Related papers: A Left passage explorer model
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
The Melnikov method is applied to periodically perturbed open systems modeled by an inverse--square--law attraction center plus a quadrupolelike term. A compactification approach that regularizes periodic orbits at infinity is introduced.…
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the…
Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…
Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…
In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using…
Using Random Matrix Theory, we propose a universal and versatile tool to reveal the existence of "fleeting modes", i.e. portfolios that carry statistically significant excess risk, signalling ex-post a change in the correlation structure in…
We introduce a new model to study the oscillations of opposite flows sharing a common bottleneck and moving on two Totally Asymmetric Simple Exclusion Process (TASEP) lanes. We provide a theoretical analysis of the phase diagram, valid when…
The partially asymmetric exclusion process (PASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of N sites. It is partially asymmetric…
A famous conjecture of Lov\'asz states that every connected vertex-transitive graph contains a Hamilton path. In this article we confirm the conjecture in the case that the graph is dense and sufficiently large. In fact, we show that such…
Many proposals have emerged as alternatives to the Heckman selection model, mainly to address the non-robustness of its normal assumption. The 2001 Medical Expenditure Panel Survey data is often used to illustrate this non-robustness of the…
Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…
By generalizing the algebra of operators of the Asymmetric Simple Exclusion Process (ASEP), a multi-species ASEP in which particles can overtake each other,is defined on both open and closed one dimensional chains. On the ring the steady…
We introduce a concept of the commuting probability of a skew left brace analogous to group theory. We establish upper and lower bounds for the commuting probability and prove that, for finite non-trivial skew left braces, it is always at…
In this paper we study the oriented swap process on the positive integers and its asymptotic properties. Our results extend a theorem by Angel, Holroyd, and Romik regarding the trajectories of particles in the finite oriented swap process.…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
The purpose of this paper is to continue studying the properties of $\gamma$-regular open sets introduced and explored in [6]. The concept of $\gamma$-closed spaces have also been defined and discussed.
In a recent paper [2] the author introduced and investigated a random walk model similar to a model introduced in [1]. In these models the increment of the random walk depends on the complete past of the process. In this note I will point…
In this work, I briefly report on constraints that can be obtained on new physics models that extend the scalar sector of the Standard Model (SM) of particle physics at the LHC. I concentrate on a few simple examples which serve to…
We generate a set of "relativistic" predictions for the relationship between viewing angle and apparent frequency, for each of three different non-transverse shift equations. We find that a detector aimed transversely (in the lab frame) at…