We develop shock model theory in different scenarios for the ℳ-class of life distributions introduced by Klar and Müller (2003). We also study the cumulative damage model of A-Hameed and Proschan (1975) in the context of ℳ-class and establish analogous results. We obtain moment bounds and explore weak convergence issues within the ℳ-class of life distributions.

For many practical situations in reliability engineering, components in the system are usually dependent since they generally work in a collaborative environment. In this paper we build sufficient conditions for comparing two coherent systems under different random environments in the sense of the usual stochastic, hazard rate, reversed hazard rate, and likelihood ratio orders. Applications and numerical examples are provided to illustrate all the theoretical results established here.

In this paper we derive nonasymptotic upper bounds for the size of reachable sets in random graphs. These bounds are subject to a phase transition phenomenon triggered by the spectral radius of the hazard matrix, a reweighted version of the adjacency matrix. Such bounds are valid for a large class of random graphs, called local positive correlation (LPC) random graphs, displaying local positive correlation. In particular, in our main result we state that the size of reachable sets in the subcritical regime for LPC random graphs is at most of order O(√n), where n is the size of the network, and of order O(n2/3) in the critical regime, where the epidemic thresholds are driven by the size of the spectral radius of the hazard matrix with respect to 1. As a corollary, we also show that such bounds hold for the size of the giant component in inhomogeneous percolation, the SIR model in epidemiology, as well as for the long-term influence of a node in the independent cascade model.

In this paper we prove a quenched functional central limit theorem for a biased random walk on a supercritical Galton–Watson tree with leaves. This extends a result of Peres and Zeitouni (2008) where the case without leaves was considered. A conjecture of Ben Arous and Fribergh (2016) suggests an upper bound on the bias which we observe to be sharp.

Consider the process which starts with N ≥ 3 distinct points on ℝd, and fix a positive integer K < N. Of the total N points keep those N - K which minimize the energy amongst all the possible subsets of size N - K, and then replace the removed points by K independent and identically distributed points sampled according to some fixed distribution ζ. Repeat this process ad infinitum. We obtain various quite nonrestrictive conditions under which the set of points converges to a certain limit. This is a very substantial generalization of the `Keynesian beauty contest process' introduced in Grinfeld et al. (2015), where K = 1 and the distribution ζ was uniform on the unit cube.

Let $\unicode[STIX]{x1D707}$ be the projection on $[0,1]$ of a Gibbs measure on $\unicode[STIX]{x1D6F4}=\{0,1\}^{\mathbb{N}}$ (or more generally a Gibbs capacity) associated with a Hölder potential. The thermodynamic and multifractal properties of $\unicode[STIX]{x1D707}$ are well known to be linked via the multifractal formalism. We study the impact of a random sampling procedure on this structure. More precisely, let $\{{I_{w}\}}_{w\in \unicode[STIX]{x1D6F4}^{\ast }}$ stand for the collection of dyadic subintervals of $[0,1]$ naturally indexed by the finite dyadic words. Fix $\unicode[STIX]{x1D702}\in (0,1)$, and a sequence $(p_{w})_{w\in \unicode[STIX]{x1D6F4}^{\ast }}$ of independent Bernoulli variables of parameters $2^{-|w|(1-\unicode[STIX]{x1D702})}$. We consider the (very sparse) remaining values $\widetilde{\unicode[STIX]{x1D707}}=\{\unicode[STIX]{x1D707}(I_{w}):w\in \unicode[STIX]{x1D6F4}^{\ast },p_{w}=1\}$. We study the geometric and statistical information associated with $\widetilde{\unicode[STIX]{x1D707}}$, and the relation between $\widetilde{\unicode[STIX]{x1D707}}$ and $\unicode[STIX]{x1D707}$. To do so, we construct a random capacity $\mathsf{M}_{\unicode[STIX]{x1D707}}$ from $\widetilde{\unicode[STIX]{x1D707}}$. This new object fulfills the multifractal formalism, and its free energy is closely related to that of $\unicode[STIX]{x1D707}$. Moreover, the free energy of $\mathsf{M}_{\unicode[STIX]{x1D707}}$ generically exhibits one first order and one second order phase transition, while that of $\unicode[STIX]{x1D707}$ is analytic. The geometry of $\mathsf{M}_{\unicode[STIX]{x1D707}}$ is deeply related to the combination of approximation by dyadic numbers with geometric properties of Gibbs measures. The possibility to reconstruct $\unicode[STIX]{x1D707}$ from $\widetilde{\unicode[STIX]{x1D707}}$ by using the almost multiplicativity of $\unicode[STIX]{x1D707}$ and concatenation of words is discussed as well.

