Related papers: State-dependent inverse-subordinator time changes …
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…
We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…
We study the phenomenon of composite operator renormalization and mixing in systems where time-translational invariance is broken and the evolution is out-of-equilibrium. We show that composite operators mix also through non-local memory…
We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…
Following previous investigations by {\"U}st{\"u}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random change of time is invertible on the Poisson space. As a…
Temporal autocorrelation functions for avalanches in the Bak-Sneppen model display aging behavior similar to glassy systems. Numerical simulations show that they decay as power laws with two distinct regimes separated by a time scale which…
This paper analyses a system subject to multiple dependent degradation processes. Degradation processes start at random times following a non homogeneous Poisson process and next dependently propagate. The growth of these degradation…
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where…
In this paper, we study the fractional Poisson process (FPP) time-changed by an independent L\'evy subordinator and the inverse of the L\'evy subordinator, which we call TCFPP-I and TCFPP-II, respectively. Various distributional properties…
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos…
In this paper we will take under consideration subordinators and their inverse processes (hitting-times). We will present in general the governing equations of such processes by means of convolution-type integro-differential operators…
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…
We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^\zeta$ for a ``generator'' matrix $G$ and strength parameter $\zeta>0$. In these chains,…
Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…