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Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely fractional Brownian motions with $1/2<H<1$. |
We study a particle system naturally associated to the $2$-dimensional Keller-Segel equation. It consists of $N$ Brownian particles in the plane, interacting through a binary attraction in $\theta/(Nr)$, where $r$ stands for the distance between two particles. |
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula. |
We give an injective martingale coupling; in particular, given measures $\mu$ and $\nu$ in convex order on $\mathbb R$ such that $\nu$ is continuous, we construct a martingale transport such that for each $y$ in the support of the target law $\nu$ there is a {\em unique} $x$ in {a support of} the initial law $\mu$ such... |
We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the ergodicity of the environment from the point of view of the particle. |
In Aldous and Shields (1988), a model for a rooted, growing random binary tree was presented. For some c>0, an external vertex splits at rate c^(-i) (and becomes internal) if its distance from the root (depth) is |
The infinite random size-biased order with arbitrary positive size parameters is introduced in terms of independent exponential random variables. We collect basic properties and constructions of the order, some of which belong to the folklore, and show how the order type (e.g. ${\mathbb Z}_{>0}, {\mathbb Q}$ or any... |
Random graphs with a given degree sequence are often constructed using the configuration model, which yields a random multigraph. We may adjust this multigraph by a sequence of switchings, eventually yielding a simple graph. |
We study the relationship between the well-known Carleman's condition guaranteeing that a probability distribution is uniquely determined by its moments, and a recent easily checkable condition on the rate of growth of the moments. We use asymptotic methods in theory of integrals and involve properties of the Lamb... |
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability distributions of smooth functionals of the trajectories of the solutions $\{X^H_t\}_{t\in... |
In this paper, we aim to prove the existence of global Martingale solution to Stochastic Constrained Modified Swift-Hohenberg Equation driven by stratonovich multiplicative noise. This equation belongs to class of amplitude equations which describe the appearance of pattern formation in nature. |
We quantify Prokhorov's Theorem by establishing an explicit formula for the Hausdorff measure of non-compactness (HMNC) for the parametrized Prokhorov metric on the set of Borel probability measures on a Polish space. Furthermore, we quantify the Arzelà-Ascoli Theorem by obtaining upper and lower estimates for the... |
In this paper, we study the reliability of a three-state k-out-of-n:G system. We consider the situation where the system components are non-homogeneous Markov dependent, and we derive a closed-form formula for the system reliability, including increasing three-state k-out-of-n:G system and decreasing three-state k-out... |
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an exponential power rate of convergence whereas the Gumbel distribution gives only... |
An $L^2(R^d)$-valued stochastic N-interacting particle systems is investigated. Existence and uniqueness of solutions for the degenerate nonlinear Fokker-Planck equation for probability measures that corresponds to the mean field limit equation are derived. |
We prove large deviations for $g(t)$-Brownian motion in a complete, evolving Riemannian manifold $M$ with respect to a collection $\{g(t)\}_{t\in [0,1]}$ of Riemannian metrics, smoothly depending on $t$. We show how the large deviations are obtained from the large deviations of the (time-dependent) horizontal lift of ... |
We consider two classes of natural stochastic processes on finite unlabeled graphs. These are Euclidean stochastic optimization algorithms on the adjacency matrix of weighted graphs and a modified version of the Metropolis MCMC algorithm on stochastic block models over unweighted graphs. |
We derive asymptotic upper and lower bounds on the large deviation probability that the level set of the Gaussian free field on $Z^d$, d bigger or equal to three, below a given level disconnects the discrete blow-up of a compact set A from the boundary of the discrete blow-up of a box that contains A, when the level se... |
Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. |
It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the ``spatial operator'' is the L^2-generator of a Lévy process X, a linear SPDE ... |
