Related papers: Invertibility of functionals of the Poisson proces…
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
We investigate temporal evolution of von Neumann's entropy in exemplary quantum mechanical systems and show that it grows in systems evolving with incrementally increasing decoherence during scattering processes. We demonstrate that the…
Let $X$ be a standard Markov process. We prove that a space inversion property of $X$ implies the existence of a Kelvin transform of $X$-harmonic, excessive and operator-harmonic functions and that the inversion property is inherited by…
We consider a Poisson process $\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\eta$. As a consequence we…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
We give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
The Poisson process of order $i$ is a weighted sum of independent Poisson processes and is used to model the flow of clients in different services. In the paper below we study some extensions of this process, for different forms of the…
The characterization of irreversibility in general quantum processes is an open problem of increasing techno- logical relevance. Yet, the tools currently available to this aim are mostly limited to the assessment of dynamics induced by…
The transition probability for time-dependent unitary evolution is invariant under the reversal of protocols just as in the classical Liouvillian dynamics. In this article, we generalize the expression of microscopic reversibility to…
We prove regenerative properties for the linear Hawkes process under minimal assumptions on the transfer function, which may have unbounded support. These results are applicable to sliding window statistical estimators. We exploit…
For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of…
We define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…
This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…
In this work, with the help of fractional calculus, it is shown a time dependence of entropy more general than the well known Pesin relation is derived. Here the equiprobability postulate is not assumed, the system dynamic in the phase…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
The experimental proofs of strong time invariance violation in optics are discussed. Time noninvariance is the only real physical base for explanation the origin of the most phenomena in nonlinear optics. The experimental study of forward…
Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…