Related papers: A solvable class of renewal processes
In queueing theory, Lorden's inequality can be used for bounds estimation of the moments of backward and forward renewal times. Two random variables called backwards renewal time and forward renewal time for this process are defined.…
We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…
Recursion relations are used to exactly calculate the partition function of a canonical ensemble in which all additive charges as well as the total isospin are strictly conserved. The ensemble can consist of particles that obey either…
Mixture models have received considerable attention recently and Newton [Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for estimating a mixing distribution. We prove almost sure consistency of this recursive…
Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
In this paper we study the tightness of solutions for a family of recursion equations. These equations arise naturally in the study of random walks on tree-like structures. Examples include the maximal displacement of a branching random…
Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the…
We show that probabilistic computable functions, i.e., those functions outputting distributions and computed by probabilistic Turing machines, can be characterized by a natural generalization of Church and Kleene's partial recursive…
We consider some nonuniformly hyperbolic invertible dynamical systems which are modeled by a Gibbs-Markov-Young tower. We assume a polynomial tail for the inducing time and a polynomial control of hyperbolicity, as introduced by Alves,…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
This work represents a natural coalescence of two important lines of work: learning mixtures of Gaussians and algorithmic robust statistics. In particular we give the first provably robust algorithm for learning mixtures of any constant…
We analyze extensions of the Poisson process in which any interarrival time that exceeds a fixed value $r$ is counted as an interarrival of duration $r$. In the engineering application that initiated this work, one part is tested at a time,…
The purpose of this paper is to introduce, study and analyze a new stochastic order which lies in the framework of the mean residual life and the combination convexity orders. Several preservation properties of the new order under…
We consider the large-time dynamics of one-dimensional processes involving adsorption and desorption of extended hard-core particles (dimers, trimers,\,$\cdots,k$-mers), while interacting through their constituent monomers. Desorption can…
We develop an exact determinantal formula for the probability that the Airy$_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that $\sup(\aip(x)-x^2)$ is distributed as a GOE random…
The episodic, irregular and asynchronous nature of medical data render them difficult substrates for standard machine learning algorithms. We would like to abstract away this difficulty for the class of time-stamped categorical variables…
We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…
We develop operator renewal theory for flows and apply this to infinite ergodic theory. In particular we obtain results on mixing for a large class of infinite measure semiflows. Examples of systems covered by our results include…