Related papers: Stationary 1-dependent Counting Processes: from Ru…
We study counting statistics of number of transitions in a stochastic process. For mesoscopic systems, a path integral formulation for the counting statistics has already been derived. We here show that it is also possible to derive the…
This paper presents some formulae to calculate moments of inertia for solids of revolution and for solids generated by contour plots. For this, the symmetry properties and the generating functions of the figures are utilized. The combined…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
The k-point correlation functions of the Gaussian Random Matrix Ensembles are certain determinants of functions which depend on only two arguments. They are referred to as kernels, since they are the building blocks of all correlations. We…
We prove a Tracy-Widom type formula for the generating function of occupancy numbers on several disjoint intervals of the higher order Airy point processes. The formula is related to a new vector-valued Painlev\'e II hierarchy we define,…
We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…
The first aim of this paper is to construct new generating functions for the generalized {\lambda}-Stirling type numbers of the second kind, generalized array type polynomials and generalized Eulerian type polynomials and numbers, attached…
Based on a determinantal formula for the higher derivative of a quotient of two functions, we first present the determinantal expressions of Eulerian polynomials and Andre polynomials. In particular, we discover that the Euler number…
Recently isotropic basis functions of $N$ unit vector arguments were presented; these are of significant use in measuring the N-Point Correlation Functions (NPCFs) of galaxy clustering. Here we develop the generating function for these…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
This paper presents a new method for automatically generating numerical invariants for imperative programs. Given a program, our procedure computes a binary input/output relation on program states which over-approximates the behaviour of…
We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…
Explicit results are obtained using simple and exact methods for the joint queue-length distribution of the M/M/c queue with an arbitrary number of non-preemptive priority levels. This work is the first to provide explicit results for the…
We propose a novel nonparametric regression framework subject to the positive definiteness constraint. It offers a highly modular approach for estimating covariance functions of stationary processes. Our method can impose positive…
Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…
Recently, the concept of generating function has been employed in one-loop reduction. For one-loop integrals encompassing arbitrary tensor ranks and higher-pole contributions, the generating function can be decomposed into a tensor part and…
In this note we regard non-commutative probability theory with operator-valued expectation. We show that the moment generating functions of distributions coming from monotone increment processes of unitary random variables yield…
We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are different from the random variables for which central limit theorems…
In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos…