Related papers: Interacting point processes
We study the behaviour of a Schelling-class system in which a fraction $f$ of spatially-fixed switching agents is introduced. This new model allows for multiple interpretations, including: (i) random, non-preferential allocation…
We study the role of phylogenetic trees on correlations in mutation processes. Generally, correlations decay exponentially with the generation number. We find that two distinct regimes of behavior exist. For mutation rates smaller than a…
We show point processes generated in different ways and having different structure, presenting very similar power-law two--point correlation functions at small scales and quite different shapes at large scales.
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…
Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
In this note we study a two-particle bound system (molecule) moving on the positive half-line under the influence of randomly distributed singular two-particle interactions generated by a Poisson process. We give a rigorous definition of…
We consider a population constituted by two types of individuals; each of them can produce offspring in two different islands (as a particular case the islands can be interpreted as active or dormant individuals). We model the evolution of…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the…
We consider here point processes $N^f(t)$, $t>0$, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bern\v{s}tein functions $f$ with L\'evy measure $\nu$. We obtain the general expression of…
In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of…
This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…
In this paper, we study the significance of ecological interactions and separation of birth and death dynamics in stochastic heterogeneous populations via general birth-death processes. Interactions can manifest through the birth dynamics,…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
The paper contains the complete analysis of the Galton-Watson models with immigration, including the processes in the random environment, stationary or non-stationary ones. We also study the branching random walk on $Z^d$ with immigration…
Consider the Markov process taking values in the partitions of N such that each pair of blocks merges at rate one, and each integer is eroded, i.e., becomes a singleton block, at rate d. This is a special case of exchangeable…
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a…
We introduce the Mass Migration Process (MMP), a conservative particle system on ${\mathbb N}^{{\mathbb Z}^d}$. It consists in jumps of $k$ particles ($k\ge 1$) between sites, with a jump rate depending only on the state of the system at…