Related papers: The Correlation Function of Multiple Dependent Poi…
The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…
Reciprocal transformations mix the role of the dependent and independent variables to achieve simpler versions or even linearized versions of nonlinear PDEs. These transformations help in the identification of a plethora of PDEs available…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…
The double-direction orthogonalization algorithm is applied to construct sequences of polynomials, which are orthogonal over the interval [0,1]with the weighting function 1. Functional and recurrent relations are derived for the sequences…
Two degenerate Poisson structures of the same rank possess a recursion operator if and only if their characteristic distributions coincide.
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…
Decoupling multivariate polynomials is useful for obtaining an insight into the workings of a nonlinear mapping, performing parameter reduction, or approximating nonlinear functions. Several different tensor-based approaches have been…
The Pearson correlation, correlation ratio, and maximal correlation have been well-studied in the literature. In this paper, we study the conditional versions of these quantities. We extend the most important properties of the unconditional…
The recursion relations are derived for multi-photon processes of noncommutative QED. The relations concern purely photonic processes as well as the processes with two fermions involved, both for arbitrary number of photons at tree level.…
Two recent streams of work suggest that pairwise interactions may be sufficient to capture the complexity of biological systems ranging from protein structure to networks of neurons. In one approach, possible amino acid sequences in a…
The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…
Based on the high statistics data from the pp -> ppX reaction measured by the COSY-11 collaboration [1] we have derived a two-proton correlation function for the production of the ppeta and pp+pions systems. The measured correlation…
The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…
For a general renewal process $N$ (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from $N$ by Bernoulli $0$/$1$ thinning is characterized. This…
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…
We study regenerative processes time-changed by state-dependent inverse subordinators. The construction assigns possibly different independent subordinators to measurable classes of excursions and builds a random clock from the…
Given a description of the stacking statistics of layered close-packed structures in the form of a hidden Markov model, we develop analytical expressions for the pairwise correlation functions between the layers. These may be calculated…