Related papers: Renewal Processes Represented as Doubly Stochastic…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
We derive conditions under which alternating renewal processes can be used to construct correlated Poisson processes. The pairwise correlation function is also derived, showing that the resulting correlations can be negative. The technique…
Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study a broad class of renewal processes where a variable's value…
This paper considers an Ostwald ripening process in which new droplets are injected at a constant rate, with a fixed distribution of radii, and in which droplets are removed when they grow to a specified maximum radius. This process…
We review the theory of regenerative processes, which are processes that can be intuitively seen as comprising of i.i.d.\ cycles. Although we focus on the classical definition, we present a more general definition that allows for some form…
We extend results on time-rescaled occupation time fluctuation limits of the $(d,\alpha, \beta)$-branching particle system $(0<\alpha \leq 2, 0<\beta \leq 1)$ with Poisson initial condition. The earlier results in the homogeneous case…
In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model,…
Will the strategy of resetting} help a stochastic process to reach its target efficiently, with its environment continually toggling between a strongly favourable and an unfavourable (or weakly favourable) state? A diffusive run-and-tumble…
Continuous determinantal point processes (DPPs) are a class of repulsive point processes on $\mathbb{R}^d$ with many statistical applications. Although an explicit expression of their density is known, it is too complicated to be used…
We present the conditional determinantal point process (DPP) approach to obtain new (mostly Fredholm determinantal) expressions for various eigenvalue statistics in random matrix theory. It is well-known that many (especially $\beta=2$)…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
Unlike most other laws of nature, the second law of thermodynamics is of a statistical nature, according to Boltzmann, meaning that its reliability arises from the vast number of particles present in macroscopic systems. This means that…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…
Following our previous work [68], this paper continues to investigate the evolution dynamics of local times of spectrally positive L\'evy processes with Gaussian components in the spatial direction. We prove that conditioned on the…
The Poisson process of order $i$ is a weighted sum of independent Poisson processes and is used to model the flow of clients in different services. In the paper below we study some extensions of this process, for different forms of the…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
Using the idealized integrable Maxwell-Bloch model, we describe random optical-pulse polarization switching along an active optical medium in the Lambda-configuration with disordered occupation numbers of its lower energy sub-level pair.…