Related papers: The explicit solution and precise distribution of …
We consider $O(1)$ dense loop model in a square lattice wrapped on a cylinder of odd circumference $L$ and calculate the exact densities of loops. These densities of loops are equal to the densities of critical bond percolation clusters on…
In this paper, we present extensions of the exact simulation algorithm introduced by Beskos et al. (2006). First, a modification in the order in which the simulation is done accelerates the algorithm. In addition, we propose a truncated…
In environmental studies, many data are typically skewed and it is desired to have a flexible statistical model for this kind of data. In this paper, we study a class of skewed distributions by invoking arguments as described by Ferreira…
In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The…
We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…
We propose a class of weighted $L_2$-type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions.…
We compute exact solutions of two--matrix models, i.e. detailed genus by genus expressions for the correlation functions of these theories, calculated without any approximation. We distinguish between two types of models, the unconstrained…
We introduce a novel quantum spin-glass model, a Sherrington-Kirkpatrick model with a transverse mean-field type random magnet. We rigorously derive the exact expression of the free energy of this model at the entire parameter region. The…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
For the 2D and 3D Euler equations, their existing exact solutions are often in linear form with respect to variables x,y,z. In this paper, the Clarkson-Kruskal reduction method is applied to reduce the 2D incompressible Euler equations to a…
In this paper, we consider the Graphical Lasso (GL), a popular optimization problem for learning the sparse representations of high-dimensional datasets, which is well-known to be computationally expensive for large-scale problems.…
The aim of this article is to prove the existence of a new class of solutions of 1D cubic NLS with an initial data related to a sum of Dirac masses, of critical regularity $F(L^\infty)$, and belonging to $\dot H^s$ for any $s <-1/2$. This…
In this paper, under the assumption that the dimension is much larger than the sample size, i.e., $p \asymp n^{\alpha}, \alpha>1,$ we consider the (unnormalized) sample covariance matrices $Q = \Sigma^{1/2} XX^*\Sigma^{1/2}$, where…
The purpose of this paper is to present a class of particular solutions of a C(2,1) conformally invariant nonlinear Klein-Gordon equation by symmetry reduction. Using the subgroups of similitude group reduced ordinary differential equations…
In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…
We consider a Lattice Gas model in which the sites interact via infinite-ranged random couplings independently distributed with a Gaussian probability density. This is the Lattice Gas analogue of the well known Sherrington-Kirkpatrick Ising…
Exact solution of the Susceptible-Infectious-Recovered (SIR) epidemic model is derived, and various properties of solution are obtained directly from the exact solution. It is shown that there exists an exact solution of an initial value…
This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…
We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…
A novel method is proposed for the exact posterior mean and covariance of the random effects given the response in a generalized linear mixed model (GLMM) when the response does not follow normal. The research solves a long-standing problem…