Related papers: Mixed Poisson process with Min-U-Exp mixing variab…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…
We introduce and study a multiparameter version of the generalized counting process (GCP), where there is a possibility of finitely many arrivals simultaneously. We call it the multiparameter GCP. In a particular case, it is uniquely…
In this study, we establish a significant connection between certain subclasses of complex order univalent functions and the Mittag-Leffler-type Poisson distribution series. We provide criteria for these series to belong to the specific…
This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on the same finite state space $\mathbb{S}$ moving at…
In this paper we propose an estimator of the distribution of events of different kinds in a homogeneous Poisson process. We give an explicit solution for the maximum likelihood estimator of the distribution and derive its strong consistency…
The Poisson distribution is the default choice of likelihood for probabilistic models of count data. However, due to the equidispersion contraint of the Poisson, such models may have predictive uncertainty that is artificially inflated.…
The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…
Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a model where a shock event contributes to the total claim…
Assume we observe a finite number of inspection times together with information on whether a specific event has occurred before each of these times. Suppose replicated measurements are available on multiple event times. The set of…
In the stochastic network model of Britton and Lindholm [Dynamic random networks in dynamic populations. Journal of Statistical Physics, 2010], the number of individuals evolves according to a supercritical linear birth and death process,…
We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower dimensional projections. Our model combines the techniques…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We study a time-changed variant of the Erlang queue by taking the first hitting time of a mixed stable subordinator as the time-changing component. We call it the mixed time-changed Erlang queue. We derive the system of fractional…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
We define the min-min expectation selection problem (resp. max-min expectation selection problem) to be that of selecting k out of n given discrete probability distributions, to minimize (resp. maximize) the expectation of the minimum value…
Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
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.…
In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density,…