相关论文: The pilgrim process

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…

We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

Using the matrix product formalism we formulate a natural p-species generalization of the asymmetric simple exclusion process. In this model particles hop with their own specific rate and fast particles can overtake slow ones with a rate…

We study the dynamics of a predator-prey system in a random environment. The dynamics evolves according to a deterministic Lotka-Volterra system for an exponential random time after which it switches to a different deterministic…

We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

We propose a misanthrope process, defined on a ring, which realizes the totally asymmetric simple exclusion process with open boundaries. In the misanthrope process, particles have no exclusion interactions in contrast to those in the…

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

In this paper, we consider the occupancy distribution for an open network of infinite server queues with multivariate batch arrivals following a non-homogeneous Poisson process, and general service time distributions. We derive a…

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

We study the asymptotic behavior of ruin probabilities, as the initial reserve goes to infinity, for a reserve process model where claims arrive according to a renewal process, while between the claim times the process has the dynamics of…

We consider a birth and death process in which death is due to both `natural death' and to competition between individuals, modelled as a quadratic function of population size. The resulting `logistic branching process' has been proposed as…

We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…

We study a $d$-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function $h$ for the killed process and then…

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…

We sketch a process algebra with data and probability distributions. This allows to combine two very powerful abstraction mechanisms namely non-deterministic choice and probabilities. However, it is not clear how to define an appropriate…

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…