相关论文: Saigo Space-Time Fractional Poisson Process via Ad…
We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
Using tools from representation theory, we derive expressions for the coincidence rate of partially-distinguishable particles in an interferometry experiment. Our expressions are valid for either bosons or fermions, and for any number of…
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…
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…
We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…
This study is a modification of the McKendrick equation into a growth model with fractional order to predict the abalone length growth. We have shown that the model is a special case of Taylor's series after it was analysed using Adomian…
We propose new domain decomposition methods for systems of partial differential equations in two and three dimensions. The algorithms are derived with the help of the Smith factorization of the operator. This could also be validated by…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
This paper defines a new class of fractional differential operators alongside a family of random variables whose density functions solve fractional differential equations equipped with these operators. These equations can be further used to…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
Computer-aided engineering techniques are indispensable in modern engineering developments. In particular, partial differential equations are commonly used to simulate the dynamics of physical phenomena, but very large systems are often…
We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of the time series. The process is composed of…
The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…
Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
The Fast Multipole Method (FMM) for the Poisson equation is extended to the case of non-axisymmetric problems in an axisymmetric domain, described by cylindrical coordinates. The method is based on a Fourier decomposition of the source into…
This paper proposes a new semi-analytical approach for online time-domain power system simulation. The approach applies the differential transformation method (DTM) to the power system differential equation model to offline derive a…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…