Related papers: Quasi-product forms for Levy-driven fluid networks

Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…

The models that are based of fractional derivatives should be highlighted among promising new models to describe turbulent fluid flows. In the present work, a steady-state flow in a duct is considered under the condition that the turbulent…

The goal of this paper is to unify the lookdown representation and the stochastic flow of bridges, which are two approaches to construct the $\Lambda$-Fleming-Viot process along with its genealogy. First we introduce the stochastic flow of…

We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.

Intermittent demand fluctuations pose significant challenges in disaster logistics and medical supply systems. In this study, we formulate cumulative demand as a generalized L\'evy process composed of a drift term, Poisson jumps, and…

We obtain a new fluctuation identity for a general L\'{e}vy process giving a quintuple law describing the time of first passage, the time of the last maximum before first passage, the overshoot, the undershoot and the undershoot of the last…

Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

We analyze the behavior of closed product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus on the stationary behavior and prove the conjecture that the…

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

In an effort to understand the fundamental physics of turbulent transport of particles and heat in a tokamak, the floating potential fluctuations in the the scrape-off layer plasma of ohmically heated ADITYA tokamak are analysed for…

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.

We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…

We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the…

This paper studies the workload distribution of a finite-capacity queue driven by a spectrally one-sided Markov additive process (MAP). Our main result provides the Laplace-Stieltjes transform of the workload at an exponentially distributed…

Considering a Manhattan mobility model in vehicle-to-vehicle networks, this work studies a power minimization problem subject to second-order statistical constraints on latency and reliability, captured by a network-wide maximal data queue…

The presence of nonlocal interactions and intermittent signals in the homogeneous isotropic turbulence grant multi-point statistical functions a key role in formulating a new generation of large-eddy simulation (LES) models of higher…