相关论文: Poisson Hypothesis for information networks (A stu…

The continuous time Markov process considered in this paper belongs to a class of population models with linear growth and catastrophes. There, the catastrophes happen at the arrival times of a Poisson process, and at each catastrophe time,…

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

This paper is concerned with the long-time dynamical behavior of a piezoelectric system with magnetic effect, which has nonlinear damping terms and external forces with a parameter. At first, we use the nonlinear semigroup theory to prove…

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…

Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

In recent work, Jon Kleinberg considered a small-world network model consisting of a d-dimensional lattice augmented with shortcuts. The probability of a shortcut being present between two points decays as a power of the distance between…

The Hawkes process is a simple point process that has long memory, clustering effect, self-exciting property and is in general non-Markovian. The future evolution of a self-exciting point process is influenced by the timing of the past…

This paper introduces a periodic multivariate Poisson autoregression with potentially infinite memory, with a special focus on the network setting. Using contraction techniques, we study the stability of such a process and provide upper…

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Dynamical systems driven by strong external signals are ubiquituous in nature and engineering. Here we study "echo state networks", networks of a large number of randomly connected nodes, which represent a simple model of a neural network,…

We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Polling systems are a well-established subject in queueing theory. However, their formal treatments generally rely heavily on relatively sophisticated theoretical tools, such as moment generating functions and Laplace transforms, and…

We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…