相关论文: On Distributions of Certain State Dependent Fracti…

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…

In the following, we introduce new proportional hazard (PH) processes, which are derived by a marginal transformation applied to complementary power function distribution (CPFD) processes. Also, we introduce two new Pareto processes, which…

In this paper we study the exponential decay of posterior probability of a set of sources and conditioning by rare sources for both uniform and general prior distributions of sources. The decay rate is determined by $L$-divergence and rare…

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…

In this paper, based on Newton interpolation we have proposed a numerical scheme of predictor-corrector type in order to solve fractional differential equations with the fractional derivative involving the Mittag-Leffler function. We have…

The thesis deals with applications of fractional calculus to fractals. It introduces the notion of local fractional derivative (LFD). Fractal and multifractal functions have been studied in the thesis using LFD. New kind of equations are…

Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…

We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…

We study determinantal point processes (DPP) through the lens of algebraic statistics. We count the critical points of the log-likelihood function, and we compute them for small models, thereby disproving a conjecture of Brunel, Moitra,…

We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…

Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…

Atangana and Baleanu proposed a new fractional derivative with non-local and no-singular Mittag-Leffler kernel to solve some problems proposed by researchers in the field of fractional calculus. This new derivative is better to describe…

The dynamical likelihood method for analysis of high energy collider events is reformulated. The method is to reconstruct the elementary parton state from observed quantities. The basic assumption is that each of final state partons…

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

The superposition of two independent point processes can be described by multiplication of their probability generating functionals (p.g.fl.s). The inverse operation, which can be viewed as a deconvolution, is defined by dividing the…

We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…