相关论文: A J-function for inhomogeneous point processes

In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic…

We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…

In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic…

In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle. This one is…

During the past few years, nonextensive statistics has been successfully applied to explain many different kinds of systems. Through these studies some interpretations of the entropic parameter q, which has major role in this statistics, in…

This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…

In his work on stress functions Maxwell noted that given a planar truss the internal force distribution may be described by a piecewise linear, $C^0$ continuous version of the Airy stress function. Later Williams and McRobie proposed that…

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…

We consider steady-state current activity statistics for the one-dimensional totally asymmetric simple exclusion process (TASEP). With the help of the known operator algebra (for general open boundary conditions), as well as general…

We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…

Based on a quantum mechanical approach, we investigate moment- (or M-) indeterminate probability densities by way of the characteristic function and self-adjoint operators. The approach leads to new methods to construct classes of…

We study the effects of local inhomogeneities, i.e., slow sites of hopping rate $q<1$, in a totally asymmetric simple exclusion process (TASEP) for particles of size $\ell \geq 1$ (in units of the lattice spacing). We compare the simulation…

Self-gravitating system are non-equilibrium a priory. A new approach is proposed, which employs a non-equilibrium statistical operator into account inhomogeneous distribution of particles and temperature. The method involves the saddle -…

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

We study the generic non-equilibrium steady states in asymmetric exclusion processes on a closed network with bottlenecks. To this end we proposes and study closed simple networks with multiply-connected non-identical junctions. Depending…

The exact solution for a system with two-particle annihilation and decoagulation has been studied. The spectrum of the Hamiltonian of the system is found. It is shown that the steady state is two-fold degenerate. The average number density…

For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…

An explicit solution of non-critical time-homogeneous branching processes is described.