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This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…
As a sequel to our previous work\cite{Feng2020}, we propose in this paper a quantization scheme for Dirac field in de Sitter spacetime. Our scheme is covariant under both general transformations and Lorentz transformations. We first present…
The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and temporal behaviour do not characterize the finite-dimensional…
We show that a nontrivial topologies of the spatial section of Minkowski space-time allow for motion of a charged particle under quantum vacuum fluctuations of the electromagnetic field. This is a potentially observable effect of these…
For fixed functions $G,H:[0,\infty)\to[0,\infty)$, consider the rotationally invariant probability density on $\mathbb{R}^n$ of the form \[ \mu^n(ds) = \frac{1}{Z_n} G(\|s\|_2)\, e^{ - n H( \|s\|_2)} ds. \] We show that when $n$ is large,…
A review on the main results concerning the algebraic and differential properties of the averaging and coordination operators and the properties of the space-time averages of macroscopic gravity is given. The algebraic and differential…
Covariance functions are the core of spatial statistics, stochastic processes, machine learning as well as many other theoretical and applied disciplines. The properties of the covariance function at small and large distances determine the…
We revisited the problem of heavy particles suspended in homogeneous box turbulence flow subjected to rotation along the vertical axis, which introduces anisotropy along the vertical and horizontal planes. We investigate the effect of the…
For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…
This paper develops a framework for the estimation of the functional mean and the functional principal components when the functions form a random field. More specifically, the data we study consist of curves $X(\mathbf{s}_k;t),t\in[0,T]$,…
We provide a novel approach to model space-time random fields where the temporal argument is decomposed into two parts. The former captures the linear argument, which is related, for instance, to the annual evolution of the field. The…
The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…
This paper treats the global existence question for a collection of general relativistic collisionless particles, all having the same mass. The spacetimes considered are globally hyperbolic, with Cauchy surface a 3-torus. Furthermore, the…
The dynamics of macroscopically homogeneous sheared suspensions of neutrally buoyant, non-Brownian spheres is investigated in the limit of vanishingly small Reynolds numbers using Stokesian dynamics. We show that the complex dynamics of…
We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean…
Diffusion in a one dimensional random force field leads to interesting localisation effects, which we study using the equivalence with a directed walk model with traps. We show that although the average dispersion of positions $\bar{< x^2 >…
Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…
Time-averaged two-point currents are derived and shown to be spatially invariant within domains of local translation or inversion symmetry for arbitrary time-periodic quantum systems in one dimension. These currents are shown to provide a…
We present a local framework for investigating non-unitary evolution groups pertinent to effective field theories in general semi-classical spacetimes. Our approach is based on a rigorous local stability analysis of the algebra of…