Related papers: Bivariate Tempered Space-Fractional Poisson Proces…
We propose a coupled bootstrap (CB) method for the test error of an arbitrary algorithm that estimates the mean in a Poisson sequence, often called the Poisson means problem. The idea behind our method is to generate two carefully-designed…
We consider the TASEP on Z with two blocks of particles having different jump rates. We study the large time behavior of particles' positions. It depends both on the jump rates and the region we focus on, and we determine the complete…
The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
We discuss how matrix-free/timestepper algorithms can efficiently be used with dynamic non-Newtonian fluid mechanics simulators in performing systematic stability/bifurcation analysis. The timestepper approach to bifurcation analysis of…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
We investigate the remarkable role of position dependent damping in determining the parametric regions of symmetry breaking in nonlinear $\cal{PT}$-symmetric systems. We illustrate the nature of $\cal{PT}$-symmetry preservation and breaking…
In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…
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…
We consider here point processes $N^f(t)$, $t>0$, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bern\v{s}tein functions $f$ with L\'evy measure $\nu$. We obtain the general expression of…
In this paper, we introduce a generalized fractional negative binomial process (GFNBP) by time changing the fractional Poisson process with an independent Mittag-Leffler (ML) Levy subordinator. We study its distributional properties and its…
We study Batch Processor-Sharing (BPS) queuing model with hyper-exponential service time distribution and Poisson batch arrival process. One of the main goals to study BPS is the possibility of its application in size-based scheduling,…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We investigate the slow passage through a pitchfork bifurcation in a spatially extended system, when the onset of instability is slowly varying in space. We focus here on the critical parameter scaling, when the instability locus propagates…
Double generalized linear models provide a flexible framework for modeling data by allowing the mean and the dispersion to vary across observations. Common members of the exponential dispersion family including the Gaussian, Poisson,…
We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
We study the dissipative dynamics of a one-dimensional bosonic system described in terms of the bipartite Bose-Hubbard model with alternating gain and loss. This model exhibits the $\mathcal{PT}$ symmetry under some specific conditions and…
In this paper, we consider a fractional Poisson random field (FPRF) on positive plane. It is defined as a process whose one dimensional distribution is the solution of a system of fractional partial differential equations. A time-changed…