Related papers: Inter-arrival time distribution for the non-homoge…
This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability…
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…
The phase space of a noncanonical Hamiltonian system is partially inaccessible due to dynamical constraints (Casimir invariants) arising from the kernel of the Poisson tensor. When an ensemble of noncanonical Hamiltonian systems is allowed…
A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…
Results of numerical procedure of constructing confidence intervals for parameter of the Poisson distribution of signal events in the presence of background events with known value of parameter of Poisson distribution are presented. It is…
In a functional setting, we propose two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the empirical variance of the…
A family of non-equilibrium statistical operators (NSO) is introduced which differ by the system lifetime distribution over which the quasi-equilibrium (relevant) distribution is averaged. This changes the form of the source in the…
We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…
Effects of the adsorption-desorption process on the immittance response of an electrolytic cell are theoretically investigated in the framework of the diffusional Poisson-Nernst-Planck (PNP) continuum model, when the generation and…
In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…
We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…
Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these works are generally restricted to the assumption of…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
In this paper, we consider a network of rate proportional processor sharing servers in which sessions with long-tailed duration arrive as Poisson processes. In particular, we assume that a session of type $n$ transmits at a rate $r_n$ bits…
We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…
The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed…
The arrival time statistics of spin-1/2 particles governed by Pauli's equation, and defined by their Bohmian trajectories, show unexpected and very well articulated features. Comparison with other proposed statistics of arrival times that…