Add to ORKGWe consider the increasing sequence of non-intersecting monotone decreasing RCLL step processes Y ∗n (t), n = 1, 2,... (t> 0) whose jump points cover all the points of the homogeneous rate 1 Poisson process on the quadrant R2+. We derive properties of these processes, in particular the marginal distributions IP(Y ∗n (t)> x), in terms of a Toeplitz determinant of some modified Bessel functions. Our system provides a new view of the Hammersley interacting particle system discussed by Aldous and Diaconis, and the dis-tributions we derive are related to the distribution of the length of the longest ascending sequence in a random permutation
We study the Sine β process introduced in Valko and Virag, when the inverse temperature β tends to 0...
The present paper provides exact expressions for the probability distributions of linear functionals...
In this paper, different types of Poisson processes N subordinated to random time processes X, depen...
We show that, for a stationary version of Hammersley's process, with Poisson "sources" on the positi...
We show that, for a stationary version of Hammersley’s process, with Poisson “sources” on the positi...
We consider a process that starts at height y, stays there for a time X0 ∼ exp(y) when it drops to a...
The probability of winning a simple game of competing Poisson processes turns out to be equal to the...
The following is a generalization of a process introduced by Hammersley [1, 2]. Fix three parameters...
Let N have a Poisson distribution with parameter [lambda]>0, and let U1,U2,... be a sequence of inde...
AbstractA subordinator is a process with independent, stationary, non-negative increments. On the un...
Abstract. Consider a time-varying collection of n points on the positive real axis, modeled as Expon...
A compound Poisson process whose randomized time is an independent Poisson process is called a compo...
We introduce diffusions on a space of interval partitions of the unit interval that are stationary w...
In this paper we consider, how to find the marginal distributions of crossing time and renewal numbe...
Abstract. We consider here point processes Nf (t), t> 0, with independent increments and integer-...
We study the Sine β process introduced in Valko and Virag, when the inverse temperature β tends to 0...
The present paper provides exact expressions for the probability distributions of linear functionals...
In this paper, different types of Poisson processes N subordinated to random time processes X, depen...
We show that, for a stationary version of Hammersley's process, with Poisson "sources" on the positi...
We show that, for a stationary version of Hammersley’s process, with Poisson “sources” on the positi...
We consider a process that starts at height y, stays there for a time X0 ∼ exp(y) when it drops to a...
The probability of winning a simple game of competing Poisson processes turns out to be equal to the...
The following is a generalization of a process introduced by Hammersley [1, 2]. Fix three parameters...
Let N have a Poisson distribution with parameter [lambda]>0, and let U1,U2,... be a sequence of inde...
AbstractA subordinator is a process with independent, stationary, non-negative increments. On the un...
Abstract. Consider a time-varying collection of n points on the positive real axis, modeled as Expon...
A compound Poisson process whose randomized time is an independent Poisson process is called a compo...
We introduce diffusions on a space of interval partitions of the unit interval that are stationary w...
In this paper we consider, how to find the marginal distributions of crossing time and renewal numbe...
Abstract. We consider here point processes Nf (t), t> 0, with independent increments and integer-...
We study the Sine β process introduced in Valko and Virag, when the inverse temperature β tends to 0...
The present paper provides exact expressions for the probability distributions of linear functionals...
In this paper, different types of Poisson processes N subordinated to random time processes X, depen...