相关论文: The pilgrim process

Many datasets give partial information about an ordering or ranking by indicating which team won a game, which item a user prefers, or who infected whom. We define a continuous spin system whose Gibbs distribution is the posterior…

In this article we propose a qualitative (ordinal) counterpart for the Partially Observable Markov Decision Processes model (POMDP) in which the uncertainty, as well as the preferences of the agent, are modeled by possibility distributions.…

The Kepler mission has discovered a large number of planetary systems. We analyze the implications of the discovered single/multi-exoplanet systems from Kepler's data. As done in previous works, we test a simple model in which the intrinsic…

This paper investigates an insurance model with a finite number of major clients and a large number of small clients, where the dynamics of the latter group are modeled by a spectrally positive L\'evy process. We begin by analyzing this…

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

We study the emergence of correlations between $N$ components of the position of a diffusive walker in $N$ dimensions that starts at the origin and resets to previously visited sites with certain probabilities. This is equivalent to $N$…

Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of…

We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process.…

The Transience objective is not to visit any state infinitely often. While this is not possible in finite Markov Decision Process (MDP), it can be satisfied in countably infinite ones, e.g., if the transition graph is acyclic. We prove the…

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…

The multiplicative coalescent is a mean-field Markov process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version of the multiplicative coalescent…

Let U be an open set in R^d. We show that under a mild assumption on the richness of the generator a Feller process in U with (predictable) killing is a semimartingale. To this end we generalize the notion of semimartingales in a natural…

Natural selection favors the more successful individuals. This is the elementary premise that pervades common models of evolution. Under extreme conditions, however, the process may no longer be probabilistic. Those that meet certain…

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…

Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a…

Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…

We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…

A pricing principle is introduced for non-attainable $q$-exponential bounded contingent claims in an incomplete Brownian motion market setting. The buyer evaluates the contingent claim under the ``distorted Radon-Nikodym derivative'' and…