相关论文: Correlated Poisson processes and self-decomposable…
Consider a haploid population which has evolved through an exchangeable reproduction dynamics, and in which all individuals alive at time $t$ have a most recent common ancestor (MRCA) who lived at time $A_t$, say. As time goes on, not only…
The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical…
This paper presents several situations leading to the observation of multiple correlated copies of a drifted process, and then non-asymptotic risk bounds are established on nonparametric estimators of the drift function $b_0$ and its…
This paper gives an elementary proof for the following theorem: a renewal process can be represented by a doubly-stochastic Poisson process (DSPP) if and only if the Laplace-Stieltjes transform of the inter-arrival times is of the following…
The pair contact process with diffusion is studied by means of multispin Monte Carlo simulations and density matrix renormalization group calculations. Effective critical exponents are found to behave nonmonotonically as functions of time…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
We assume that we have multiple ordinal time series and we would like to specify their joint distribution. In general it is difficult to create multivariate distribution that can be easily used to jointly model ordinal variables and the…
We prove an abstract result on the correlations of pairs of elements in an exponentially growing discrete subset $\mathcal E$ of $[0,+\infty[\,$ endowed with a weight function. Assume that there exist $\alpha\in\mathbb R$, $c,\delta>0$ such…
We investigate the QCD phase diagram as a function of isospin chemical potential at a fixed temperature by directly putting large numbers of \pi^+s into the system. Correlation functions of N \pi^+s systems involves N!N! contractions, and…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
Consider ordinary bond percolation on a finite or countably infinite graph. Let s, t, a and b be vertices. An earlier paper proved the (nonintuitive) result that, conditioned on the event that there is no open path from s to t, the two…
We present a novel approach of coupling two multidimensional and non-degenerate It\^o processes $(X_t)$ and $(Y_t)$ which follow dynamics with different drifts. Our coupling is sticky in the sense that there is a stochastic process $(r_t)$,…
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…
This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…
In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R.…
We discuss the emergence of spontaneous synchronization for an open spin-pair system interacting only via a common environment. Under suitable conditions, and even in the presence of detuning between the natural precession frequencies of…
The decomposable branching processes are relatively less studied objects, particularly in the continuous time framework. In this paper, we consider various variants of decomposable continuous time branching processes. As usual practice in…
We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…
In this contribution, we summarize and discuss recent theoretical progress on the Standard-Model calculation of joint polarized cross sections of massive multi-boson processes with fully leptonic decays. The topics include fixed-order…
This study outlines a comprehensive methodology utilizing copulas to discern inconsistencies in the behavior exhibited by pairs of financial assets. It introduces a robust approach to establishing the interrelationship between the returns…