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We refine previous results concerning the Renewal Contact Processes. We significantly widen the family of distributions for the interarrival times for which the critical value can be shown to be strictly positive. The result now holds for…

Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable…

概率论 · 数学 2015-10-06 Ofer Busani

We study the linear response to an external perturbation of a renewal process, in an aging condition that, with no perturbation, would yield super-diffusion. We use the phenomenological approach to the linear response adopted in earlier…

统计力学 · 物理学 2007-05-23 Paolo Allegrini , Gianluca Ascolani , Mauro Bologna , Paolo Grigolini

We show that a large class of stationary continuous-time regenerative processes are finitarily isomorphic to one another. The key is showing that any stationary renewal point process whose jump distribution is absolutely continuous with…

概率论 · 数学 2019-12-10 Yinon Spinka

It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…

概率论 · 数学 2007-05-23 Francesco Mainardi , Rudolf Gorenflo , Enrico Scalas

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

概率论 · 数学 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

Let $F$ be a distribution function on the line in the domain of attraction of a stable law with exponent $\alpha\in(0,1/2]$. We establish the strong renewal theorem for a random walk $S_1,S_2,\ldots$ with step distribution $F$, by extending…

概率论 · 数学 2015-05-29 Zhiyi Chi

We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…

数学物理 · 物理学 2019-04-11 Marco Zamparo

If the inter-arrival time distribution of a renewal process is regularly varying with index $\alpha\in\left( 0,1\right) $ (i.e. the inter-arrival times have infinite mean) and if $A\left( t\right) $ is the associated age process at time…

概率论 · 数学 2015-03-31 Jose Blanchet , Peter Glynn , Hermann Thorisson

In this paper, we consider an age-structured jump model that arises as a description of continuous time random walks with infinite mean waiting time between jumps. We prove that under a suitable rescaling, this equation converges in the…

偏微分方程分析 · 数学 2026-01-14 Hugues Berry , Pierre Gabriel , Thomas Lepoutre , Nathan Quiblier

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

概率论 · 数学 2015-03-17 Zsolt Pajor-Gyulai , Domokos Szász

We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We show that the system of particles, rescaled in an appropriate way, converges in distribution to a scaling limit…

概率论 · 数学 2016-05-02 Marcel Ortgiese , Matthew I. Roberts

We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the…

概率论 · 数学 2022-07-22 Kosuke Yamato

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

概率论 · 数学 2017-03-16 Zhiyi Chi

The Pitman-Yor process is a random discrete probability distribution of which the atoms can be used to model the relative abundance of species. The process is indexed by a type parameter $\sigma$, which controls the number of different…

统计理论 · 数学 2022-08-31 S. E. M. P. Franssen , A. W. van der Vaart

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

概率论 · 数学 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

We study time averages of single particle trajectories in scale free anomalous diffusion processes, in which the measurement starts at some time t_a>0 after initiation of the process at the time origin, t=0. Using ageing renewal theory we…

统计力学 · 物理学 2012-04-05 Johannes Schulz , Eli Barkai , Ralf Metzler

We present a new model for seed banks, where direct ancestors of individuals may have lived in the near as well as the very far past. The classical Wright-Fisher model, as well as a seed bank model with bounded age distribution considered…

概率论 · 数学 2013-07-02 Jochen Blath , Adrian González Casanova , Noemi Kurt , Dario Spanò

We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…

概率论 · 数学 2023-03-28 Luisa Beghin , Lorenzo Cristofaro , Roberto Garrappa

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

统计力学 · 物理学 2009-11-11 Tobias Prager , Lutz Schimansky-Geier