相关论文: Greedy Clearing of Persistent Poissonian Dust

Infinitely many particles of two types ("plus" and "minus") jump randomly along the one-dimensional lattice $\mathbf{Z}_{\varepsilon}=\varepsilon\mathbf{Z}$. Annihillations occur when two particles of different time occupy the same site.…

We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…

Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

A two-lane exclusion process is studied where particles move in the two lanes in opposite directions and are able to change lanes. The focus is on the steady state behavior in situations where a positive current is constrained to an…

The objective of this paper is to study the filtering problem for a system of partially observable processes $(X, Y)$, where $X$ is a non-Markovian pure-jump process representing the signal and $Y$ is a general jump-diffusion which provides…

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

This paper investigates the second order properties of a stationary process after random sampling. While a short memory process gives always rise to a short memory one, we prove that long-memory can disappear when the sampling law has heavy…

Consider $n+m$ nonintersecting Brownian bridges, with $n$ of them leaving from 0 at time $t=-1$ and returning to 0 at time $t=1$, while the $m$ remaining ones (wanderers) go from $m$ points $a_i$ to $m$ points $b_i$. First, we keep $m$…

Consider a Poisson process on $\mathbb{R}$ with intensity $f$ where $0 \leq f(x)<\infty$ for ${x}\geq 0$ and ${f(x)}=0$ for $x<0$. The "points" of the process represent sleeping frogs. In addition, there is one active frog initially located…

In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…

Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…

Consider a two-type reducible branching Brownian motion in which particles' diffusion coefficients and branching rates are influenced by their types. Here reducible means that type 1 particles can produce particles of type 1 and type 2, but…

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…