Related papers: On the Generating Functionals of a Class of Random…
We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…
We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a…
We consider the problem of sorting a densely cluttered pile of unknown objects using a robot. This yet unsolved problem is relevant in the robotic waste sorting business. By extending previous active learning approaches to grasping, we show…
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…
In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…
Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…
This paper studies a machine learning regression problem as a multivariate approximation problem using the framework of the theory of random functions. An ab initio derivation of a regression method is proposed, starting from postulates of…
This note is motivated by connections between the online and offline problems of selecting a possibly long subsequence from a Poisson-paced sequence of uniform marks under either a monotonicity or a sum constraint. The offline problem with…
This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…
Many phenomena can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this difficulty, the Poisson Hypothesis regime replaces interaction…
Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the…
Fitting models for non-Poisson point processes is complicated by the lack of tractable models for much of the data. By using large samples of independent and identically distributed realizations and statistical learning, it is possible to…
Motivated by the fundamental problem of measuring species diversity, this paper introduces the concept of a cluster structure to define an exchangeable cluster probability function that governs the joint distribution of a random count and…
In this paper we define and study self-similar ranked fragmentations. We first show that any ranked fragmentation is the image of some partition-valued fragmentation, and that there is in fact a one-to-one correspondence between the laws of…
The problem is sequence prediction in the following setting. A sequence $x_1,...,x_n,...$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, it is required…
We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…
We consider a branching random walk on a multi($Q$)-type, supercritical Galton-Watson tree which satisfies Kesten-Stigum condition. We assume that the displacements associated with the particles of type $Q$ have regularly varying tails of…
We introduce a mean-field theoretical framework to describe multiple totally asymmetric simple exclusion processes (TASEPs) with different lattice lengths, entry and exit rates, competing for a finite reservoir of particles. We present…
In this paper we deal with the classical problem of random cover times. We investigate the distribution of the time it takes for a Poisson process of cylinders to cover a set $A \subset \mathbb{R}^d.$ This Poisson process of cylinders is…
In this paper, we study the Galton-Watson process in the random environment for the particular case when the number of the offsprings in each generation has the fractional linear generation function with random parameters. In this case, the…