相关论文: Bridges with random length: Gamma case
Analysing statistical properties of the normal forms of random braids, we observe that, except for an initial and a final region whose lengths are uniformly bounded (that is, the bound is independent of the length of the braid), the…
This paper is devoted to general balance laws (with a possibly non local source term) with a non-characteristic boundary. Basic well posedness results are obtained, trying to provide sharp estimates. In particular, bounds tend to blow up as…
In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor}…
Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…
We prove that if the Markov generator of a diffusion process satisfies the two step strong H\"ormander condition, the conditioned hypoelliptic bridge satisfies an integral bound and is a continuous semi-martingale.
We observe that the probability distribution of the Brownian motion with drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin spaces are…
We present a new variational principle for linking models of beams and deformable solids, providing also its mathematical analysis. Despite the apparent differences between the two types of governing equations, it will be shown that the…
We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…
We use canonical Markov extensions (Hofbauer towers) to give an explicit construction of the natural extensions of various measure preserving endomorphisms, and present some applications to particular examples.
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
The purpose of this paper is to continue studying the properties of $\gamma$-regular open sets introduced and explored in [6]. The concept of $\gamma$-closed spaces have also been defined and discussed.
We prove that the limit profile of a sequence of reversible Markov chains exhibiting total variation cutoff is a continuous function, under a computable condition involving the spectrum of the transition matrix and the cutoff window.
The momentum spectrum of a periodic network (quantum graph) has a band-gap structure. We investigate the relative density of the bands or, equivalently, the probability that a randomly chosen momentum belongs to the spectrum of the periodic…
A class of Volterra transforms, preserving the Wiener measure, with kernels of Goursat type is considered. Such kernels satisfy a self-reproduction property. We provide some results on the inverses of the associated Gramian matrices which…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
This paper considers the problem of defining distributions over graphical structures. We propose an extension of the hyper Markov properties of Dawid and Lauritzen [Ann. Statist. 21 (1993) 1272-1317], which we term structural Markov…
We investigate the consequences of fluid flowing on a continuous surface upon the geometric and statistical distribution of the flow. We find that the ability of a surface to collect water by its mere geometrical shape is proportional to…