Related papers: Persistence probabilities for MA(1) sequences with…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We consider a class of inhomogeneous media known as composite media that is often encountered in experimental sciences and investigate the persistence probability of a random walker in such a system. Analytical and numerical results for the…
We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment parameters based on a single observation of the path till the…
The study of pattern emergence together with exploration of the exemplar Turing model is enjoying a renaissance both from theoretical and experimental perspective. Here, we implement a stability analysis of spatially dependent reaction…
We use various combinatorial and probabilistic techniques to study growth rates for the probability that a random permutation from the Mallows distribution avoids consecutive patterns. The Mallows distribution behaves like a $q$-analogue of…
A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…
Bursty transport phenomena associated with convective motion present universal statistical characteristics among different physical systems. In this letter, a stochastic univariate model and the associated probability distribution function…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
We investigate Bayesian non-parametric inference of the $\Lambda$-measure of $\Lambda$-coalescent processes with recurrent mutation, parametrised by probability measures on the unit interval. We give verifiable criteria on the prior for…
We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…
Given a collection of computational models that all estimate values of the same natural process, we compare the performance of the average of the collection to the individual member whose estimates are nearest a given set of observations.…
We highlight a striking difference in behavior between two widely used variants of coordinate ascent variational inference: the sequential and parallel algorithms. While such differences were known in the numerical analysis literature in…
In this paper we provide an upper bound for the conjunction probability of independent Gaussian smooth processes and then we prove that this bound is a good approximation with exponentially smaller error. Our result confirms the heuristic…
We introduce the concept of `discrete-time persistence', which deals with zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n \Delta T. For a Gaussian Markov process with relaxation rate \mu, we show…
Extensive simulations are performed to study the persistence behavior of a conserved lattice gas model exhibiting an absorbing phase transition from an active phase into an inactive phase. Both the global and the local persistence exponents…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
We study persistence in coupled circle map lattices at the onset of spatiotemporal intermittency, an onset which marks a continuous transition, in the universality class of directed percolation, to a unique absorbing state. We obtain a…
Given an increasing sequence of integers a(n), it is known (due to Weyl) that for almost all reals t, the fractional parts of the dilated sequence t*a(n) are uniformly distributed in the unit interval. Some effort has been made recently to…
The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…
Producing probabilistic guarantee for several steps of a predicted signal follow a temporal logic defined behavior has its rising importance in monitoring. In this paper, we derive a method to compute the joint probability distribution of…