相关论文: Constructing processes with prescribed mixing coef…

For a given pair of positive integers $d$ and $N$ with $N \geq 2$, for strictly stationary random fields that are indexed by the $d$-dimensional integer lattice and satisfy $N$-tuplewise independence, the dependence coefficients associated…

We consider the general problem of estimating probabilities which arise as a union of dependent events. We propose a flexible series of estimators for such probabilities, and describe variance reduction schemes applied to the proposed…

The density matrix yields probabilistic information about the outcome of measurements on a quantum system, but it does not distinguish between classical randomness in the preparation of the system and entanglement with its environment.…

Quantifying coherence has received increasing attention, and considerable work has been directed towards finding coherence measures. While various coherence measures have been proposed in theory, an important issue following is how to…

The evolution of a measured system and an experimental apparatus is presented in an unified form. Conditions under which the state of such a total system forms, evaluates and declines from a superposition of states are defined. The problem…

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…

In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pre-limit laws, the Zolotarev $\zeta$-metric is used. The…

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Dynamic logit models are popular tools in economics to measure state dependence. This paper introduces a new method to derive moment restrictions in a large class of such models with strictly exogenous regressors and fixed effects. We…

We consider the problem of estimating the parameters of a supercritical controlled branching process consistently from a single observed trajectory of population size counts. Our goal is to establish which parameters can and cannot be…

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we…

For measure preserving dynamical systems on metric spaces we study the time needed by a typical orbit to return back close to its starting point. We prove that when the decay of correlation is super-polynomial the recurrence rates and the…

In quantum physics, measurement results are random but their statistics can be predicted assuming some knowledge about the system in the past. Additional knowledge from a future measurement deeply changes the statistics in the present and…

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total…

The $\eta$-$\eta^\prime$ mixing angle is deduced from an updated phenomenological analysis of $J/\psi$ decays into a vector and a pseudoscalar meson. Corrections due to non-ideal $\omega$-$\phi$ mixing are confirmed to be crucial to find…

The speed with which a learning algorithm converges as it is presented with more data is a central problem in machine learning --- a fast rate of convergence means less data is needed for the same level of performance. The pursuit of fast…

We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…