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We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…
For a general renewal process $N$ (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from $N$ by Bernoulli $0$/$1$ thinning is characterized. This…
In this work, we propose a non-iterative Gaussian transformation strategy based on copula function, which doesn't require some commonly seen restrictive assumptions in the previous studies such as the elliptically symmetric distribution…
Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…
We investigate structure for pairs of randomizations that do not follow each other in a chain. These are unrandomized-inclusive, independent, coincident or double randomizations. This involves taking several structures that satisfy…
Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…
We analyse an additive-increase and multiplicative-decrease (aka growth-collapse) process that grows linearly in time and that experiences downward jumps at Poisson epochs that are (deterministically) proportional to its present position.…
We develop a framework in which the activity of nonlinear pulse-coupled oscillators is posed within the renewal theory. In this approach, the evolution of inter-event density allows for a self-consistent calculation that determines the…
Copulas have been popular to model dependence for multivariate distributions, but have not been used much in modelling temporal dependence of univariate time series. This paper demonstrates some difficulties with using copulas even for…
Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…
We study two different forms of fluctuation-dissipation processes generating anomalous relaxations to equilibrium of an initial out of equilibrium condition, the former being based on a stationary although very slow correlation function and…
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…
Group theoretic methods to construct all N-particle singlet states by iterative recursion are presented. These techniques are applied to the quantum correlations of four spin one-half particles in their singlet states. Multipartite…
We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Markov chains. As the main application we use it to derive a…
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…
We present a correlated \textit{and} gate which may be used to propagate uncertainty and dependence through Boolean functions, since any Boolean function may be expressed as a combination of \textit{and} and \textit{not} operations. We…
When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…
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 find the cross-over behavior for the spin-spin correlation function for the 2D Ising and 3-states Potts model with random bonds at the critical point. The procedure employed is the renormalisation approach of the perturbation series…