Related papers: Laplace Transforms of Improper Random Variables
In this paper we examine the existence of bicomplexied inverse Laplacetransform as an extension of its complexied inverse version within theregion of convergence of bicomplex Laplace transform. In this course weuse the idempotent…
Laplace's method, a family of asymptotic methods used to approximate integrals, is presented as a potential candidate for the tool box of techniques used for knowledge acquisition and probabilistic inference in belief networks with…
Reasoning about unpredicted change consists in explaining observations by events; we propose here an approach for explaining time-stamped observations by surprises, which are simple events consisting in the change of the truth value of a…
Laplace's method is used to approximate intractable integrals in a statistical problems. The relative error rate of the approximation is not worse than $O_p(n^{-1})$. We provide the first statistical lower bounds showing that the $n^{-1}$…
The inversion of nabla Laplace transform, corresponding to a causal sequence, is considered. Two classical methods, i.e., residual calculation method and partial fraction method are developed to perform the inverse nabla Laplace transform.…
We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…
We use a probabilistic approach to describe the behavior as $n -> \infty$ of the Laplace transforms of $P^n$, where $P$ a fixed complex polynomial. As a consequence we obtain a new elementary proof of an result of Gillis-Ismail-Offer in the…
We give a simple derivation of the distribution of the maximum L of the length of the queue during a busy period for the M/M/1 queue with lambda<1 the ratio between arrival rate and service rate. We observe that the asymptotic behavior of…
Laplace approximations are classic, computationally lightweight means for constructing Bayesian neural networks (BNNs). As in other approximate BNNs, one cannot necessarily expect the induced predictive uncertainty to be calibrated. Here we…
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative L\'evy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes.…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
The functional relation coming from the $x-y$ symplectic transformation of Topological Recursion has a lot of applications, for instance it is the higher order moment-cumulant relation in free probability or can be used to compute…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…
We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…
In this paper we analyze the quasi-stationary workload of a L\'evy-driven storage system. More precisely, assuming the system is in stationarity, we study its behavior conditional on the event that the busy period $T$ in which time 0 is…
Let $K$ be a number field, and let $K(x_1,...,x_d)$ be the field of rational fractions in the variables $x_1,...,x_d$. In this paper, we introduce two kinds of Laplace transform adapted to solutions of the differential…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
This article is devoted to derivation of the Laplace transforms of the derivatives with respect to parameters of certain special functions, namely, the Mittag-Leffler type, Wright and Le Roy type functions. These formulas show…
In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…