相关论文: Simulating an infinite mean waiting time

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

We introduce a class of branching processes in which the reproduction or lifetime distribution at a given time depends on the total cumulative number of individuals who have been born in the population until that time. We focus on a…

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

Mean field models are a popular tool used to analyse load balancing policies. In some cases the waiting time distribution of the mean field limit has an explicit form. In other cases it can be computed as the solution of a set of…

Providing uninterrupted response service is of paramount importance for emergency medical services, regardless of the operating scenario. Thus, reliable estimates of the time to the critical condition, under which there will be no available…

Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…

We introduce estimators for the entropy production of a Gibbsian process based on the observation of a single or two typical trajectories. These estimators are built with adequate hitting and return times. We then study their convergence…

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

The quenching of oscillations in interacting systems leads to several unwanted situations, which necessitate a suitable remedy to overcome the quenching. In this connection, this work addresses a mechanism that can resurrect oscillations in…

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

We consider a structural model where the survival/default state is observed together with a noisy version of the firm value process. This assumption makes the model more realistic than most of the existing alternatives, but triggers…

Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…

Latent force models, a class of hybrid modeling approaches, integrate physical knowledge of system dynamics with a latent force - an unknown, unmeasurable input modeled as a Gaussian process. In this work, we introduce two optimal state…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

We study the decay of survival probability at quantum phase transitions (QPT). The semiclassical theory is found applicable in the vicinities of critical points with infinite degeneracy. The theory predicts a power law decay of the survival…

The probability of shortage absence is estimated for the storage of some transport system. The intensive computer methods of statistics are used in corresponding processes simulation. The efficiency of suggested approach, taking the mean…

For a trial with primary endpoint overall survival for a molecule with curative potential, statistical methods that rely on the proportional hazards assumption may underestimate the power and the time to final analysis. We show how a cure…

Application of the minimal state-space realization to hysteresis systems is studied. The method allows to construct the space of states and establish the state transition rules using the input equivalence, which can be obtained for…