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Recursive solution for a general homogeneous in time pure birth branching process with simultaneous production of any number of particles and with continuous evolution parameter is given. Calculational algorithm based on the use of Koenigs…
We study a generalization of Holte's amazing matrix, the transition probability matrix of the Markov chains of the 'carries' in a non-standard numeration system. The stationary distributions are explicitly described by the numbers which can…
Using a new result on the integral involving the product of Bessel functions and associated Laguerre polynomials, published in the mathematical literature some time ago, we present an alternative method for calculating discrete-discrete…
A novel semi-Lagrangian method is introduced to solve numerically the Euler equation for ideal incompressible flow in arbitrary space dimension. It exploits the time-analyticity of fluid particle trajectories and requires, in principle,…
In this paper, we start with the quantum Hamilton-Jacobi approach and show that the underlying complex pole evolution of the Schr\"odinger equation is described by the quantum action in terms of a random matrix. The wave function is given…
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…
The generalized Jeffreys-type law is formulated as a multi-term time-fractional Jeffreys-type equation, whose dynamics exhibit rich scaling crossover phenomena entailing different diffusion mechanisms. In this work, we provide a novel…
A birth-death chain is a discrete-time Markov chain on the integers whose transition probabilities $p_{i,j}$ are non-zero if and only if $|i-j|=1$. We consider birth-death chains whose birth probabilities $p_{i,i+1}$ form a periodic…
For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…
It has been known for over 70 years that there is an asymptotic transition of Charlier polynomials to Hermite polynomials. This transition, which is still presented in its classical form in modern reference works, is valid if and only if a…
We propose a method of quantization based on Hamilton-Jacobi theory in the presence of a random constraint due to the fluctuations of a set of hidden random variables. Given a Lagrangian, it reproduces the results of canonical quantization…
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…
In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized…
We present the Euler-Lagrange and Hamilton's equations for a system whose configuration space is a unified product Lie group $G=M\bowtie_{\gamma} H$, for some $\gamma:M\times M \to H$. By reduction, then, we obtain the Euler-Lagrange type…
The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the…
In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…
We establish a characterization of coagulation-fragmentation processes, such that the induced birth and death processes depicting the total number of groups at time $t\ge 0$ are time homogeneous. Based on this, we provide a characterization…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
A basic postulate of modern compositional approaches to generalised physical theories is the generalised Born rule, in which probabilities are postulated to be computable from the composition of states and effects. In this paper we consider…
This paper introduces a new modeling framework for the statistical analysis of point patterns on a manifold M_{d}, defined by a connected and compact two-point homogeneous space, including the special case of the sphere. The presented…