We study the linear stochastic fractional heat equation $$ <br>\frac{\partial}{\partial t}u(t,x)=-(-\Delta)^{\frac{\alpha}{2}}u(t,x)+\dot{W}(t,x), \quad t>0, \quad x\in\mathbb{R}, $$ where $-(-\Delta)^{\frac{\alpha}{2}}$ denotes the fractional Laplacian with power $\alpha\in (1,2)$, and the driving noise $\dot{W}$ i... |
We consider the general version of Pólya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on $S$. We consider urns with random replacements, and show that these can be regarded... |
Given a countable set of sites and a collection of flip rates at each site, we give a sufficient condition on the long-range dependancies of the flip rates ensuring the well-definedness of the corresponding spin system. This hypothesis has already been widely used since the interacting particle systems were introduced... |
Let $C^*_{\epsilon,S^2}$ denote the cover time of the two dimensional sphere by a Wiener sausage of radius $\epsilon$. We prove that $$\sqrt{C^{*}_{\epsilon,S^2} } -\sqrt{\frac{2A_{S^2}}{\pi}}(\log \epsilon^{-1}-\frac14\log\log \epsilon^{-1})$$ is tight, where $A_{S^2}=4\pi$ denotes the Riemannian area of $S^2$. |
Consider a $1$-dimensional centered Gaussian process $W$ with $\alpha$-Hölder continuous paths on the compact intervals of $\mathbb R_+$ ($\alpha\in ]0,1[$) and $W_0 = 0$, and $X$ the local solution in rough paths sense of Jacobi's equation driven by the signal $W$. The global existence and the uniqueness of the s... |
Ben Arous, Fribergh and Sidoravicius \cite{GAV2014} proved that speed of biased random walk $RW_\lambda$ on a Galton-Watson tree without leaves is strictly decreasing for $\lambda\leq \frac{m_1}{1160},$ where $m_1$ is minimal degree of the Galton-Watson tree. And A\"ıdékon \cite{EA2013} improved this result to $\l... |
We consider a connection-level model of Internet congestion control, introduced by Massoulié and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows present in a network. Here, bandwidth is shared fairly among elastic document transfers according to a weighted $... |
This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$, which generalizes the corresponding results in [2], [3] and [5]. |
We consider the $N$-particle Fleming-Viot process associated to a normally reflected diffusion with soft catalyst killing. The Fleming-Viot multi-colour process is obtained by attaching genetic information to the particles in the Fleming-Viot process. |
We derive an exact formula for the probability that a Brownian path on an annulus does not disconnect the two boundary components of the annulus. The leading asymptotic behavior of this probability is governed by the disconnection exponent obtained by Lawler-Schramm-Werner (2001) using the connection to Schramm-Loewne... |
Let $X=\{X(t):t\geq0\}$ be an operator semistable Lévy process in $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. For an arbitrary Borel set $B\subseteq\mathbb{R}_+$ we interpret the graph $Gr_X(B)=\{(t,X(t)):t\in B\}$ as a semi-selfsimilar process on $\mathbb{R}^{d+1}$,... |
In the present work, we consider a stable one-dimensional gaussian autoregressive model in continous time. Using the limit theorems with logarithmic averaging obtained for continous local martingales, we construct then an estimator of the noise covariance $\sigma^{2}$ and an estimator of $\theta$ different of the one ... |
We consider the Stochastic Differential Equation $X_t = X_0 + \int_0^t b(s,X_s) ds + B_t$, in $\mathbb{R}^d$. We give an example of a drift $b$ such that there does not exist a weak solution, but there exists a solution for almost every realization of the Brownian motion $B$. |
We give a rigorous proof of two phase transitions for a disordered system designed to find large cliques inside Erdos random graphs. Such a system is associated with a conservative probabilistic cellular automaton inspired by the cavity method originally introduced in spin glass theory. |
Diffusion approximations are widely used in the analysis of service systems, providing tractable insights into complex models. While heavy-traffic limit theorems justify these approximations asymptotically, they do not quantify the error when the system is not in the limit regime. |
Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf {Var}(X_i|H_{\le i-1})\le \sigma_i^2$ a.s. for every $i=1,2,...$, where $d>0$ and $... |
A sufficient condition for the uniform modulus of continuity of a random field $X = \{X(t), t \in \R^N\}$ is provided. The result is applicable to random fields with heavy-tailed distribution such as stable random fields. |
Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\mathbb{R}^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem. |
