相关论文: Tilted stable subordinators, Gamma time changes an…

We study regenerative processes time-changed by state-dependent inverse subordinators. The construction assigns possibly different independent subordinators to measurable classes of excursions and builds a random clock from the…

This paper develops some general calculus for GGC and Dirichlet process means functionals. It then proceeds via an investigation of positive Linnik random variables, and more generally random variables derived from compositions of a stable…

We study the joint moments of occupation times on the legs of a diffusion spider. Specifically, we give a recursive formula for the Laplace transform of the joint moments, which extends earlier results for a one-dimensional diffusion. For a…

We show that if $(X_s, s\geq 0)$ is a right-continuous process, $Y_t=\int_0^t\d s X_s$ its integral process and $\tau = (\tau_{\ell}, \ell \geq 0)$ a subordinator, then the time-changed process $(Y_{\tau_{\ell}}, \ell\geq 0)$ allows to…

In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…

Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes. The key role is played by these…

During their lifetimes, individuals in populations pass through different states, and the notion of an occupancy time describes the amount of time an individual spends in a given set of states. Questions related to this idea were studied in…

In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles…

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where…

We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…

Previously, we demonstrated that the dynamics of kicked spin chains possess a remarkable duality property. The trace of the unitary evolution operator for $N$ spins at time $T$ is related to one of a non-unitary evolution operator for $T$…

We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time…

The interest in quantum walks has been steadily increasing during the last two decades. It is still worth to present new forms of quantum walks that might find practical applications and new physical behaviors. In this work, we define…

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…

This paper investigates the stability of a class of differential systems time-changed by $E_{t}$ which is the inverse of a $\beta$-stable subordinator. In order to explore stability, a time-changed Gronwall's inequality and a generalized…

External and internal factors may cause a system's parameter to vary with time before it stabilizes. This drift induces a regime shift when the parameter crosses a bifurcation. Here, we study the case of an infinite dimensional system: a…

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…