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

We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…

We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

A Lie system is a nonautonomous system of first-order differential equations possessing a superposition rule, i.e. a map expressing its general solution in terms of a generic finite family of particular solutions and some constants.…

We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…

We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in…

We study the mean-field limit and stationary distributions of a pulse-coupled network modeling the dynamics of a large neuronal assemblies. Our model takes into account explicitly the intrinsic randomness of firing times, contrasting with…

We analyze quasi-stationary distributions $\{\mu^{\varepsilon}\}_{\varepsilon>0}$ of a family of Markov chains $\{X^{\varepsilon}\}_{\varepsilon>0}$ that are random perturbations of a bounded, continuous map $F:M\to M$, where $M$ is a…

We study the stable attractors of a class of continuous dynamical systems that may be idealized as networks of Boolean elements, with the goal of determining which Boolean attractors, if any, are good approximations of the attractors of…

We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the…

This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that…

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…

An N-dimensional generalization of Nicholson's equation is analyzed. We consider a model including multiple delays, nonlinear coefficients and a nonlinear harvesting term. Inspired by previous results in this subject, we obtain sufficient…

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…