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ON ADDING A LIST OF NUMBERS (AND OTHER ONE-DEPENDENT DETERMINANTAL PROCESSES)。
In modern manufacturing environments, both multivariate and dynamic natures have become increasingly important. Many multivariate and dynamic processes, such as processes with feedback control and ...
We obtain a criterion for the quasi-regularity of generalized (non-sectorial) Dirich-let forms, which extends the result of P.J. Fitzsimmons on the quasi-regularity of (sectorial) semi-Dirichlet form...
We study the distribution and various properties of exponential functionals of hypergeometric L´evy processes. We derive an explicit formula for the Mellin transform of the exponential function...
We show that the law of the overall supremum $\bar{X}_t=\sup_{s\le t}X_s$ of a L\'evy process $X$ before the deterministic time $t$ is equivalent to the average occupation measure $\mu_t(dx)=\int_0^t...
Rumour Processes on N     Rumour Processes on N  math       2010/11/8
We study four discrete time stochastic systems on $\bbN$ modeling processes of rumour spreading. The involved individuals can either have an active or a passive role, speaking up or asking for the ru...
Some examples of translation invariant site percolation processes on the $\Z^2$ lattice are constructed, the most far-reaching example being one that satisfies uniform finite energy (meaning that the...
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and str...
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent ...
Nonequilibrium fluctuations of a tagged, or distinguished particle in a class of one dimensional mean-zero zero-range systems with sublinear, increasing rates are derived. In Jara-Landim-Sethuraman (2...
Following Richardson and using results of Kesten on First-passage percolation, we obtain an upper bound on the expected perimeter in an Eden Growth Process. Using results of the author from a problem...
We derive explicitly the coupling property for the transition semigroup of a L\'evy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptoti...

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