相关论文: A Delayed Yule Process
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
A symbolic-computational algorithm, fully implemented in Maple, is described, that computes explicit expressions for generating functions that enable the efficient computations of the expectation, variance, and higher moments, of the random…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
Inferring the ancestral state at the root of a phylogenetic tree from states observed at the leaves is a problem arising in evolutionary biology. The simplest technique -- majority rule -- estimates the root state by the most frequently…
From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…
The now classical convergence in distribution theorem for well normalized sums ofstationary martingale increments has been extended to multi-indexed martingaleincrements (see Voln\'{y} (2019) and references in there). In the presentarticle…
We develop a method based on martingales to study first-passage problems of time-additive observables exiting an interval of finite width in a Markov process. In the limit that the interval width is large, we derive generic expressions for…
Several results of large deviations are obtained for distributions that are associated with the Poisson--Dirichlet distribution and the Ewens sampling formula when the parameter $\theta$ approaches infinity. The motivation for these results…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…
In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…
We introduce innovative inference procedures for analyzing time series data. Our methodology enables density approximation and composite hypothesis testing based on Whittle's estimator, a widely applied M-estimator in the frequency domain.…
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…
Coalescence processes have received a lot of attention in the context of conditional branching processes with fixed population size and non-overlapping generations. Here we focus on similar problems in the context of the standard…
The ancestral selection graph in population genetics was introduced by KroneNeuhauser (1997) as an analogue of the coalescent genealogy of a sample of genes from a neutrally evolving population. The number of particles in this graph,…
In this paper, we consider Galton-Watson processes with immigration. Pick $i(\ge2)$ individuals randomly without replacement from the $n$-th generation and trace their lines of descent back in time till they coalesce into $1$ individual in…
A Galton-Watson process in a varying environment is a discrete time branching process where the offspring distributions vary among generations. It is known that in the critical case, these processes have a Yaglom limit, that is, a suitable…
In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
We handle divergent {\epsilon} expansions in different universality classes derived from modified Landau-Wilson Hamiltonian. Landau-Wilson Hamiltonian can cater for describing critical phenomena on a wide range of physical systems which…