Related papers: A Left passage explorer model
We aim at understanding how the non-commutation phenomena between a linear transport operator and a fractional diffusion allow the transport operator to satisfy hypoelliptic estimates on the whole space. Such hypoelliptic estimates are…
Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…
We study the simple random walk on stochastic hyperbolic half planar triangulations constructed in Angel and Ray [3]. We show that almost surely the walker escapes the boundary of the map in positive speed and that the return probability to…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…
While the Standard Model is in good shape, there are many reasons to believe it is incomplete. There are high expectations that the LHC will shed light on some well studied possibilities, like technicolor and supersymmetry. Emboldened by…
I present a short review of models for transverse-momentum distributions and transversity, with a particular attention on general features common to many models. I compare some model results with experimental extractions. I discuss the…
We investigate analytically and numerically the statistical properties of a random walk model with delayed transition probability dependence (delayed random walk). The characteristic feature of such a model is the oscillatory behavior of…
Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models'' [arXiv:0808.1012]
Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models'' [arXiv:0808.1012]
Latent autoregressive models are useful time series models for the analysis of infectious disease data. Evaluation of the likelihood function of latent autoregressive models is intractable and its approximation through simulation-based…
One can view quantum mechanics as a generalization of classical probability theory that provides for pairwise interference among alternatives. Adopting this perspective, we ``quantize'' the classical random walk by finding, subject to a…
The sample selection bias problem arises when a variable of interest is correlated with a latent variable, and involves situations in which the response variable had part of its observations censored. Heckman (1976) proposed a sample…
For an $n$-element subset $U$ of $\mathbb{Z}^2$, select $x$ from $U$ according to harmonic measure from infinity, remove $x$ from $U$, and start a random walk from $x$. If the walk leaves from $y$ when it first enters $U$, add $y$ to $U$.…
Consider stochastic models for the spread of an infection in a structured community, where this structured community is itself described by a random network model. Some common network models and transmission models are defined and large…
In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…
This expository note outlines why it is sometimes useful to consider the bigraded type A link homology theories as associated with the Lie algebras gl(N) instead of sl(N).
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
This text surveys different probabilistic aspects of a model which is used to describe the evolution of an object that falls apart randomly as time passes. Each point of view yields useful techniques to establish properties of such random…
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…