A random walk in $Z_+^2$ spatially homogeneous in the interior, absorbed at the axes, starting from an arbitrary point $(i_0,j_0)$ and with step probabilities drawn on Figure 1 is considered. The trivariate generating function of probabilities that the random walk hits a given point $(i,j)\in Z_+^2$ at a given time $k... |
We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in the $L^1$-distance and provide examples with different drivers. |
Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric Lévy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the Lévy exponent $\psi(\la)$ is regularly varying at infinity with index $1<\beta\leq 2$ and satisfies some additional regularity conditions && \sqrt{h\psi^{2}(1/h)} \lc \int (L^{... |
We study asymptotic distributions of large dimensional random matrices of the form $BB^{*}$, where $B$ is a product of $p$ rectangular random matrices, using free probability and combinatorics of colored labeled noncrossing partitions. These matrices are taken from the set of off-diagonal blocks of the family $\mathca... |
We consider a branching random walk on $\mathbb{Z}$ started by $n$ particles at the origin, where each particle disperses according to a mean-zero random walk with bounded support and reproduces with mean number of offspring $1+\theta/n$. For $t\geq 0$, we study $M_{nt}$, the rightmost position reached by the branchin... |
We propose a method to construct the stochastic integral simultaneously under a non-dominated family of probability measures. Path-by-path, and without referring to a probability measure, we construct a sequence of Lebesgue-Stieltjes integrals whose medial limit coincides with the usual stochastic integral under essen... |
We show that the lift zonoid concept for a probability measure on R^d, introduced in (Koshevoy and Mosler, 1997), leads naturally to a one-to one representation of any interior point of the convex hull of the support of a continuous measure as the barycenter w.r.t. to this measure of either of a half-space, or the whol... |
The blowup in finite time of solutions to SPDEs \begin{equation*} \partial_tu_t(x)=-\phi(-\Delta)u_t(x) <br>+\sigma(u_t(x))\dot{\xi}(t,x), <br>\quad t>0,x\in\mathbb{R}^d, \end{equation*} { is} investigated, where $\dot{\xi}$ could be either a white noise or a colored noise and $\phi:(0,\infty)\to (0,\infty)$ is a Be... |
We study the characteristic function and moments of the integer-valued random variable $\lfloor X+\alpha\rfloor$, where $X$ is a continuous random variables. The results can be regarded as exact versions of Sheppard's correction. |
We introduce and study several random combinatorial billiard trajectories. Such a system, which depends on a fixed parameter $p\in(0,1)$, models a beam of light that travels in a Euclidean space, occasionally randomly reflecting off of a hyperplane in the Coxeter arrangement of an affine Weyl group with some probabili... |
In this paper we consider a connection between the famous Skorohod embedding problem and the Shiryaev inverse problem for the first hitting time distribution of a Brownian motion: given a probability distribution, $F$, find a boundary such that the first hitting time distribution is $F$. By randomizing the initial sta... |
The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this topic is related to the law of the iterated logarithm for the lim sup (LIL) and a... |
We revisit in this short article the hydrostatic limit for the exclusion process with slow boundary. The original proof of this result relies on estimates of the correlation functions. |
In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential equations and the stochastic evolution equation, we get the ergodicity of neutral r... |
The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated with a DDSDE solves a non-linear PDE. |
We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler distance and more general Rényi divergences. |
By using Duhamel's formula, we prove sharp two-sided estimates for the heat kernel of spectral fractional Laplacian with time-dependent gradient perturbation in bounded $C^{1,1}$ domains. Moreover, we also obtain gradient estimate as well as Hölder continuity of the gradient of the heat kernel. |
Consider a Poisson process on $\mathbb{R}$ with intensity $f$ where $0 \leq f(x)<\infty$ for ${x}\geq 0$ and ${f(x)}=0$ for $x<0$. The "points" of the process represent sleeping frogs. |
Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral of the rescaled path, is identified in terms of a stochastic area on a reg... |
The mean time taken by an irreducible Markov chain on a finite state space to hit a target chosen at random according to the stationary distribution does not depend on the initial state of the chain. This mean time is known as Kemeny's constant. |
