous excursions assigning "sizes" varying during the lifetime. As for Crump-Mode-Jagers processes…
A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law…
We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…
The two-parameter Poisson--Dirichlet diffusion, introduced in 2009 by Petrov, extends the infinitely-many-neutral-alleles diffusion model, related to Kingman's one-parameter Poisson--Dirichlet distribution and to certain Fleming--Viot…
Neutral to the right (NTR) processes were introduced by Doksum in 1974 as Bayesian priors on the class of distributions on the real line. Since that time there have been numerous applications to models that arise in survival analysis…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of bid…
We show that for $0<\alpha<1$ and $\theta>-\alpha$, the Poisson-Dirichlet distribution with parameter $(\alpha, \theta)$ is the unique reversible distribution of a rather natural fragmentation-coalescence process. This completes earlier…
We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…
We compute next-to-leading order (NLO) corrections in the \epsilon-regime of Wilson (WChPT) and Staggered Chiral Perturbation Theory (SChPT). A difference between the two is that in WChPT already at NLO, that is at O(\epsilon^2), new low…
We present the scattering lengths for the $\pi K$ processes in the three flavour Chiral Perturbation Theory (ChPT) framework at next-to-next-to-leading order (NNLO). The calculation has been performed analytically but we only include…
We consider Robinson-Schensted-Knuth algorithm applied to a random input and study the growth of the bottom rows of the corresponding Young diagrams. We prove multidimensional Poisson limit theorem for the resulting Plancherel growth…
We consider a family of distributions on spatial random partitions that provide a coupling between different models of interest: the ideal Bose gas; the zero-range process; particle clustering; and spatial permutations. These distributions…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
We continue the study of $\delta$-dispersion, a continuous facility location problem on a graph where all edges have unit length and where the facilities may also be positioned in the interior of the edges. The goal is to position as many…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
We study percolation transition of run and tumble particles (RTPs) on a two dimensional square lattice. RTPs in these models run to the nearest neighbour along their internal orientation with unit rate, and to other nearest neighbours with…
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the two-parameter family of…
The paper is concerned with the equilibrium distribution $\Pi_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+\a)$-th moment condition on the jump distributions, we…