Related papers: Hypothesis testing for a L\'evy-driven storage sys…
A novel model of transport is proposed to explain power law current transients and memory phenomena observed in partially ordered arrays of semiconducting nanocrystals. The model describes electron transport by a stationary Levy process of…
We consider systems under uncertainty whose dynamics are partially unknown. Our aim is to study satisfaction of temporal logic properties by trajectories of such systems. We express these properties as signal temporal logic formulas and…
Providing guarantees on the safe operation of robots against edge cases is challenging as testing methods such as traditional Monte-Carlo require too many samples to provide reasonable statistics. Built upon recent advancements in…
A hypothesis testing scheme for entanglement has been formulated based on the Poisson distribution framework instead of the POVM framework. Three designs were proposed to test the entangled states in this framework. The designs were…
Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…
We consider the problem of static Bayesian inference for partially observed Levy-process models. We develop a methodology which allows one to infer static parameters and some states of the process, without a bias from the…
While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…
We study a queueing network with a strictly upper-triangular routing matrix, where each column contains at most one non-negative entry, and the root node receives input from a spectrally positive L\'{e}vy process. Our aim is to characterize…
We describe the utility of point processes and failure rates and the most common point process for modeling failure rates, the Poisson point process. Next, we describe the uniformly most powerful test for comparing the rates of two Poisson…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
We investigate a class of methods for selective inference that condition on a selection event. Such methods follow a two-stage process. First, a data-driven (sub)collection of hypotheses is chosen from some large universe of hypotheses.…
This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…
We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse…
An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the…