Related papers: Distributions in the constant-differentials P\'oly…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
Handball has received growing interest during the last years, including academic research for many different aspects of the sport. On the other hand modelling the outcome of the game has attracted less interest mainly because of the…
Large scale simulations and analytical theory have been combined to obtain the non-equilibrium velocity distribution, $f(v)$, of randomly accelerated particles in suspension. The simulations are based on an event-driven algorithm,…
Efficiently sampling from the P\'olya-Gamma distribution, ${PG}(b,z)$, is an essential element of P\'olya-Gamma data augmentation. Polson et. al (2013) show how to efficiently sample from the ${PG}(1,z)$ distribution. We build two new…
In the open circular billiard particles are placed initially with a uniform distribution in their positions inside a planar circular vesicle. They all have velocities of the same magnitude, whose initial directions are also uniformly…
By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
The paper deals with systems of ordinary differential equations containing in the right-hand side controls which are discontinuous in phase variables. These controls cause the occurrence of sliding modes. If one uses one of the well-known…
In the classical Polya urn problem, one begins with $d$ bins, each containing one ball. Additional balls arrive one at a time, and the probability that an arriving ball is placed in a given bin is proportional to $m^\gamma$, where $m$ is…
When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…
Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…
By means of Molecular Dynamics simulations, we investigate the elementary process of avalanches and size segregation by surface flow in 2 dimensions: a single ball confined to moving along an inclined line consisting of balls. The global…
This work studies the variation in Kullback-Leibler divergence between random draws from some popular nonparametric processes and their baseline measure. In particular we focus on the Dirichlet process, the P\'olya tree and the frequentist…
We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail…
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…