相关论文: Integrals of incomplete beta functions, with appli…
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…
We consider statistical inference for a finite-dimensional parameter in a regular semiparametric model under a distributed setting with blockwise missingness, where entire blocks of variables are unavailable at certain sites and sharing…
The paper is devoted to the study of the unconditional extremal problem for a fractional linear integral functional defined on a set of probability distributions. In contrast to results proved earlier, the integrands of the integral…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
We study the search kinetics of an immobile target by a concentration of randomly moving searchers. The object of the study is to optimize the probability of detection within the constraints of our model. The target is hidden on a…
As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…
We examine a fundamental problem that models various active sampling setups, such as network tomography. We analyze sampling of a multivariate normal distribution with an unknown expectation that needs to be estimated: in our setup it is…
In this article, we study branching random walks on graphs modeling division-mutation processes inspired by adaptive immunity. We apply the theory of expander graphs on mutation rules in evolutionary processes and obtain estimates for the…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
We study arithmetical and combinatorial properties of $\beta$-integers for $\beta$ being the root of the equation $x^2=mx-n, m,n \in \mathbb N, m \geq n+2\geq 3$. We determine with the accuracy of $\pm 1$ the maximal number of…
This research note deals with the evaluation of some generalized beta-type integral operators involving the multi-index Mittag-Leffler function $E_{\epsilon_{i}),(\omega_{i})}(z)$. Further, we derive a new family of beta-type integrals…
A recent conjecture of Fyodorov--Hiary--Keating states that the maximum of the absolute value of the Riemann zeta function on a typical bounded interval of the critical line is $\exp\{\log \log T -\frac{3}{4}\log \log \log T+O(1)\}$, for an…
We study the cumulants and their generating functions of the probability distributions of the conductance, shot noise and Wigner delay time in ballistic quantum dots. Our approach is based on the integrable theory of certain matrix…
We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the…
A random walk (or a Wiener process), possibly with drift, is observed in a noisy or delayed fashion. The problem considered in this paper is to estimate the first time \tau the random walk reaches a given level. Specifically, the p-moment…
We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no…
We study the dynamics of a simple random walk on subshifts defined by the beta transformation and apply it to find concrete formulae for the Hausdorff dimension of digit frequency sets for $\beta>1$ that solves $\beta^{m+1}-\beta^m-1=0$…
We show that the random matrix theory with non-integer "symmetry parameter" beta describes the statistics of transport parameters of strongly disordered two dimensional systems.