Related papers: Two-color balanced affine urn models with multiple…
A basic experiment in probability theory is drawing without replacement from an urn filled with multiple balls of different colours. Clearly, it is physically impossible to overdraw, that is, to draw more balls from the urn than it…
Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In particular, a finite variance ensures square root convergence…
A multi-scale model is presented for predicting the magnitude and rate of powder blending in a rotating drum blender. The model combines particle diffusion coefficient correlations from the literature with advective flow field information…
This paper studies inference in randomized controlled trials with multiple treatments, where treatment status is determined according to a "matched tuples" design. Here, by a matched tuples design, we mean an experimental design where units…
An affine model of computation is defined as a subset of iterated immediate-snapshot runs, capturing a wide variety of shared-memory systems, such as wait-freedom, t-resilience, k-concurrency, and fair shared-memory adversaries. The…
Since its inception in 1907, the Ehrenfest urn model (EUM) has served as a test bed of key concepts of statistical mechanics. Here we employ this model to study large deviations of a time-additive quantity. We consider two continuous-time…
An urn containing specified numbers of balls of distinct ordered colors is considered. A multiple q-Polya urn model is introduced by assuming that the probability of q-drawing a ball of a specific color from the urn varies geometrically,…
This work presents arbitrary high order well balanced finite volume schemes for the Euler equations with a prescribed gravitational field. It is assumed that the desired equilibrium solution is known, and we construct a scheme which is…
We consider a time-dependent version of a P\'olya urn containing black and white balls. At each time $n$ a ball is drawn from the urn at random and replaced in the urn along with $\sigma_n$ additional balls of the same colour. The…
In this paper, we focus on the tempered subdiffusive Black-Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing…
We consider the k-strong conflict-free coloring of a set of points on a line with respect to a family of intervals: Each point on the line must be assigned a color so that the coloring has to be conflict-free, in the sense that in every…
This paper considers a class of nonlocal fractional neutral stochastic integrodifferential inclusions of order $1<\alpha<2$ with impulses in a Hilbert space. We study the existence of the mild solution for the cases when the multi-valued…
Type A affine shuffles are compared with riffle shuffles followed by a cut. Although these probability measures on the symmetric group S_n are different, they both satisfy a convolution property. Strong evidence is given that when the…
Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…
An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis' model that the empirical distribution of balls in the urn converges with probability one to the uniform…
We consider the discrepancy problem of coloring $n$ intervals with $k$ colors such that at each point on the line, the maximal difference between the number of intervals of any two colors is minimal. Somewhat surprisingly, a coloring with…
Using variational density matrix optimization with two- and three-index conditions we study the one-dimensional Hubbard model with periodic boundary conditions at various filling factors. Special attention is directed to the full…
Drawing (a multiset of) coloured balls from an urn is one of the most basic models in discrete probability theory. Three modes of drawing are commonly distinguished: multinomial (draw-replace), hypergeometric (draw-delete), and Polya…
A cyclic urn is an urn model for balls of types $0,\ldots,m-1$ where in each draw the ball drawn, say of type $j$, is returned to the urn together with a new ball of type $j+1 \mod m$. The case $m=2$ is the well-known Friedman urn. The…
Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…