Related papers: Random telegraph processes with non-local memory
Thank you very much for the attention and concern of colleagues and scholars in this work. With the comments and guidance of experts, editors, and reviewers, this work has been accepted for publishing in the journal "Process Safety and…
We investigate the concept of an asymptotic e-process, which is a doubly-indexed stochastic process $(E_{m,n})_{m,n\in\mathbb{N}}$ that possesses, asymptotically for an approximation index $m\to\infty$, the properties of an e-process along…
Predicting irregularly spaced event sequences with discrete marks poses significant challenges due to the complex, asynchronous dependencies embedded within continuous-time data streams.Existing sequential approaches capture dependencies…
In this paper we investigate the application of non-local graph entropy to evolving and dynamical graphs. The measure is based upon the notion of Markov diffusion on a graph, and relies on the entropy applied to trajectories originating at…
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…
Stochastic processes with long memories, known as long memory processes, are ubiquitous in various science and engineering problems. Superposing Markovian stochastic processes generates a non-Markovian long memory process serving as…
Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
A continuous-time graph signal can be viewed as a time series of graph signals. It generalizes both the classical continuous-time signal and ordinary graph signal. Therefore, such a signal can be considered as a function on two domains: the…
Systems that are driven by a randomly timed, external protocol can seemingly violate the second law of thermodynamics. We show that this thermodynamic paradox is resolved if the outcome of the random time is stored in a memory device.…
We study correlations of multiplicative functions taken along deterministic sequences and sequences that satisfy certain linear independence assumptions. The results obtained extend recent results of Tao and Ter\"av\"ainen and results of…
We exactly calculate two-point spatial correlation functions in steady state in a broad class of conserved-mass transport processes, which are governed by chipping, diffusion and coalescence of masses. We find that the spatial correlations…
An investigation of two-time correlation functions is reported within the framework of (i) Stochastic Quantum Mechanics and (ii) conventional Heisenberg-Schr\"odinger Quantum Mechanics. The spectral functions associated with the two-time…
We propose an optimized algorithm for the numerical simulation of two-time correlation functions by means of stochastic wave functions. As a first application, we investigate the two-time correlation function of a nonlinear optical…
In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
In this letter we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb gas language, in…
We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain generalized Galton-Watson trees, we show that the marginal…
The two-parameter dynamical replica theory (2-DRT) is applied to investigate retrieval properties of non-monotonic associative memory, a model which lacks thermodynamic potential functions. 2-DRT reproduces dynamical properties of the model…
Temporal point processes (TPPs) are stochastic process models used to characterize event sequences occurring in continuous time. Traditional statistical TPPs have a long-standing history, with numerous models proposed and successfully…