Related papers: Bivariate Tempered Space-Fractional Poisson Proces…
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…
Multivariate Poisson processes have many important applications in Insurance, Finance, and many other areas of Applied Probability. In this paper we study the backward simulation approach to modelling multivariate Poisson processes and…
We investigate the dynamics of a single breathing localized structure in a three-component reaction-diffusion system subjected to the time-delayed feedback. We show that variation of the delay time and the feedback strength can lead either…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
We introduce and study a fractional version of the Skellam process of order $k$ by time-changing it with an independent inverse stable subordinator. We call it the fractional Skellam process of order $k$ (FSPoK). An integral representation…
In bipartite consensus tracking (BCT) tasks for nonlinear multiagent systems, stochastic disturbances and actuator faults are regarded as essential factors that hamper effective controller formulation and tracking precision improvement. To…
Self-Exciting models are statistical models of count data where the probability of an event occurring is influenced by the history of the process. In particular, self-exciting spatio-temporal models allow for spatial dependence as well as…
Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…
The collective behavior of a binary mixture of polar self-propelled particles (SPPs) with different motile properties is studied. The binary mixture consists of slow-moving SPPs (sSPPs) of fixed velocity $v_s$ and fast-moving SPPs (fSPPs)…
This paper discusses the stability analysis of linear parameter varying systems with a parameter-dependent delay where the parameters are assumed to be stochastic piecewise constants under spontaneous Poissonian jumps. Based on stochastic…
We report on a novel behavior of solitary localized structures in a real Swift-Hohenberg equation subjected to a delayed feedback. We shall show that variation in the product of the delay time and the feedback strength leads to nontrivial…
In this paper we present a study of pattern formation in bidimensional systems with competing short-range attractive and long-range repulsive interactions. The interaction parameters are chosen in such a way to analyse two different…
We propose a Lawson-time-splitting extended Fourier pseudospectral (LTSeFP) method for the numerical integration of the Gross-Pitaevskii equation with time-dependent potential that is of low regularity in space. For the spatial…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We investigate through extensive molecular dynamics simulations the fragmentation process of two-dimensional Lennard-Jones systems. After thermalization, the fragmentation is initiated by a sudden increment to the radial component of the…