Related papers: Generalized Schr\"oder-type functional equations f…
A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<\beta\leq 1$, $\alpha >0$ and a time scale parameter.…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…
It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…
In this paper, we study the relativistic Boltzmann equation in the spatially flat Robertson-Walker spacetime. For a certain class of scattering kernels, global existence of classical solutions is proved. We use the standard method of Illner…
In this work, we study asymptotics of the genealogy of Galton--Watson processes conditioned on the total progeny. We consider a fixed, aperiodic and critical offspring distribution such that the rescaled Galton--Watson processes converges…
In this first of a series of four articles, it is shown how a hamiltonian quantum dynamics can be formulated based on a generalization of classical probability theory using the notion of quasi-invariant measures on the classical phase space…
The Weibull function is widely used to describe skew distributions observed in nature. However, the origin of this ubiquity is not always obvious to explain. In the present paper, we consider the well-known Galton-Watson branching process…
Recently, it has been shown that the generalized symmetric Woods-Saxon potential energy, in which surface interaction terms are taken into account, describes the physical processes better than the standard form. Therefore in this study, we…
We consider the totally asymmetric simple exclusion process with initial conditions generating a shock. The fluctuations of particle positions are asymptotically governed by the randomness around the two characteristic lines joining at the…
We present the elliptical processes -- a family of non-parametric probabilistic models that subsumes the Gaussian process and the Student-t process. This generalization includes a range of new fat-tailed behaviors yet retains computational…
We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.
Cloning, or approximate cloning, is one of basic operations in quantum information processing. In this paper, we deal with cloning of classical states, or probability distribution in asymptotic setting. We study the quality of the…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
The semiclassically scaled time-dependent multi-particle Schr\"odinger equation describes, inter alia, quantum dynamics of nuclei in a molecule. It poses the combined computational challenges of high oscillations and high dimensions. This…
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 present elliptical processes, a family of non-parametric probabilistic models that subsume Gaussian processes and Student's t processes. This generalization includes a range of new heavy-tailed behaviors while retaining computational…