Related papers: A solvable class of renewal processes
We present a new and general Monte Carlo iteration method for generalized ensembles. It consists of two elements: (1) a simple algorithm to distinguish between distributions arising from respectively equilibrium- and non-equilibrium…
We describe a new type of polycyclic presentations, that we will call refined solvable presentations, for polycyclic groups. These presentations are obtained by refining a series of normal subgroups with abelian sections. These…
A class of random discrete distributions $P$ is introduced by means of a recursive splitting of unity. Assuming supercritical branching, we show that for partitions induced by sampling from such $P$ a power growth of the number of blocks is…
A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…
We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…
This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…
We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…
Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…
Generalizing earlier work of Delbaen and Haezendonck for given compound renewal process $S$ under a probability measure $P$ we characterize all probability measures $Q$ on the domain of $P$ such that $Q$ and $P$ are progressively equivalent…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…
The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…
We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drift and quadratic diffusion matrix in the state of the…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…