Related papers: Probabilistic sampling of finite renewal processes
We study a Weiner process that is conditioned to pass through a finite set of points and consider the dynamics generated by iterating a sample path from this process. Using topological techniques we are able to characterize the global…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
We study the version age of information in a multi-hop multi-cast cache-enabled network, where updates at the source are marked with incrementing version numbers, and the inter-update times on the links are not necessarily exponentially…
We revisit the range sampling problem: the input is a set of points where each point is associated with a real-valued weight. The goal is to store them in a structure such that given a query range and an integer $k$, we can extract $k$…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…
In queueing theory, Lorden's inequality can be used for bounds estimation of the moments of backward and forward renewal times. Two random variables called backwards renewal time and forward renewal time for this process are defined.…
The high volume of packets and packet rates of traffic on some router links makes it exceedingly difficult for routers to examine every packet in order to keep detailed statistics about the traffic which is traversing the router. Sampling…
Topological measurements are increasingly being accepted as an important tool for quantifying complex structures. In many applications, these structures can be expressed as nodal domains of real-valued functions and are obtained only…
Certain renewal theorems are extended to the case that the rate of the renewal process goes to 0 and, more generally, to the case that the drift of the random walk goes to infinity. These extensions are motivated by and applied to the…
Optimization of a random processes by restart is a subject of active theoretical research in statistical physics and has long found practical application in computer science. Meanwhile, one of the key issues remains largely unsolved: when…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
In a social network individuals or nodes connect to other nodes by choosing one of the channels of communication at a time to re-establish the existing social links. Since available data sets are usually restricted to a limited number of…
Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…
Sampled semantics of timed automata is a finite approximation of their dense time behavior. While the former is closer to the actual software or hardware systems with a fixed granularity of time, the abstract character of the latter makes…
Mixture models are one of the most widely used statistical tools when dealing with data from heterogeneous populations. This paper considers the long-standing debate over finite mixture and infinite mixtures and brings the two modelling…
The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. We here discuss a renewal process…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…
This paper presents a method for forecasting limit order book durations using a self-exciting flexible residual point process. High-frequency events in modern exchanges exhibit heavy-tailed interarrival times, posing a significant challenge…