Related papers: Some power function distribution processes
We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities…
Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded…
First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…
Transverse parton momentum dependent distribution functions (TMDs) of the nucleon are studied in a covariant model, which describes the intrinsic motion of partons in terms of a covariant momentum distribution. The consistency of the…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…
The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…
Experimental results on hadronic soft and hard diffractive processes are reviewed with emphasis on aspects of the data that point to the underlying QCD mechanism for diffraction. Diffractive differential cross sections are shown to be…
This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…
We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic. If the posterior mean of $\phi$ is…
Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…
We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…
With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…
Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We examine the QCD evolution of the helicity and transversity parton distribution functions when including also their dependence on transverse momentum. Using an appropriate definition of these polarized transverse momentum distributions…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…