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We study a coarsening process of one-dimensional cell complexes. We show that if cell boundaries move with velocities proportional to the difference in size of neighboring cells, then the average cell size grows at a prescribed exponential…

Probability · Mathematics 2015-12-03 Emanuel Lazar , Robin Pemantle

We study the connection between PDEs and L\'{e}vy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to…

Probability · Mathematics 2014-01-15 Luisa Beghin , Mirko D'Ovidio

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

Branching processes $(Z_n)_{n \ge 0}$ in a varying environment generalize the Galton-Watson process, in that they allow time-dependence of the offspring distribution. Our main results concern general criteria for a.s. extinction,…

Probability · Mathematics 2019-11-11 Götz Kersting

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

The Poisson--Dirichlet distribution arises in many different areas. The parameter $\theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $\theta$ approaching…

Probability · Mathematics 2008-11-12 Shui Feng , Fuqing Gao

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…

Methodology · Statistics 2025-01-31 Ioannis Papastathopoulos , Lambert de Monte , Ryan Campbell , Haavard Rue

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

Machine Learning · Computer Science 2012-06-22 Changyou Chen , Nan Ding , Wray Buntine

A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…

Statistics Theory · Mathematics 2016-05-10 Lucio Barabesi , Carolina Becatti , Marzia Marcheselli

Recently, Freud-Rodriguez proposed a new counting process which is called the Bell-Touchard process and based on the Bell-Touchard probability distribution. This process was developed to solve the problem of rare events hypothesis which is…

Number Theory · Mathematics 2023-04-13 Taekyun Kim , Dae san Kim , Hye Kyung Kim

We establish the general equivalence between rare event process for arbitrary continuous functions whose maximal values are achieved on non-trivial sets, and the entry times distribution for arbitrary measure zero sets. We then use it to…

Dynamical Systems · Mathematics 2019-05-27 Fan Yang

Assuming a $q$-variant of the prime $k$-tuple conjecture uniformly, we compute mixed moments of the number of primes in disjoint short intervals and progressions, respectively. This involves estimating the mean of singular series along…

Number Theory · Mathematics 2024-11-26 Sun-Kai Leung

The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…

Probability · Mathematics 2010-01-12 Kenji Handa

The classical model for the genealogies of a neutrally evolving population in a fixed environment is due to Kingman. Kingman's coalescent process, which produces a binary tree, universally emerges from many microscopic models in which the…

Populations and Evolution · Quantitative Biology 2023-12-05 Ethan Levien

In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam…

Probability · Mathematics 2020-12-02 Neha Gupta , Arun Kumar , Nikolai Leonenko

From genomes and ecosystems to bureaucracies and cities, the growth of complex systems occurs by adding new types of functions and expanding existing ones. We present a simple generative model that generalizes the Yule-Simon process by…

In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…

Probability · Mathematics 2009-09-29 Tim D. Austin

In this paper we survey and further study partial sums of a stationary process via approximation with a martingale with stationary differences. Such an approximation is useful for transferring from the martingale to the original process the…

Probability · Mathematics 2011-05-24 Magda Peligrad

The goal of this article is to study the limit of the empirical distribution induced by a mutation-selection multi-allelic Moran model, whose dynamic is given by a continuous-time irreducible Markov chain. The rate matrix driving the…

Probability · Mathematics 2022-09-28 Bertrand Cloez , Josué Corujo

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

Probability · Mathematics 2011-11-10 Lancelot F. James