Related papers: Bivariate gamma-geometric law and its induced L\'e…
We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…
This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp.…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
We derive a novel framework called Bi-Directional Grid Constrained (BGC) stochastic processes in which the further an Ito diffusion drifts away from the origin, then the further it will be constrained. By making suitable modifications to…
Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…
A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…
Nonparanormal models describe the joint distribution of multivariate responses via latent Gaussian, and thus parametric, copulae while allowing flexible nonparametric marginals. Some aspects of such distributions, for example conditional…
In this paper, we deduce a new multivariate regression model designed to fit correlated binary data. The multivariate distribution is derived from a Bernoulli mixed model with a nonnormal random intercept on the marginal approach. The…
Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…
Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much…
Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) approach. Especially for distributions with normal mean-variance…
All tree-level amplitudes in Einstein-Yang-Mills (EYM) theory and gravity (GR) can be expanded in terms of color ordered Yang-Mills (YM) ones whose coefficients are polynomial functions of Lorentz inner products and are constructed by a…
Over the last few decades, a significant development has been made towards the augmentation of some well-known lifetime distributions by various strategies. These newly developed models have enjoyed a considerable amount of success in…
By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…
In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…