Related papers: Stochastic Mappings and Random Distribution Fields…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
A new modeling framework for bipartite social networks arising from a sequence of partially time-ordered relational events is proposed. We directly model the joint distribution of the binary variables indicating if each single actor is…
We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…
The mixture of Dirichlet process (MDP) defines a flexible prior distribution on the space of probability measures. This study shows that ordinary least-squares (OLS) estimator, as a functional of the MDP posterior distribution, has…
According to the stochastic-quantum correspondence, a quantum system can be understood as a stochastic process unfolding in an old-fashioned configuration space based on ordinary notions of probability and `indivisible' stochastic laws,…
Network datasets typically exhibit certain types of statistical dependencies, such as within-dyad correlation, row and column heterogeneity, and third-order dependence patterns such as transitivity and clustering. The first two of these can…
The stable under iterated tessellation (STIT) process is a stochastic process that produces a recursive partition of space with cut directions drawn independently from a distribution over the sphere. The case of random axis-aligned cuts is…
A random recursive cell splitting scheme of the $2$-dimensional unit sphere is considered, which is the spherical analogue of the STIT tessellation process from Euclidean stochastic geometry. First-order moments are computed for a large…
We define a normal form (called the canonical image) of an arbitrary measurable function of several variables with respect to a natural group of transformations; describe a new complete system of invariants of such a function (the system of…
In this paper, we study in a Hilbertian setting, first and second-order monotone inclusions related to stochastic optimization problems with decision dependent distributions. The studied dynamics are formulated as monotone inclusions…
Spatial clustering has been widely used for spatial data mining and knowledge discovery. An ideal multivariate spatial clustering should consider both spatial contiguity and aspatial attributes. Existing spatial clustering approaches may…
In this paper, we study the generalized mean-field stochastic control problem when the usual stochastic maximum principle (SMP) is not applicable due to the singularity of the Hamiltonian function. In this case, we derive a second order…
We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
Using a generalization of complexes, called 2-complexes, this paper defines and analyzes new Sobolev spaces of matrix fields and their interrelationships within a commuting diagram. These spaces have very weak second-order derivatives. An…
We aim to link random fields and marked point processes and therefore introduce a new class of stochastic processes which are defined on a random set in R^d. Unlike for random fields, the mark covariance function of a marked random set is…
We study the differential forms over the frame bundle of the based loop space. They are stochastics in the sense that we put over this frame bundle a probability measure. In order to understand the curvatures phenomena which appear when we…
We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…
The modelling and analysis of biological systems has deep roots in Mathematics, specifically in the field of Ordinary Differential Equations. Alternative approaches based on formal calculi, often derived from process algebras or term…
Multivariate associated kernel estimators, which depend on both target point and bandwidth matrix, are appropriate for partially or totally bounded distributions and generalize the classical ones as Gaussian. Previous studies on…