Related papers: On coupling epoch for renewal times
The Curie-Weiss model is used to study phase transitions in statistical mechanics and has been the object of rigorous analysis in mathematical physics. We analyse the problem of reconstructing the probability measure of a multi-group…
The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. We here discuss a renewal process…
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 rising share of abundant renewable energy inevitably increases volatility in the electricity production. The concept of sector coupling means that the volatility of electricity production to a large degree can be absorbed by dispatching…
We analyze a method to produce pairs of non independent Poisson processes $M(t),N(t)$ from positively correlated, self-decomposable, exponential renewals. In particular the present paper provides the family of copulas pairing the renewals,…
In this paper, we study three applications of recursion to problems in coding and random permutations. First, we consider locally recoverable codes with partial locality and use recursion to estimate the minimum distance of such codes. Next…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
This document presents a compilation of results related to the theory of stochastic processes, with a specific focus on Markov processes, regenerative processes, renewal processes, and stationary processes. The relevance of these topics…
We demonstrate that the method of interleaved resampling in the context of parton showers can tremendously improve the statistical convergence of weighted parton shower evolution algorithms. We illustrate this by several examples showing…
In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal…
The paper investigates the convergence of the distribution of some non-regenerative reliability system with a warm reserve.
In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging…
We analyse sequential Markov coalescent algorithms for populations with demographic structure: for a bottleneck model, a population-divergence model, and for a two-island model with migration. The sequential Markov coalescent method is an…
Temporal point processes are powerful generative models for event sequences that capture complex dependencies in time-series data. They are commonly specified using autoregressive models that learn the distribution of the next event from…
To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…
In this review, a model (the Random Coupling Model) that gives a statistical description of the coupling of radiation into and out of large enclosures through localized and/or distributed channels is presented. The Random Coupling Model…
We consider a renewal process which models a cumulative shock model that fails when the accumulation of shocks up-crosses a certain threshold. The ratio limit properties of the probabilities of non-failure after n cumulative shocks are…
A new method of path averaging for waves propagating in a random dilute system of identical scatterers is developed. The scattering matrix of such a system is calculated. The method systematically takes into account repeating scatterings on…
In cancer research, clustering techniques are widely used for exploratory analyses and dimensionality reduction, playing a critical role in the identification of novel cancer subtypes, often with direct implications for patient management.…
Numerical methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…