Related papers: State-dependent inverse-subordinator time changes …
This paper deals into the long-term behavior of subordinated critical branching processes with migration. We focus on scenarios where emigration is the dominant factor and introduce additional randomness in timing through a subordination…
In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…
The occupation time of an age-dependent branching particle system in $\Rd$ is considered, where the initial population is a Poisson random field and the particles are subject to symmetric $\alpha$-stable migration, critical binary branching…
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…
In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point…
We show that a large class of stationary continuous-time regenerative processes are finitarily isomorphic to one another. The key is showing that any stationary renewal point process whose jump distribution is absolutely continuous with…
We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely…
We present the theory of time-dependent point transformations to find independent dynamical normal modes for 2D systems subjected to time-dependent control in the limit of small oscillations. The condition that determines if the independent…
In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
In quantum mechanics, time is introduced as a non-measurable quantity, as there is no possibility to build a hermitian operator canonically conjugated to the Hamiltonian. We cannot have, therefore, the time operator, which means that the…
We introduce a variation of the discrete time quantum walk, the nonreversal quantum walk, which does not step back onto a position which it has just occupied. This allows us to simulate a dimer and we achieve it by introducing a new type of…
We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
We study the intermittent behavior of the energy decay and linear magnetic response of a glassy system during isothermal aging after a deep thermal quench using the Edward-Anderson spin glass model as a paradigmatic example. The large…
We solve an adaptive search model where a random walker or L\'evy flight stochastically resets to previously visited sites on a $d$-dimensional lattice containing one trapping site. Due to reinforcement, a phase transition occurs when the…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
We study termination time and recurrence time in programs with unbounded recursion, which are either randomized or operate on some statistically quantified inputs. As the underlying formal model for such programs we use probabilistic…
We study the collective behaviour of an ensemble of coupled motile elements whose interactions depend on time and are alternatively attractive or repulsive. The evolution of interactions is driven by individual internal variables with…