Related papers: Random walkers with extreme value memory: modellin…
The mechanism of the online user preference evolution is of great significance for understanding the online user behaviors and improving the quality of online services. Since users are allowed to rate on objects in many online systems,…
The emergence of a predominant phenotype within a cell population is often triggered by a rare accumulation of DNA mutations in a single cell. For example, tumors may be initiated by a single cell in which multiple mutations cooperate to…
Recursive max-linear vectors model causal dependence between its components by expressing each node variable as a max-linear function of its parental nodes in a directed acyclic graph and some exogenous innovation. Motivated by extreme…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…
This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…
Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…
In the broadcasting problem on trees, a $\{-1,1\}$-message originating in an unknown node is passed along the tree with a certain error probability $q$. The goal is to estimate the original message without knowing the order in which the…
This thesis examines edge-reinforced random walks with some modifications to the standard definition. An overview of known results relating to the standard model is given and the proof of recurrence for the standard linearly edge-reinforced…
Extreme events are emergent phenomena in multi-particle transport processes on complex networks. In practice, such events could range from power blackouts to call drops in cellular networks to traffic congestion on roads. All the earlier…
In this paper we study extreme events for random walks on homogeneous spaces. We consider the following three cases. On the torus we study closest returns of a random walk to a fixed point in the space. For a random walk on the space of…
Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…
Many natural and physical processes display long memory and extreme events. In these systems, the measured time series is invariably contaminated by noise. As the extreme events display large deviation from the mean behaviour, the noise…
The maxima and the minima of a randomly stopped sample of a random variable, $X$, together with two newly defined random variables that make $X$ into the maxima or minima of a randomly stopped sample of them, can be used to define…
We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…
We study biological evolution in a high-dimensional genotype space in the regime of rare mutations and strong selection. The population performs an uphill walk which terminates at local fitness maxima. Assigning fitness randomly to…