相关论文: Hammersley's process with sources and sinks
For each $\lambda>0$ and every square-integrable infinitely-divisible (ID) distribution there exists at least one stationary stochastic process $t\mapsto X_t$ with the specified distribution for $X_1$ and with first-order autoregressive…
Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…
The second law of thermodynamics states that for a thermally isolated system entropy never decreases. Most physical processes we observe in nature involve variations of macroscopic quantities over spatial and temporal scales much larger…
Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…
We consider the asymptotic evolution of a relativistic spin-1/2-particle. i.e. a particle whose wavefunction satisfies the Dirac equation with external static potential. We prove that the probability for the particle crossing a (detector)…
We study the Hausdorff dimension of self-similar sets and measures on the line. We show that if the dimension is smaller than the minimum of 1 and the similarity dimension, then at small scales there are super-exponentially close cylinders.…
Finite excursions away from zero of a spectrally positive compound Poisson process with a negative drift can always be decomposed into two parts lying above and below zero, respectively. This paper is concerned with the asymptotic…
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards…
Consider $n$ independent Goldstein-Kac telegraph processes $X_1(t), \dots ,X_n(t), \; n\ge 2, \; t\ge 0,$ on the real line $\Bbb R$. Each the process $X_k(t), \; k=1,\dots,n,$ describes a stochastic motion at constant finite speed $c_k>0$…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…
We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…
We study nonequilibrium steady states in the Lorentz gas of periodic scatterers when an external field is applied and the particle kinetic energy is held fixed by a ``thermostat'' constructed according to Gauss' principle of least…
In this work we show that the latest LHC data on multiplicity moments $C_2-C_5$ are well described by a two-step model in the form of a convolution of the Poisson distribution with energy-dependent source function. For the source function…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
Consider the point process (in $\mathbb{R}^d$) of local maxima of smooth Gaussian fields, with sufficient decay of correlation at infinity, above a level $u$. We show that this point process, rescaled appropriately, converges weakly to a…
We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…
The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…
The main objective of this paper is a study of the asymptotic behavior of distributional solutions to the one-dimensional repulsive pressureless Euler-Poisson system. The system is a model for the dynamics of a mass distribution evolving on…
The topics of source seeking and Newton-based extremum seeking have flourished, independently, but never combined. We present the first Newton-based source seeking algorithm. The algorithm employs forward velocity tuning, as in the very…