Related papers: Quasi-product forms for Levy-driven fluid networks
After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the square integrable pure-jump Levy process as the fractional…
A recent analysis of empirical limit order flow data highlights the necessity for a more refined order flow model that integrates the power-law distribution of limit order cancellation times. These cancellation times follow a discrete…
We establish and discuss {\em a priori} estimates on subgrid stress and subgrid flux for filtering schemes used in the turbulence modelling method of Large-Eddy Simulation (LES). Our estimates are derived as rigorous consequences of the…
We present an approach for flux analysis in process algebra models of biological systems. We perceive flux as the flow of resources in stochastic simulations. We resort to an established correspondence between event structures, a broadly…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing…
Turbulent cascades characterize the transfer of energy injected by a random force at large scales towards the small scales. In hydrodynamic turbulence, when the Reynolds number is large, the velocity field of the fluid becomes irregular and…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…
We develop a stochastic model for the velocity gradients dynamics along a Lagrangian trajectory. Comparing with different attempts proposed in the literature, the present model, at the cost of introducing a free parameter known in…
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…
The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…
We provide a probabilistic analysis of the upwind scheme for multi-dimensional transport equations. We associate a Markov chain with the numerical scheme and then obtain a backward representation formula of Kolmogorov type for the numerical…
Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…
We study quasi-stationary distribution of the continuous-state branching process with competition introduced in Berestycki, Fittipaldi and Fontbona\ (Probab. Theory Relat. Fields, 2018). This process is constructed as the unique strong…
We study the vortex dynamics in an evolutive flow. We carry out the statistical analysis of the resulting time series by means of the joint use of a compression and an entropy diffusion method. This approach to complexity makes it possible…
Abundant interfacial phenomena in nature, such as water droplets on lotus leaves and water transport in plant vessels, originate from partial-wetting phenomena, which can be well described by Young's equation. It remains an intriguing…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…