Related papers: Reduced long-range dependence combining Poisson bu…
A fundamental notion of decision-theoretic rough sets is the concept of loss functions, which provides a powerful tool of calculating a pair of thresholds for making a decision with a minimum cost. In this paper, time-dependent loss…
We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…
Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Spreading on networks is influenced by a number of factors including different parts of the inter-event time distribution (IETD), the topology of the network and non-stationarity. In order to understand the role of these factors we study…
Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally prohibitive, even in moderate dimensions, due to the necessity…
Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…
The Poisson process of order $i$ is a weighted sum of independent Poisson processes and is used to model the flow of clients in different services. In the paper below we study some extensions of this process, for different forms of the…
Let $\{\eta_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^n\eta_i$ has been extensively studied in the literature, this paper establishes new…
Randomly-distributed offset charges affect the nonlinear current-voltage property via the fluctuation of the threshold voltage of Coulomb blockade arrays. We analytically derive the distribution of the threshold voltage for a model of…
This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type. To date, ecological systems under environmental noise are…
We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…
In this paper, we derive the joint distribution of progression-free and overall survival as a function of transition probabilities in a multistate model. No assumptions on copulae or latent event times are needed and the model is allowed to…
In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem, is related to max-sum equivalence of the randomly weighted sums in bi-variate set…
In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal…
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…
We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension $d\ge 3$, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
This paper considers limit theorems associated with subgraph counts in the age-dependent random connection model. First, we identify regimes where the count of sub-trees converges weakly to a stable random variable under suitable…