Related papers: Interacting point processes
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…
Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…
We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…
We introduce a general model of stochastically generated matrix product states (MPS) in which the local tensors share a common distribution and form a strictly stationary sequence, without requiring spatial independence. Under natural…
Existing theories of migration either focus on micro- or macroscopic behavior of populations; that is, either the average behavior of entire population is modeled directly, or decisions of individuals are modeled directly. In this work, we…
We consider a branching process with Poissonian immigration where individuals have inheritable types. At rate theta, new individuals singly enter the total population and start a new population which evolves like a supercritical,…
This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
Gaussian processes are a fundamental statistical tool used in a wide range of applications. In the spatio-temporal setting, several families of covariance functions exist to accommodate a wide variety of dependence structures arising in…
In a Markov chain population model subject to catastrophes, random immigration events (birth), promoting growth, are in balance with the effect of binomial catastrophes that cause recurrent mass removal (death). Using a generating function…
Inspired by strict-monotonicity criteria for the time constant in first passage percolation, we investigate convex ordering of point processes in relation to the time constant in first contact percolation. In a nutshell, first contact…
The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…
Spreading from a seed is studied by Monte Carlo simulation on a square lattice with two types of sites affecting the rates of birth and death. These systems exhibit a critical transition between survival and extinction. For time- dependent…
We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…
In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve, reproduce and die independently and, with a probability that…
Photons emitted from the electromagnetic fields of relativistic heavy ions can fluctuate into quark anti-quark pairs and scatter from a target nucleus, emerging as vector mesons. These coherent interactions are identifiable by final states…
In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…