We consider a kinetic model for a system of two species of particles interacting through a long range repulsive potential and a reservoir at given temperature. The model is described by a set of two coupled Vlasov-Fokker-Plank equations. The important front solution, which represents the phase boundary, is a one-dimensional stationary solution on the real line with given asymptotic values at in...

An exact solution for a high speed deterministic traffic model with open boundaries and synchronous update rule is presented. Because of the strong correlations in the model, the qualitative structure of the stationary state can be described for general values of the maximum speed. It is shown in the case of vmax = 2 that a detailed analysis of this structure leads to an exact solution. Explici...

In this paper we consider two classes of reflected Ornstein–Uhlenbeck (OU) processes: the reflected OU process with jumps and the Markov-modulated reflected OU process. We prove that their stationary distributions exist. Furthermore, for the jump reflected OU process, the Laplace transform (LT) of the stationary distribution is given. As for the Markov-modulated reflected OU process, we derive ...

In this paper, we obtain the finite-horizon and infinite-horizon ruin probability asymptotics for risk processes with claims of subexponential tails for non-stationary arrival processes that satisfy a large deviation principle. As a result, the arrival process can be dependent, non-stationary and nonrenewal. We give three examples of non-stationary and non-renewal point processes: Hawkes proces...

Abstract A natural extension to standard Gaussian process (GP) regression is the use of non-stationary processes, an approach where parameters covariance kernel are allowed vary in time or space. The GP a flexible model that relaxes strong prior assumption regression, properties inferred functions constant across input Non-stationary GPs typically varying as further lower-level GPs, thereby ena...