Related papers: Finitary codings and stochastic domination for Poi…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
It has been shown by van den Berg and Steif that the sub-critical Ising model on $\mathbb{Z}^d$ is a finitary factor of a finite-valued i.i.d. process. We strengthen this by showing that the factor map can be made to have finite expected…
The problem of what moments can exist for the coding radius of a finitary map between two i.i.d. processes, has been extensively studied in the case of $\mathbb{Z}$-processes. Here we treat this problem for factor maps between…
Recently it has been shown that all non-trivial closed permutation groups containing the automorphism group of the random poset are generated by two types of permutations: the first type are permutations turning the order upside down, and…
We introduce stochastic and quantum finite-state transducers as computation-theoretic models of classical stochastic and quantum finitary processes. Formal process languages, representing the distribution over a process's behaviors, are…
In this work we show that the prime distribution is deterministic. Indeed the set of prime numbers P can be expressed in terms of two subsets of N using three specific selection rules, acting on two sets of prime candidates. The prime…
We study how iterated convolutions of probability measures compare under stochastic domination. We give necessary and sufficient conditions for the existence of an integer $n$ such that $\mu^{*n}$ is stochastically dominated by $\nu^{*n}$…
Let each point of a homogeneous Poisson process in R^d independently be equipped with a random number of stubs (half-edges) according to a given probability distribution mu on the positive integers. We consider translation-invariant schemes…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
For branching processes, the generating functions for limit distributions of so-called ratios of probabilities of rare events satisfy the Schr\"oder-type integral-functional equations. Excepting limited special cases, the corresponding…
As part of a general theory for the isomorphism problem for actions of amenable groups, Ornstein and Weiss (J. Anal. Math. 48:1-141,1987) proved that any two Poisson point processes are isomorphic as measure-preserving actions. We give an…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…
This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…
In this paper, we consider a fractional Poisson random field (FPRF) on positive plane. It is defined as a process whose one dimensional distribution is the solution of a system of fractional partial differential equations. A time-changed…
We establish asymptotic expansions for factorial moments of following distributions: number of cycles in a random permutation, number of inversions in a random permutation, and number of comparisons used by the randomized quick sort…
The Poisson process is one of the simplest stochastic processes defined in continuous time, having interesting mathematical properties, leading, in many situations, to applications mathematically treatable. One of the limitations of the…
For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of…