Related papers: Multiple shocks in bricklayers' model
We introduce a class of one-dimensional positive Markov processes generalizing continuous-state branching processes (CBs), by taking into account a phenomenon of random collisions. Besides branching, characterized by a general mechanism…
We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…
We study an open system composed of two parallel totally asymmetric simple exclusion processes with particle attachment and detachment in the bulk. The particles are allowed to change their lane from lane-A to lane-B, but not conversely. We…
Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…
We are interested in recovering information on a stochastic block model from the subgraph discovered by an exploring random walk. Stochastic block models correspond to populations structured into a finite number of types, where two…
The effect of blocking between different species occurring in one dimension is investigated here numerically in the case of particles following branching and annihilating random walk with two offsprings. It is shown that two-dimensional…
An overview is presented of recent work on some statistical problems on multiparticle random walks. We consider a Euclidean, deterministic fractal or disordered lattice and N >> 1 independent random walkers initially (t=0) placed onto the…
We investigate properties of non-translation-invariant measures, describing particle systems on $\bbz$, which are asymptotic to different translation invariant measures on the left and on the right. Often the structure of the transition…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
The state price density of a basket, even under uncorrelated Black-Scholes dynamics, does not allow for a closed from density. (This may be rephrased as statement on the sum of lognormals and is especially annoying for such are used most…
The motion of pedestrian crowds (e.g. for simulation of an evacuation situation) can be modeled as a multi-body system of self driven particles with repulsive interaction. We use a few simple situations to determine the simplest allowed…
The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more…
The contact process is a particular case of birth-and-death processes on infinite particle configurations. We consider the contact models on locally compact separable metric spaces. We prove the existence of a one-parameter set of invariant…
We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…
This paper is concerned with the analysis of a class of impacting systems of relevance in applications: cam-follower systems. We show that these systems, which can be modelled as discontinuously forced impact oscillators, can exhibit…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
We characterize a comprehensive family of $d$-variate exogenous shock models. Analytically, we consider a family of multivariate distribution functions that arises from ordering, idiosyncratically distorting, and finally multiplying the…
We consider dynamic random walks where the nearest neighbour jump rates are determined by an underlying supercritical contact process in equilibrium. This has previously been studied by den Hollander and dos Santos and den Hollander, dos…
The paper considers very general multivariate modifications of Cramer-Lundberg risk model. The claims can be of different types and can arrive in groups. The groups arrival processes within a type have constant intensities. The counting…
The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In…