相关论文: Multimodality of the Markov binomial distribution
Probabilistic approach to the description of translational motion of macrobodies indicates the emergence of additional order effects oriented in the direction of motion of the body
We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…
We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplings to a specific class of causal transport plans between…
We study the long time statistics of a class of semi--linear wave equations modeling the motions of a particle suspended in continuous media while being subjected to random perturbations via an additive Gaussian noise. By comparison with…
Binomial distributions capture the probabilities of `heads' outcomes when a (biased) coin is tossed multiple times. The coin may be identified with a distribution on the two-element set {0,1}, where the 1 outcome corresponds to `head'. One…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial mono-modal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E…
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…
We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…
Expression for probability distribution is got taking into account a presence and removal of degeneracy on the microstates. Its application allows to describe the process of melting of solids, as saltatory phase transition of the first kind…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
Different approaches to define transverse-momentum dependent parton distribution functions are considered from the point of view of their renormalization-group properties. The associated one-loop anomalous dimensions of these quantities are…
We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…
Some classical mass transportation problems are investigated in a finitely additive setting. Let $\Omega=\prod_{i=1}^n\Omega_i$ and $\mathcal{A}=\otimes_{i=1}^n\mathcal{A}_i$, where $(\Omega_i,\mathcal{A}_i,\mu_i)$ is a ($\sigma$-additive)…
Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…
On the base of symplectic quantum tomogram we define a probability distribution on the plane. The dual map transfers all observables which are polynomials of the position and momentum operators to the set of polynomials of two variables. In…
Many cell functions are accomplished thanks to intracellular transport mechanisms of macromolecules along filaments. Molecular motors such as dynein or kinesin are proteins playing a primary role in these processes. The behavior of such…
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…