The basic jump-telegraph process with exponentially distributed interarrival times deserves interest in various applied fields such as financial modelling and queueing theory. Aiming to propose a more general setting, we analyse such a stochastic process when the interarrival times separating consecutive velocity changes (and jumps) have generalized Mittag-Leffler distributions, and constitute the random times of a fractional alternating Poisson process. By means of renewal theory-based issues we obtain the forward and backward transition densities of the motion in series form, and prove their uniform convergence. Specific attention is then given to the case of jumps with constant size, for which we also obtain the mean of the process. Finally, we investigate the first-passage time of the process through a constant positive boundary, providing its formal distribution and suitable lower bounds.

We discuss weak convergence of the number of busy servers in a G/G/∞ queue in the J1-topology on the Skorokhod space. We prove two functional limit theorems with random and nonrandom centering, thereby solving two open problems stated in Mikosch and Resnick (2006). A new integral representation for the limit Gaussian process is given.

In this work we consider the generalized Pólya process with baseline intensity function r and parameters α and β recently studied by Cha (2014). The aim of this work is to provide both univariate and multivariate stochastic comparisons between two generalized Pólya processes with different baseline intensity functions and the same parameters α and β for the epoch and inter-epoch times of the two processes. The comparisons are analogous to stochastic comparisons in Belzunce et al. (2001) for two nonhomogeneous Poisson or pure-birth processes with different intensity functions. Moreover, we study both univariate and multivariate ageing properties of the epoch and inter-epoch times of the generalized Pólya process.

The continuum random cluster model is a Gibbs modification of the standard Boolean model with intensity z > 0 and law of radii Q. The formal unnormalised density is given by q Ncc , where q is a fixed parameter and N cc is the number of connected components in the random structure. We prove for a large class of parameters that percolation occurs for large enough z and does not occur for small enough z. We provide an application to the phase transition of the Widom–Rowlinson model with random radii. Our main tools are stochastic domination properties, a detailed study of the interaction of the model, and a Fortuin–Kasteleyn representation.

We consider a special version of random sequential adsorption (RSA) with nearest-neighbor interaction on infinite tree graphs. In classical RSA, starting with a graph with initially inactive nodes, each of the nodes of the graph is inspected in a random order and is irreversibly activated if none of its nearest neighbors are active yet. We generalize this nearest-neighbor blocking effect to a degree-dependent threshold-based blocking effect. That is, each node of the graph is assumed to have its own degree-dependent threshold and if, upon inspection of a node, the number of active direct neighbors is less than that node's threshold, the node will become irreversibly active. We analyze the activation probability of nodes on an infinite tree graph, given the degree distribution of the tree and the degree-dependent thresholds. We also show how to calculate the correlation between the activity of nodes as a function of their distance. Finally, we propose an algorithm which can be used to solve the inverse problem of determining how to set the degree-dependent thresholds in infinite tree graphs in order to reach some desired activation probabilities.

We formulate and prove a shape theorem for a continuous-time continuous-space stochastic growth model under certain general conditions. Similar to the classical lattice growth models, the proof makes use of the subadditive ergodic theorem. A precise expression for the speed of propagation is given in the case of a truncated free-branching birth rate.