We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\Omega, {\cal H}, \hat{\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations disturbed by a G-Brownian motion in the sense of quasi surely (q.s.). |
We consider the solution to a stochastic heat equation. This solution is a random function of time and space. |
In this paper, we study central and non-central limit theorems for partial sum of functionals of general stationary Gaussian fields. We apply our result to study drift parameter estimation problems for some stochastic differential equations related to stationary Gaussian processes. |
We prove that homogenous sums inside a fixed discrete Poisson chaos are universal with respect to normal approximations. This result parallels some recent findings, in a Gaussian context, by Nourdin, Peccati and Reinert (2010). |
In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a non-asymptotic optimal bound on the distance between $F$ and $Y$ in terms of the ... |
Consider a homogeneous Poisson point process in a compact convex set in $d$-dimensional Euclidean space which has interior points and contains the origin. The radial spanning tree is constructed by connecting each point of the Poisson point process with its nearest neighbour that is closer to the origin. |
We study systems of differential equations driven by fast-oscillating functions of a Wiener process. In the limit when the frequency of oscillations goes to infinity, we identify the limiting SDE systems which are driven by several independent Wiener processes. |
Results on the behaviour of the rightmost particle in the $n$th generation in the branching random walk are reviewed and the phenomenon of anomalous spreading speeds, noticed recently in related deterministic models, is considered. The relationship between such results and certain coupled reaction-diffusion equations ... |
This contribution investigates asymptotic properties of transient queue length process $$ Q (t)=\max\left(x+X |
Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$ with a common non-degenerate lattice distribution satisfying the central limit the... |
The $(2+1)$D Solid-On-Solid (SOS) model famously exhibits a roughening transition: on an $N\times N$ torus with the height at the origin rooted at $0$, the variance of $h(x)$, the height at $x$, is $O(1)$ at large inverse-temperature $\beta$, vs. $\asymp \log |x|$ at small $\beta$ (as in the Gaussian free field (GFF)).... |
We consider a discrete one-dimensional random interface on the half-space whose height at any positive point is composed of a function of the heights at its two closest neighbours and an independent random noise background. In [AC24], Adhikari and Chatterjee proved for the full-space model that the height function of ... |
Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. These versions of Hilbert's metric originate from cones which are relaxations of the cone of all non-negative functions, in the sense... |
We introduce a modified Galton-Watson process using the framework of an infinite system of particles labeled by $(x,t)$, where $x$ is the rank of the particle born at time $t$. The key assumption concerning the offspring numbers of different particles is that they are independent, but their distributions may depend on... |
In this paper, we present a short proof of the limit of free energy of spherical 2 spin Sherrington-Kirkpatrick (SSK) model without external field. This proof works for all temperatures and is based on the Laplace method of integration and considering a discrete approximation of the whole space. |
We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses of geometrically ergodic Markov processes in terms of inequalities for the non... |
The cut pseudo-metric on the space of graph limits induces an equivalence relation. The quotient space obtained by collapsing each equivalence class to a point is a metric space with appealing analytic properties. |
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. |
We obtain a CLT for $\log|\det(M_n-s_n)|$ where $M_n$ is a scaled Laguerre $\beta$ ensemble and $s_n=d_++\sigma_n n^{-2/3}$ with $d_+$ denoting the upper edge of the limiting spectrum of $M_n$ and $\sigma_n$ a slowly growing function ($\log\log^2 n\ll\sigma_n\ll\log^2 n$). In the special cases of LUE and LOE, we prove... |
Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$, provided that the dual transition probability semigroup, defined on measures, is stron... |
We give an explicit formula for the correlation functions of real zeros of a random polynomial with arbitrary independent continuously distributed coefficients. |
