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Bursty transport phenomena associated with convective motion present universal statistical characteristics among different physical systems. In this letter, a stochastic univariate model and the associated probability distribution function…
In this Letter we study the effects of the Modified Uncertainty Principle as proposed in Ali et al. (2009) [5] in simple quantum mechanical systems and study its thermodynamic properties. We have assumed that the quantum particles follow…
We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…
Suppose that two large, multi-dimensional data sets are each noisy measurements of the same underlying random process, and principle components analysis is performed separately on the data sets to reduce their dimensionality. In some…
This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applications in ruin theory. Like standard Poisson processes, MIPPs…
In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time…
This paper introduces the Generalized Fractional Compound Poisson Process (GFCPP), which claims to be a unified fractional version of the compound Poisson process (CPP) that encompasses existing variations as special cases. We derive its…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
A $M/M/1$ queue with catastrophes is a modified $M/M/1$ queue model for which, according to the times of a Poisson process, catastrophes occur leaving the system empty. In this work, we study a fractional $M/M/1$ queue with catastrophes,…
Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…
Gene expression in individual cells is highly variable and sporadic, often resulting in the synthesis of mRNAs and proteins in bursts. Bursting in gene expression is known to impact cell-fate in diverse systems ranging from latency in HIV-1…
We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite…
When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…
The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…
This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…