In this paper we investigate the stochastic properties of the number of failed components of a three-state network. We consider a network made up of n components which is designed for a specific purpose according to the performance of its components. The network starts operating at time t = 0 and it is assumed that, at any time t > 0, it can be in one of states up, partial performance, or down. We further suppose that the state of the network is inspected at two time instants t 1 and t 2 (t 1 < t 2). Using the notion of the two-dimensional signature, the probability of the number of failed components of the network is calculated, at t 1 and t 2, under several scenarios about the states of the network. Stochastic and ageing properties of the proposed failure probabilities are studied under different conditions. We present some optimal age replacement policies to show applications of the proposed criteria. Several illustrative examples are also provided.

The jigsaw percolation process on graphs was introduced by Brummitt et al. (2015) as a model of collaborative solutions of puzzles in social networks. Percolation in this process may be viewed as the joint connectedness of two graphs on a common vertex set. Our aim is to extend a result of Bollobás et al. (2017) concerning this process to hypergraphs for a variety of possible definitions of connectedness. In particular, we determine the asymptotic order of the critical threshold probability for percolation when both hypergraphs are chosen binomially at random.

A parallel server system with n identical servers is considered. The service time distribution has a finite mean 1 / μ, but otherwise is arbitrary. Arriving customers are routed to one of the servers immediately upon arrival. The join-idle-queue routeing algorithm is studied, under which an arriving customer is sent to an idle server, if such is available, and to a randomly uniformly chosen server, otherwise. We consider the asymptotic regime where n → ∞ and the customer input flow rate is λn. Under the condition λ / μ < ½, we prove that, as n → ∞, the sequence of (appropriately scaled) stationary distributions concentrates at the natural equilibrium point, with the fraction of occupied servers being constant at λ / μ. In particular, this implies that the steady-state probability of an arriving customer waiting for service vanishes.

We consider transport networks with nodes scattered at random in a large domain. At certain local rates, the nodes generate traffic flows according to some navigation scheme in a given direction. In the thermodynamic limit of a growing domain, we present an asymptotic formula expressing the local traffic flow density at any given location in the domain in terms of three fundamental characteristics of the underlying network: the spatial intensity of the nodes together with their traffic generation rates, and of the links induced by the navigation. This formula holds for a general class of navigations satisfying a link-density and a sub-ballisticity condition. As a specific example, we verify these conditions for navigations arising from a directed spanning tree on a Poisson point process with inhomogeneous intensity function.

In the first part of this paper we consider a general stationary subcritical cluster model in ℝd . The associated pair-connectedness function can be defined in terms of two-point Palm probabilities of the underlying point process. Using Palm calculus and Fourier theory we solve the Ornstein–Zernike equation (OZE) under quite general distributional assumptions. In the second part of the paper we discuss the analytic and combinatorial properties of the OZE solution in the special case of a Poisson-driven random connection model.

Conformal loop ensembles (CLEs) are random collections of loops in a simply connected domain, whose laws are characterized by a natural conformal invariance property. The set of points not surrounded by any loop is a canonical random connected fractal set — a random and conformally invariant analog of the Sierpinski carpet or gasket.

In the present paper, we derive a direct relationship between the CLEs with simple loops ( $\text{CLE}_{\unicode[STIX]{x1D705}}$ for $\unicode[STIX]{x1D705}\in (8/3,4)$ , whose loops are Schramm’s $\text{SLE}_{\unicode[STIX]{x1D705}}$ -type curves) and the corresponding CLEs with nonsimple loops ( $\text{CLE}_{\unicode[STIX]{x1D705}^{\prime }}$ with $\unicode[STIX]{x1D705}^{\prime }:=16/\unicode[STIX]{x1D705}\in (4,6)$ , whose loops are $\text{SLE}_{\unicode[STIX]{x1D705}^{\prime }}$ -type curves). This correspondence is the continuum analog of the Edwards–Sokal coupling between the $q$ -state Potts model and the associated FK random cluster model, and its generalization to noninteger  $q$ .

