Related papers: Generalized Space-Fractional Poisson Process via V…
Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…
Global polynomial optimization is an important tool across applied mathematics, with many applications in operations research, engineering, and physical sciences. In various settings, the polynomials depend on external parameters that may…
We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…
We consider the persistence probability, the occupation-time distribution and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian Stationary Processes (GSPs) of zero mean. We first…
A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…
Small-Signal Stability Constrained Optimal Power Flow (SSSC-OPF) can provide additional stability measures and control strategies to guarantee the system to be small-signal stable. However, due to the nonsmooth property of the spectral…
This work presents a non-intrusive reduced-order modeling framework for dynamical systems with spatially localized features characterized by slow singular value decay. The proposed approach builds upon two existing methodologies for reduced…
Following our previous work [68], this paper continues to investigate the evolution dynamics of local times of spectrally positive L\'evy processes with Gaussian components in the spatial direction. We prove that conditioned on the…
We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…
The generalized-$\alpha$ method encompasses a wide range of time integrators. The method possesses high-frequency dissipation while minimizing unwanted low-frequency dissipation and the numerical dissipation can be controlled by the user.…
We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…
We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…
We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
A representation for the sharp coefficient in a pointwise estimate for the gradient of a generalized Poisson integral of a function $f$ on ${\mathbb R}^{n-1}$ is obtained under the assumption that $f$ belongs to $L^p$. It is assumed that…
We propose new parameterizations for the border and skewness functions appearing in the description of 3D nucleon structure in the language of Generalized Parton Distributions (GPDs). These parameterizations are constructed in a way to…