相关论文: On Approximating Ruin Probability of Double Stocha…

Assuming a $q$-variant of the prime $k$-tuple conjecture uniformly, we compute mixed moments of the number of primes in disjoint short intervals and progressions, respectively. This involves estimating the mean of singular series along…

In light of intense hurricane activity along the U.S. Atlantic coast, attention has turned to understanding both the economic impact and behaviour of these storms. The compound Poisson-lognormal process has been proposed as a model for…

It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…

Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…

The Poisson process is one of the simplest stochastic processes defined in continuous time, having interesting mathematical properties, leading, in many situations, to applications mathematically treatable. One of the limitations of the…

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint…

We consider two models of two-units repairable systems: cold standby system and warm standby system. We suppose that the lifetimes and repair times of the units are all independent exponentially distributed random variables. Using…

The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions.} Under the condition that the two Brownian motions $\{B_1(t), t\ge 0\}$ and…

In probabilistic cloning with two auxiliary systems, we consider and compare three different protocols for the success probabilities of cloning. We show that, in certain circumstances, it may increase the success probability to add an…

This paper gives new, efficient algorithms for approximate uniform sampling of contingency tables and integer partitions. The algorithms use the Burnside process, a general algorithm for sampling a uniform orbit of a finite group acting on…

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

In the presented article we consider exclusive weak decays of doubly heavy baryons with spin $J=1/2$ with production of leptonic pair or a set of light mesons. Using QCD factorization theorem and spectral functions approach we obtain…

The aim of this paper is to present the stochastic Poisson equations associated to Lie algebroids. The stochastic Poisson equations associated to a refinement of a concrete principal bundle are determined.

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…

We study a multidimensional renewal risk model, with common counting process and cadlag returns. Considering that the claim vectors have common distribution from some multivariate distribution class with heavy tail, are mutually weakly…

A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov…

A cloud scheduler packs tasks onto machines with contradictory goals of (1) using the machines as efficiently as possible while (2) avoiding overloading that might result in CPU throttling or out-of-memory errors. We take a stochastic…