相关论文: Simulation and estimation for the fractional Yule …

Outcome probability estimation via classical methods is an important task for validating quantum computing devices. Outcome probabilities of any quantum circuit can be estimated using Monte Carlo sampling, where the amount of negativity…

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

In this paper we examine a number of models that generate random fractals. The models are studied using the tools of computational complexity theory from the perspective of parallel computation. Diffusion limited aggregation and several…

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…

The dynamics of populations is frequently subject to intrinsic noise. At the same time unknown interaction networks or rate constants can present quenched uncertainty. Existing approaches often involve repeated sampling of the quenched…

In the presented study, a numerical model which predicts the flow-induced collapse within the pharyngeal airway is validated using in vitro measurements. Theoretical simplifications were considered to limit the computation time. Systematic…

We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…

This paper presents $whittlehurst$, a Python package implementing Whittle's likelihood method for estimating the Hurst exponent in fractional Brownian motion (fBm). While the theoretical foundations of Whittle's estimator are…

In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…

We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain…

In this paper, we study a Skellam type variant of the generalized counting process (GCP), namely, the generalized Skellam process. Some of its distributional properties such as the probability mass function, probability generating function,…

Pore-scale simulations accurately describe transport properties of fluids in the subsurface. These simulations enhance our understanding of applications such as assessing hydrogen storage efficiency and forecasting CO$_2$ sequestration…

We propose a new method for the calculation of the statistical properties, as e.g. the entropy, of unknown generators of symbolic sequences. The probability distribution $p(k)$ of the elements $k$ of a population can be approximated by the…

We consider a Yule process until the total population reaches size $n\gg 1$, and assume that neutral mutations occur with high probability $1-p$ (in the sense that each child is a new mutant with probability $1-p$, independently of the…

We consider stochastic processes $Y(t)$ which can be represented as $Y(t)=(X(t))^s, s \in \mathbb{N},$ where $X(t)$ is a stationary strictly sub-Gaussian process and build a wavelet-based model that simulates $Y(t)$ with given accuracy and…

This paper focuses on the estimation of partially observed branching processes. First, the estimators from a frequentist perspective proposed in the literature are reviewed. The main objective of this paper is to present computational tools…

In this paper we develop an Expectation Maximization(EM) algorithm to estimate the parameter of a Yule-Simon distribution. The Yule-Simon distribution exhibits the "rich get richer" effect whereby an 80-20 type of rule tends to dominate.…

Affine processes play an important role in mathematical finance and other applied areas due to their tractable structure. In the present article, we derive probabilistic representations and integration by parts (IBP) formulas for…

The optical model is a fundamental tool to describe scattering processes in nuclear physics. The basic input is an optical model potential, which describes the refraction and absorption processes more or less schematically. Of special…