Like its discrete analog, our continuum correspondence has two directions. First, we show that for each $\unicode[STIX]{x1D705}\in (8/3,4)$ , one can construct a variant of $\text{CLE}_{\unicode[STIX]{x1D705}}$ as follows: start with an instance of $\text{CLE}_{\unicode[STIX]{x1D705}^{\prime }}$ , then use a biased coin to independently color each $\text{CLE}_{\unicode[STIX]{x1D705}^{\prime }}$ loop in one of two colors, and then consider the outer boundaries of the clusters of loops of a given color. Second, we show how to interpret $\text{CLE}_{\unicode[STIX]{x1D705}^{\prime }}$ loops as interfaces of a continuum analog of critical Bernoulli percolation within $\text{CLE}_{\unicode[STIX]{x1D705}}$ carpets — this is the first construction of continuum percolation on a fractal planar domain. It extends and generalizes the continuum percolation on open domains defined by $\text{SLE}_{6}$ and $\text{CLE}_{6}$ .

These constructions allow us to prove several conjectures made by the second author and provide new and perhaps surprising interpretations of the relationship between CLEs and the Gaussian free field. Along the way, we obtain new results about generalized $\text{SLE}_{\unicode[STIX]{x1D705}}(\unicode[STIX]{x1D70C})$ curves for $\unicode[STIX]{x1D70C}<-2$ , such as their decomposition into collections of $\text{SLE}_{\unicode[STIX]{x1D705}}$ -type ‘loops’ hanging off of $\text{SLE}_{\unicode[STIX]{x1D705}^{\prime }}$ -type ‘trunks’, and vice versa (exchanging $\unicode[STIX]{x1D705}$ and $\unicode[STIX]{x1D705}^{\prime }$ ). We also define a continuous family of natural $\text{CLE}$ variants called boundary conformal loop ensembles (BCLEs) that share some (but not all) of the conformal symmetries that characterize $\text{CLE}$ s, and that should be scaling limits of critical models with special boundary conditions. We extend the $\text{CLE}_{\unicode[STIX]{x1D705}}$ / $\text{CLE}_{\unicode[STIX]{x1D705}^{\prime }}$ correspondence to a $\text{BCLE}_{\unicode[STIX]{x1D705}}$ / $\text{BCLE}_{\unicode[STIX]{x1D705}^{\prime }}$ correspondence that makes sense for the wider range $\unicode[STIX]{x1D705}\in (2,4]$ and $\unicode[STIX]{x1D705}^{\prime }\in [4,8)$ .

We extend Goldie's implicit renewal theorem to the arithmetic case, which allows us to determine the tail behavior of the solution of various random fixed point equations. It turns out that the arithmetic and nonarithmetic cases are very different. Under appropriate conditions we obtain that the tail of the solution X of the fixed point equations X =D AX + B and X =D AX ∨ B is ℓ(x) q(x) x -κ, where q is a logarithmically periodic function q(x eh ) = q(x), x > 0, with h being the span of the arithmetic distribution of log A, and ℓ is a slowly varying function. In particular, the tail is not necessarily regularly varying. We use the renewal theoretic approach developed by Grincevičius (1975) and Goldie (1991).

During the last decades, quite a number of interacting particle systems have been introduced and studied in the crossover area of mathematics and statistical physics. Some of these can be seen as simplistic models for opinion formation processes in groups of interacting people. In the model introduced by Deffuant et al. (2000), agents that are neighbors on a given network graph, randomly meet in pairs and approach a compromise if their current opinions do not differ by more than a given threshold value θ. We consider the two-sided infinite path ℤ as the underlying graph and extend existing models to a setting in which opinions are given by probability distributions. Similar to what has been shown for finite-dimensional opinions, we observe a dichotomy in the long-term behavior of the model, but only if the initial narrow mindedness of the agents is restricted.