相关论文: Stochastic dynamics of generalized planar random m…

We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…

We consider a super-Brownian motion $\{X_t, t\geq 0\}$ in a random environment described by a centered Gaussian field $\{W(t,x),t\geq 0, x\in\mathbb{R}^d\}$ whose correlation function is given by $\mathcal{C} (x,y)(t \wedge s)$. The process…

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

We investigate velocity statistics of homogeneous inelastic gases using the Boltzmann equation. Employing an approximate uniform collision rate, we obtain analytic results valid in arbitrary dimension. In the freely evolving case, the…

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…

We introduce and study a natural multispecies variant of the inhomogeneous PushTASEP with site-dependent rates on the finite ring. We show that the stationary distribution of this process is proportional to the ASEP polynomials at $q = 1$…

Many stochastic systems in physics and biology are investigated by recording the two-dimensional (2D) positions of a moving test particle in regular time intervals. The resulting sample trajectories are then used to induce the properties of…

We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear transformations of Cauchy random variables which preserve…

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

We study the Lagrangian dynamics of semi-flexible macromolecules in laminar as well as in homogeneous and isotropic turbulent flows by means of analytically solvable stochastic models and direct numerical simulations. The statistics of the…

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

A wide range of physical problems can be described by randomly-oriented linear trajectories, including any system of objects, organisms, particles, or rays that follow a linear path. Dependent upon the particular random variables that…

In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes $\{X(Y(t)) : t \in [0, \infty)\}$, where $\{X(t) : t \in \mathbb{R} \}$ is a centered Gaussian process and $\{Y(t): t…

We consider the limiting behavior of the count of subgraphs isomorphic to a graph $G$ with $m\geq 0$ fixed endpoints (or roots) in the random-connection model, as the intensity $\lambda$ of the underlying Poisson point process tends to…

In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…

This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson-Kac processes and L\'evy walks are…

In this paper, we introduce a family of discrete rectangular uniform distributions on the natural numbers-referred to as orthogonal dice-characterized by the property that their means equal their variances. These distributions arise…