Related papers: The boundary non-Crossing probabilities for Slepia…
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…
Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…
Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…
In this paper, we consider smooth shot noise processes and their expected number of level crossings. When the kernel response function is sufficiently smooth, the mean number of crossings function is obtained through an integral formula.…
In this article, we generalize known formulas for crossing probabilities. Prior crossing results date back to J. Cardy's prediction of a formula for the probability that a percolation cluster in two dimensions connects the left and right…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…
In this paper, we investigate boundary estimates for the Dirichlet problem for a class of fully nonlinear elliptic equations with general boundary conditions, including nonzero boundary conditions. Given specific structural conditions on…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…
We consider a non-polynomial cubic spline to develop the classes of methods for the numerical solution of singularly perturbed two-point boundary value problems. The proposed methods are second and fourth order accurate and applicable to…
Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
We study persistence probabilities of Hermite processes. As a tool, we derive a general decorrelation inequality for the Rosenblatt process, which is reminiscent of Slepian's lemma for Gaussian processes or the FKG inequality and which may…
We show a Cameron-Martin theorem for Slepian processes $W_t:=\frac{1}{\sqrt{p}}(B_t-B_{t-p}), t\in [p,1]$, where $p\geq \frac{1}{2}$ and $B_s$ is Brownian motion. More exactly, we determine the class of functions $F$ for which a density of…
In a recent article, one of the authors used $c=0$ logarithmic conformal field theory to predict crossing-probability formulas for percolation clusters inside a hexagon with free boundary conditions. In this article, we verify these…
In scientific disciplines such as neuroimaging, climatology, and cosmology it is useful to study the uncertainty of excursion sets of imaging data. While the case of imaging data obtained from a single study condition has already been…
We obtain several extensions of Talagrand's lower bound for the small deviation probability using metric entropy. For Gaussian processes, our investigations are focused on processes with sub-polynomial and, respectively, exponential…
Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…