Related papers: A Left passage explorer model
The marginal likelihood plays an important role in many areas of Bayesian statistics such as parameter estimation, model comparison, and model averaging. In most applications, however, the marginal likelihood is not analytically tractable…
In queuing theory, it is usual to have some models with a "reset" of the queue. In terms of lattice paths, it is like having the possibility of jumping from any altitude to zero. These objects have the interesting feature that they do not…
Trans-Planckian redshifts in cosmology and outside black holes may provide windows on a hypothetical short distance cutoff on the fundamental degrees of freedom. In cosmology, such a cutoff seems to require a growing Hilbert space, but for…
A folded type model is developed for analyzing compositional data. The proposed model involves an extension of the $\alpha$-transformation for compositional data and provides a new and flexible class of distributions for modeling data…
Using simple methods of asymptotic analysis it is shown that for a quantum harmonic oscillator in n-th energy eigenstate the probability of tunneling into the classically forbidden region obeys an unexpected but simple asymptotic formula:…
Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…
The purpose of this paper is to introduce an algebraic cohomology and formal deformation theory of left alternative algebras. Connections to some other algebraic structures are given also.
We study the probability that a random walk started inside a subgraph of a larger graph exits that subgraph (or, equivalently, hits the exterior boundary of the subgraph). Considering the chance a random walk started in the subgraph never…
Simple random walks on a partially directed version of $\mathbb{Z}^2$ are considered. More precisely, vertical edges between neighbouring vertices of $\mathbb{Z}^2$ can be traversed in both directions (they are undirected) while horizontal…
Latent space models (LSM) for network data were introduced by Hoff et al. (2002) under the basic assumption that each node of the network has an unknown position in a D-dimensional Euclidean latent space: generally the smaller the distance…
We present and discuss a list of some interesting points that are currently open in nonextensive statistical mechanics. Their analytical, numerical, experimental or observational advancement would naturally be very welcome.
First, we show that implied normal volatility is intimately linked with the incomplete Gamma function. Then, we deduce an expansion on implied normal volatility in terms of the time-value of a European call option. Then, we formulate an…
It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
We discuss the statistics of tunnelling rates in the presence of chaotic classical dynamics. This applies to resonance widths in chaotic metastable wells and to tunnelling splittings in chaotic symmetric double wells. The theory is based on…
Let $K$ be a field and $E$ be a graph. Let $L_K(E)$ be the Leavitt path algebra of $E$ over $K$ with the standard involution $^\star$. We investigate the set of skew-symmetric elements, $\mathbf{K}_{L_K(E)}=\{x\in L_K(E) : x^{\star}=-x\}$,…
As a continuation to our previous work, we consider a generalization of carries process. Our results are : (i) right eigenvectors of the transition probability matrix, (ii) correlation of carries between different steps, and (iii)…
A toy statistical model which mimics localized-to-itinerant electron transitions is introduced. We consider a system of two types of charge carriers: (1) localized ones, and (2) itinerant ones. There is chemical equilibrium between these…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…