Related papers: David George Kendall, a biographical account
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…
This note analyzes the physical basis of J.R. England's paper "Statistical physics of self-replication." [J. Chem. Phys. {\bf 139}, 121923(2013)]. We follow England's use of time-reversal symmetry but replace stochastic by deterministic…
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…
The paper deals with three generalized dependent setups arising from a sequence of Bernoulli trials. Various distributional properties, such as probability generating function, probability mass function and moments are discussed for these…
Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…
A brief description and results of A.M. Mathai's research programme on statistics and probability, initiated in the 1970s, and its relation to physics is given.
The results received in works [Centsov N.N. [N.N. Chentsov], Statistical decision rules and optimal inference, 1982 Amer. Math. Soc. (Translated from Russian); Morozova, E. A., Chentsov, N. N. Natural geometry of families of probability…
The methods of statistical mechanics are applied to two-dimensional foams under macroscopic agitation. A new variable -- the total cell curvature -- is introduced, which plays the role of energy in conventional statistical thermodynamics.…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
We study a connection between the algebraic probability and classical stochastic processes described by master equations. Introducing a definition of a state which has not been used for quantum cases, the classical stochastic processes can…
In this paper I shall try to sketch some typical aspects of Erich Lehmann's contributions to statistics through his research, his teaching, his service to the profession and his personality.
Decision making under uncertainty is a cross-cutting challenge in science and engineering. Most approaches to this challenge employ probabilistic representations of uncertainty. In complicated systems accessible only via data or black-box…
The probability distribution of the conductance p(g) of disordered 2d and 3d systems is calculated by transfer matrix techniques. As expected, p(g) is Gaussian for extended states while for localized states it is log-normal. We find that at…
Dirichlet distribution and Dirichlet process as its infinite dimensional generalization are primarily used conjugate prior of categorical and multinomial distributions in Bayesian statistics. Extensions have been proposed to broaden…
Kendall shape spaces are a widely used framework for the statistical analysis of shape data arising from many domains, often requiring the parallel transport as a tool to normalise time series data or transport gradient in optimisation…
We define a probabilistic scheme to compute the distributions of periods, transients and weigths of attraction basins in Kauffman networks. These quantities are obtained in the framework of the annealed approximation, first introduced by…
There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…
We focus on the Tauberian work for which Jaap Korevaar is best known, together with its connections with probability theory. We begin (Section 1) with a brief sketch of the field up to Beurling's work. We follow with three sections on…
We consider the statistics of time delay in a chaotic cavity having $M$ open channels, in the absence of time-reversal invariance. In the random matrix theory approach, we compute the average value of polynomial functions of the time delay…
Generalized conditional expectations, optional projections and predictable projections of stochastic processes play important roles in the general theory of stochastic processes, semimartingale theory and stochastic calculus. They share…