相关论文: Hitting time for Bessel processes - walk on moving…

We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…

Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Computing an accurate mean of a set of time series is a critical task in applications like nearest-neighbor classification and clustering of time series. While there are many distance functions for time series, the most popular distance…

Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…

Computing tight over-approximation of reach sets of a controlled uncertain dynamical system is a common practice in verification of safety-critical cyber-physical systems (CPS). While several algorithms are available for this purpose, they…

We prove an explicit formula of hitting times in terms of enumerations of spanning trees for random walks on general connected graphs. We apply the formula to improve Lawler's bound of hitting times for general graphs, prove a sharp bound…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

For a high source activity experiment, such as HOLMES, non-constant baseline pulses could constitute a great fraction of the data-set. We test the optimal filter matrix technique, proposed to process these pulses, on simulated responses of…

We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…

We make use of the Open Quantum Random Walk setting due to S. Attal, F. Petruccione, C. Sabot and I. Sinayskiy [J. Stat. Phys. (2012) 147:832-852] in order to discuss hitting times and a quantum version of the Mean Hitting Time Formula from…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

We present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in $\sqrt{N \beta/{\cal Z}}$ and polynomial in…

The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…

We consider open quantum walks on a graph, and consider the random variables defined as the passage time and number of visits to a given point of the graph. We study in particular the probability that the passage time is finite, the…

Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…

This article is devoted to the analysis of inverse source problems for Stokes systems in unbounded domains where the corresponding velocity flow is observed on a surface. Our main objective is to study the unique determination of general…