相关论文: On Permanental Processes
This paper presents a simple generalization of causal consistency suited to any object defined by a sequential specification. As causality is captured by a partial order on the set of operations issued by the processes on shared objects…
Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the…
Elementary transformations of equations $A\psi=\lambda\psi$ are considered. The invertibility condition (Theorem 1) is established and similar transformations of Riccati equations in the case of second order differential operator $A$ are…
We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.
We introduce the boson and the fermion point processes from the elementary quantum mechanical point of view. That is, we consider quantum statistical mechanics of canonical ensemble for a fixed number of particles which obey Bose-Einstein,…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
Dissipative processes in physics are usually associated with non-unitary actions. However, the important resource of entanglement is not invariant under general unitary transformations, and is thus susceptible to unitary "dissipation". In…
The review is devoted to the elucidation of the basic problems arising in the theoretical investigation of systems with Bose-Einstein condensate. Understanding these challenging problems is necessary for the correct description of…
Several stochastic processes related to transient L\'evy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.'' We investigate the most general Girsanov transformation…
This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
We study perpetuities of a special type related to the size-biased distributions. Necessary and sufficient conditions of their existence and uniqueness are obtained. A crucial point in proving all results is a close connection between…
In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
We study nonnegative, measure-valued solutions to nonlinear drift type equations modelling concentration phenomena related to Bose-Einstein particles. In one spatial dimension, we prove existence and uniqueness for measure solutions.…