Recently Lubetzky and Peres showed that simple random walks on a sequence of $d$-regular Ramanujan graphs $G_n=(V_n,E_n)$ of increasing sizes exhibit cutoff in total variation around the diameter lower bound $\frac{d}{d-2}\log_{d-1}|V_n| $. We provide a different argument under the assumption that for some $r(n) \gg 1... |
Riesz space (non-pointwise) generalizations for iterative processes are given for the concepts of recurrence, first recurrence and conditional ergodicity. Riesz space conditional versions of the Poincaré Recurrence Theorem and the Kac formula are developed. |
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the well known Levy-Ito representation for stochastic continuous processes with indep... |
Let X_1 ,..., X_n be a collection of binary valued random variables and let f : {0,1}^n -> R be a Lipschitz function. Under a negative dependence hypothesis known as the {\em strong Rayleigh} condition, we show that f - E f satisfies a concentration inequality generalizing the classical Gaussian concentration inequ... |
We investigate the minimal local time $f(n)$ of a one-dimensional simple random walk up to time $n$, defined as the smallest number of visits to any site in the range. A conjecture formulated repeatedly by Erdős and Révész (1987, 1991) stated that $\limsup_{n\to\infty}f(n)=2$ almost surely, which was disproved by Tóth... |
In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure is not restricted to any specific type. |
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all integrable matrix-valued deterministic functions is characterized in terms of c... |
For a one-dimensional diffusion on an interval for which 0 is the regular-reflecting left boundary, three kinds of conditionings to avoid zero are studied. The limit processes are $ h $-transforms of the process stopped upon hitting zero, where $ h $'s are the ground state, the scale function, and the renormalized... |
We consider a scheme of equiprobable allocation of particles into cells by sets. The Edgeworth type asymptotic expansion in the local central limit theorem for a number of empty cells left after allocation of all sets of particles is derived. |
Let $\{ (\xi_{ni}, \eta_{ni}), 1\leq i \leq n, n\geq 1 \}$ be a triangular array of independent bivariate elliptical random vectors with the same distribution function as $(S_{1}, \rho_{n}S_{1}+\sqrt{1-\rho_{n}^2}S_{2})$, $\rho_{n}\in (0,1)$, where $(S_{1},S_{2})$ is a bivariate spherical random vector. For the distri... |
A Markov decision problem is called reversible if the stationary controlled Markov chain is reversible under every stationary Markovian strategy. A natural application in which such problems arise is in the control of Metropolis-Hastings type dynamics. |
Let X={X_n:n=0,1,2,...} be an irreducible, positive recurrent Markov chain with invariant probability measure \pi. We show that if X satisfies a one-step minorization condition, then \pi can be represented as an infinite mixture. |
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional Lévy processes and that of a mixed Gaussian random variable. Furthermore, we provide a general result guaranteeing stable functional convergence. |
Let $X$ be a fuzzy set--valued random variable (\frv{}), and $\huku{X}$ the family of all fuzzy sets $B$ for which the Hukuhara difference $X\HukuDiff B$ exists $\mathbb{P}$--almost surely. In this paper, we prove that $X$ can be decomposed as $X(\omega)=C\Mink Y(\omega)$ for $\mathbb{P}$--almost every $\omega\in\Omeg... |
We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. |
The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. |
We consider an inviscid 3-layer quasi-geostrophic model with stochastic forcing in a 2D bounded domain. After establishing well-posedness of such system under natural regularity assumptions on the initial condition and the (additive) noise, we prove the existence of an invariant measure supported on bounded functions ... |
It is shown that the method of exchangeable pairs introduced by Stein [Approximate Computation of Expectations (1986) IMS, Hayward, CA] for normal approximation can effectively be used for translated Poisson approximation. Introducing an additional smoothness condition, one can obtain approximation results in total va... |
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential differential operator expressed in terms of the Riesz-Feller derivative. We prov... |
We study point processes on the real line whose configurations X can be ordered decreasingly and evolve by increments which are functions of correlated gaussian variables. The correlations are intrinsic to the points and quantified by a matrix Q={q_ij}. |
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. |
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