相关论文: On Adjoint Additive Processes

We show that when an individual particle is dragged through an assembly of other particles in the presence of quenched disorder, a viscous decoupling transition occurs between the dragged particle and the surrounding particles which is…

When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by…

In time Petri nets (TPNs), time and control are tightly connected: time measurement for a transition starts only when all resources needed to fire it are available. Further, upper bounds on duration of enabledness can force transitions to…

Metallic states near the Mott insulator show a variety of quantum phases including various magnetic, charge ordered states and high-temperature superconductivity in various transition metal oxides and organic solids. The emergence of a…

Thermophoresis is the process of particles moving along a temperature gradient in thermodynamic systems. Even though it has been studied for over 150 years, there is neither a complete theoretical description of thermophoresis in liquids…

In the realm of Continuum Physics, material bodies are realized as continous media and so-called extensive quantities, such as mass, momentum and energy, are monitored through the fields of their densities, which are related by balance laws…

Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…

We present simple general conditions on the acceptance sets under which their induced monetary risk and deviation measures are comonotonic additive. We show that acceptance sets induce comonotonic additive risk measures if and only if the…

Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

Let $\xi=(\xi_t)$ be a locally finite $(2,\beta)$-superprocess in $\RR^d$ with $\beta<1$ and $d>2/\beta$. Then for any fixed $t>0$, the random measure $\xi_t$ can be a.s. approximated by suitably normalized restrictions of Lebesgue measure…

An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of…

In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely…

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…

Let $X_1, X_2,\ldots$ be random elements of the Skorokhod space $D(\mathbb{R})$ and $\xi_1, \xi_2, \ldots$ positive random variables such that the pairs $(X_1,\xi_1), (X_2,\xi_2),\ldots$ are independent and identically distributed. The…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

We consider two independent Goldstein-Kac telegraph processes $X_1(t)$ and $X_2(t)$ on the real line $\Bbb R$, both developing with finite constant speed $c>0$, that, at the initial time instant $t=0$, simultaneously start from the origin…