اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدRandom cover times using the Poisson cylinder process
94
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
In this paper we deal with the classical problem of random cover times. We investigate the distribution of the time it takes for a Poisson process of cylinders to cover a set $A subset mathbb{R}^d.$ This Poisson process of cylinders is invariant under rotations, reflections and translations, and in addition we add a time component so that cylinders are raining from the sky at unit rate. Our main results concerns the asymptotic of this cover time as the set $A$ grows. If the set $A$ is discrete and well separated, we show convergence of the cover time to a Gumbel distribution. If instead $A$ has positive box dimension (and satisfies a weak additional assumption), we find the correct rate of convergence.
قيم البحث
اقرأ أيضاً
This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward stochastic differ
ential equation system. The value function and the optimal switching strategy are characterized by the solution of the underlying switching system. In a Markovian setting, the paper gives a complete description of the structure of switching regions by means of the comparison principle.
We consider the exclusion process on segments of the integers in a site-dependent random environment. We assume to be in the ballistic regime in which a single particle has positive linear speed. Our goal is to study the mixing time of the exclusion
process when the number of particles is linear in the size of the segment. We investigate the order of the mixing time depending on the support of the environment distribution. In particular, we prove for nestling environments that the order of the mixing time is different than in the case of a single particle.
Let $[mathcal{P}]$ be the points of a Poisson process on $mathbb{R}^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant random graphs with vertex set $[mathcal{P}
]$ and iid vertex degrees with distribution $F$, and the length of the edges is analyzed. The main result is that finite mean for the total edge length per vertex is possible if and only if $F$ has finite moment of order $(d+1)/d$.
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local governing
equation. We further compute the first and second moments of the process. Eventually, we derive the distribution of arrival times. Constant reference is made to previous known results in the homogeneous case and to how they can be derived from the specialization of the non-homogeneous process.
We consider a semi-scale invariant version of the Poisson cylinder model which in a natural way induces a random fractal set. We show that this random fractal exhibits an existence phase transition for any dimension $dgeq 2,$ and a connectivity phase
transition whenever $dgeq 4.$ We determine the exact value of the critical point of the existence phase transition, and we show that the fractal set is almost surely empty at this critical point. A key ingredient when analysing the connectivity phase transition is to consider a restriction of the full process onto a subspace. We show that this restriction results in a fractal ellipsoid model which we describe in detail, as it is key to obtaining our main results. In addition we also determine the almost sure Hausdorff dimension of the fractal set.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
