Related papers: Equilibrium distributions and discrete Schur-const…
We study general nonlinear models for time series networks of integer and continuous valued data. The vector of high dimensional responses, measured on the nodes of a known network, is regressed non-linearly on its lagged value and on…
Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…
We present a structured additive regression approach to model conditional densities given scalar covariates, where only samples of the conditional distributions are observed. This links our approach to distributional regression models for…
We give an explicit solution formula for the polynomial regression problem in terms of Schur polynomials and Vandermonde determinants. We thereby generalize the work of Chang, Deng, and Floater to the case of model functions of the form…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
A new mathematical model for the dynamics of prion proliferation involving an ordinary differential equation coupled with a partial integro-differential equation is analyzed, continuing earlier work. We show the well-posedness of this…
The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…
It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encountered involving Poisson marginals and conditionals.…
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
This paper explores strong and weak consistency of M-estimators for non-identically distributed data, extending prior work. Emphasis is given to scenarios where data is viewed as a triangular array, which encompasses distributional…
We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…
An implicit Euler finite-volume scheme for a nonlocal cross-diffusion system on the multidimensional torus is analyzed. The equations describe the dynamics of population species with repulsive or attractive interactions. The numerical…
We introduce a class of explicit balanced schemes for stochastic differential equations with coefficients of superlinearly growth satisfying a global monotone condition. The first scheme is a balanced Euler scheme and is of order half in…
The paper proposes one-to-one transformation of the vector of components $\{Y_{in}\}_{i=1}^m$ of Pearson's chi-square statistic, \[Y_{in}=\frac{\nu_{in}-np_i}{\sqrt{np_i}},\qquad i=1,\ldots,m,\] into another vector $\{Z_{in}\}_{i=1}^m$,…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
The emergence of non-gaussian distributions for macroscopic quantities in nonequilibrium steady states is discussed with emphasis on the effective criticality and on the ensuing universality of distribution functions. The following problems…
A class of nonequilibrium models with short-range interactions and sequential updates is presented. The models describe one dimensional growth processes which display a roughening transition between a smooth and a rough phase. This…
A simple and transparent derivation of the formally exact probability distribution for classical non-equilibrium systems is given. The corresponding stochastic, dissipative equations of motion are also derived.
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
We present a nonparametric framework to model a short sequence of probability distributions that vary both due to underlying effects of sequential progression and confounding noise. To distinguish between these two types of variation and…