相关论文: On a flexible construction of a negative binomial …
We construct an autoregressive model with random coefficients that has a stationary distribution after proper normalization. This limit distribution is found to be stable.
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
In this paper we study posterior consistency for different topologies on the parameters for hidden Markov models with finite state space. We first obtain weak and strong posterior consistency for the marginal density function of finitely…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…
We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…
We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…
In this article the construction of a stationary random knot is proposed. The corresponding smooth random curve has no self-intersections in deterministic moments of time and changes its topological type at random moments.
We provide results demonstrating the smoothness of some marginal log-linear parameterizations for distributions on multi-way contingency tables. First we give an analytical relationship between log-linear parameters defined within different…
We study the fractal properties of the stationary distrubtion {\pi} for a simple Markov process on R. We will give bounds for the Hausdorff dimension of {\pi}, and lower bounds for the multifractal spectrum of {\pi}. Additionally, we will…
We construct a pathwise formulation for a multi-type age-structured population dynamics, which involves an age-dependent cell replication and transition of gene- or phenotypes. By employing the formulation, we derive a variational…
We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…
The negative binomial distribution NB$(k,r)$ of Type I is the probability distribution for a sequence of independent Bernoulli trials (with success parameter $p\in(0,1)$) with $r$ nonoverlapping success runs of length $\ge k$. We present a…