Related papers: Reversible Poisson-Kirchhoff Systems
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…
We present a geometric construction of irreversible dynamics on Poisson manifolds that satisfies the axioms of metriplectic mechanics and the GENERIC framework. Our approach relies solely on the underlying Poisson structure and its…
By randomly removing a fraction of levels from a given spectrum a model is constructed that describes a crossover from this spectrum to a Poisson spectrum. The formalism is applied to the transitions towards Poisson from random matrix…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…
We construct an infinitely exchangeable process on the set $\cate$ of subsets of the power set of the natural numbers $\mathbb{N}$ via a Poisson point process with mean measure $\Lambda$ on the power set of $\mathbb{N}$. Each $E\in\cate$…
We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form $$Y_t = \sum_{k=1}^{N(t)} Z_k,~~~ t \ge 0,$$ where $N(t)$ is a standard Poisson process of intensity $\lambda$, and $Z_k$ are…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
In this paper we prove the Poisson Hypothesis for the limiting behavior of the large queueing systems in some simple ("mean-field") cases. We show in particular that the corresponding dynamical systems, defined by the non-linear Markov…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
We introduce the concept of $\epsilon$-uncontrollability for random linear systems, i.e. linear system in which the usual matrices have been replaced by random matrices. We also estimate the $\epsilon$-uncontrollability in the case where…
We have formulated a kinetic theory for a condensed atomic gas in a trap, i.e., a generalized Gross-Pitaevskii equation, as well as a quantum-Boltzmann equation for the normal and anomalous fluctuations [R. Walser et al., Phys. Rev. A, 59,…
We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…
We use Dirichlet form methods to construct and analyze a reversible Markov process, the stationary distribution of which is the Brownian continuum random tree. This process is inspired by the subtree prune and regraft (SPR) Markov chains…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
The Irreversible Port-Hamiltonian Systems (IPHS) framework is extended to the modelling of non-isentropic fluids with viscous dissipation in the Eulerian description. Building on earlier IPHS formulations for diffusion-driven and…
Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…
We introduce a family of Markov processes on set partitions with a bounded number of blocks, called Lipschitz partition processes. We construct these processes explicitly by a Poisson point process on the space of Lipschitz continuous maps…