相关论文: Subordinated Compound Poisson processes of order $…

Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…

This paper introduces a variable-order stable subordinator (VOSS) $S^{\alpha(t)}(t)$ with index $\alpha(t)\in(0,1)$, where $\alpha(t)$ is a right-continuous piecewise constant function. We drive the Generalized Space-Fractional Poisson…

We consider two fractional versions of a family of nonnegative integer valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equations, and we show the overdispersion of these processes. As…

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

This paper focuses on studying the long-time dynamics of the subordination process for a range of linear evolution equations, with a special emphasis on the fractional heat equation. By treating inverse subordinators as random time…

Conjugate partial-symmetric (CPS) tensor is a generalization of Hermitian matrices. For the CPS tensor decomposition some properties are presented. For real CPS tensors in particular, we note the subtle difference from the complex case of…

In this article, the infinite series form of the probability densities of tempered stable and inverse tempered stable subordinators are obtained using Mellin transform. Further, the densities of the products and quotients of stable and…

I recently proposed a method of bosonization valid for systems of an even number of fermions whose partition function is dominated at low energy by bosonic composites. This method respects all symmetries, in particular fermion number…

The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…

We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely…

Let $G_{k,n}$ be a group of permutations of $kn$ objects which permutes things independently in disjoint blocks of size $k$ and then permutes the blocks. We investigate the probabilistic and/or enumerative aspects of random elements of…

A range of percolation models of cluster systems of composites is discussed. In the models the parameters of the clusters of a substance and inner boundaries were obtained by the Monte Carlo method, and the possibility of affecting the…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Generalizing earlier works of Delbaen & Haezendonck [5] as well as of [18] and [16] for given compound mixed renewal process S under a probability measure P, we characterize all those probability measures Q on the domain of P such that Q…

Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…

We construct a simple combinatorially-defined representation of $\mathfrak{sl}_2$ which respects the order structure of the weak order on the symmetric group. This is used to resolve a conjecture of Stanley that the weak order has the…

Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…

Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergstr\"om -type asymptotic…

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing distribution as well as to the mixed Poisson process in the sense of Huang is obtained, and a…