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We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…

Probability · Mathematics 2011-03-14 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

Analysis of PDEs · Mathematics 2023-05-23 Zhe Xue , Yuan Zhang , Zhennan Zhou , Min Tang

This paper develops the theory and methods for modeling a stationary count time series via Gaussian transformations. The techniques use a latent Gaussian process and a distributional transformation to construct stationary series with very…

Methodology · Statistics 2021-07-20 Yisu Jia , Stefanos Kechagias , James Livsey , Robert Lund , Vladas Pipiras

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama

This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…

Probability · Mathematics 2016-04-19 R. Garra , E. Orsingher , M. Scavino

This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…

Artificial Intelligence · Computer Science 2015-06-30 Wolfgang Gatterbauer , Dan Suciu

The purpose of this work is to describe a unified, and indeed simple, mechanism for non-parametric Bayesian analysis, construction and generative sampling of a large class of latent feature models which one can describe as generalized…

Statistics Theory · Mathematics 2014-12-23 Lancelot F. James

We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…

Dynamical Systems · Mathematics 2013-11-13 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…

Probability · Mathematics 2024-04-09 Michel Davydov

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

Statistical Mechanics · Physics 2024-05-06 Alessandro Vezzani , Raffaella Burioni

We address the problem of the joint statistical inference of phylogenetic trees and multiple sequence alignments from unaligned molecular sequences. This problem is generally formulated in terms of string-valued evolutionary processes along…

Populations and Evolution · Quantitative Biology 2015-06-05 Alexandre Bouchard-Côté , Michael I. Jordan

At least one unusual event appears in some count datasets. It will lead to a more concentrated (or dispersed) distribution than the Poisson, the gamma, the Weibull, and the Conway-Maxwell-Poisson (CMP) can accommodate. These well-known…

Applications · Statistics 2021-05-07 Wanrudee Skulpakdee , Mongkol Hunkrajok

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

Polling systems are a well-established subject in queueing theory. However, their formal treatments generally rely heavily on relatively sophisticated theoretical tools, such as moment generating functions and Laplace transforms, and…

Systems and Control · Computer Science 2012-11-06 Field Cady

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

We study the $\beta$ analogue of the nonintersecting Poisson random walks. We derive a stochastic differential equation of the Stieltjes transform of the empirical measure process, which can be viewed as a dynamical version of the…

Probability · Mathematics 2021-03-02 Jiaoyang Huang

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…

Probability · Mathematics 2024-02-28 Sarah Kaakai , Nicole El Karoui

Many important stochastic counting models can be written as general birth-death processes (BDPs). BDPs are continuous-time Markov chains on the non-negative integers and can be used to easily parameterize a rich variety of probability…

Methodology · Statistics 2014-07-28 Forrest W. Crawford , Marc A. Suchard

A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<\beta\leq 1$, $\alpha >0$ and a time scale parameter.…

Statistical Mechanics · Physics 2020-04-22 Thomas M. Michelitsch , Alejandro P. Riascos