Related papers: Probabilistic sampling of finite renewal processes
We consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a…
We consider renewal processes where events, which can for instance be the zero crossings of a stochastic process, occur at random epochs of time. The intervals of time between events, $\tau_{1},\tau_{2},...$, are independent and identically…
We study a directed flipping process that underlies the performance of the random edge simplex algorithm. In this stochastic process, which takes place on a one-dimensional lattice whose sites may be either occupied or vacant, occupied…
It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…
Modeling the locations of nodes as a uniform binomial point process (BPP), we present a generic mathematical framework to characterize the performance of an arbitrarily-located reference receiver in a finite wireless network. Different from…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
In this paper we propose an open anomalous semi-Markovian random neural networks model with negative and positive signals with arbitrary random waiting times. We investigate the signal flow process in the anomalous random neural networks…
We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…
A problem which has recently attracted research attention is that of estimating the distribution of flow sizes in internet traffic. On high traffic links it is sometimes impossible to record every packet. Researchers have approached the…
Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
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…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
This paper introduces an innovative and intuitive finite population sampling method that has been developed using a unique graphical framework. In this approach, first-order inclusion probabilities are represented as bars on a…
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
We study a random graph model in continuous time. Each vertex is partially copied with the same rate, i.e.\ an existing vertex is copied and every edge leading to the copied vertex is copied with independent probability $p$. In addition,…
Applications from finance to epidemiology and cyber-security require accurate forecasts of dynamic phenomena, which are often only partially observed. We demonstrate that a system's predictability degrades as a function of temporal…
Gated first-passage processes, where completion depends on both hitting a target and satisfying additional constraints, are prevalent across various fields. Despite their significance, analytical solutions to basic problems remain unknown,…
Obtaining estimates of the convergence rate of the regenerating process $Q(t)$ whose value at time $t$ is equal to the number of claims in the system $ M \backslash G \backslash \infty $ at this moment, to the limit (stationary) regime.
In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…