相关论文: Fractional Poisson random sum and its associated n…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
In the following document, we present a way to obtain the order of convergence of the Fractional Newton-Raphson (F N-R) method, which seems to have an order of convergence at least linearly for the case in which the order $\alpha$ of the…
In this paper we consider the normalized lengths of the factors of some factorizations of random words. First, for the \emph{Lyndon factorization} of finite random words with $n$ independent letters drawn from a finite or infinite totally…
Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…
We study the probabilistic behavior of sums of Fourier coefficients in arithmetic progressions. We prove a result analogous to previous work of Fouvry-Ganguly-Kowalski-Michel and Kowalski-Ricotta in the context of half-integral weight…
In this paper, we propose a closed form approximation to the mean and variance of a new generalization of negative binomial (NGNB) distribution arising from the Extended COM-Poisson (ECOMP) distribution developed by Chakraborty and Imoto…
Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
A general analytic solution to the fractional advection diffusion equation is obtained in plane parallel geometry. The result is an infinite series of spatial Fourier modes which decay according to the Mittag-Leffler function, which is cast…
Nonparametric maximum likelihood (NPML) for mixture models is a technique for estimating mixing distributions that has a long and rich history in statistics going back to the 1950s, and is closely related to empirical Bayes methods.…
We consider the dynamic evolution of a coupled array of N multiplicative random variables. The magnitude of each is constrained by a lower bound w_0 and their sum is conserved. Analytical calculation shows that the simplest case, N=2 and…
It recently has been found that methods of the statistical theories of spectra can be a useful tool in the analysis of spectra far from levels of Hamiltonian systems. Several examples originate from areas, such as quantitative linguistics…
The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and $\ell_\alpha$-norms are used…
Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification…
We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion, such as stochastic volatility and interest rates in finance, and neuronal and…
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…
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…
A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…