相关论文: Generalized Fractional Birth Process
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
New results on conditional joint probability distributions of first exit times are presented for a continuous-time stochastic process defined as the mixture of Markov jump processes moving at different speeds on the same finite state space,…
In this treatise I introduce the time dependent Generalized Born's Rule for the probabilities of quantum events, including conditional and consecutive probabilities, as the unique fundamental time evolution equation of quantum theory. Then…
In this paper we introduce a definition of a multi-dimensional fractional Brownian motion of Hurst index $H \in (0, 1)$ under volatility uncertainty (in short G-fBm). We study the properties of such a process and provide first results about…
Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…
QBism is an interpretation of quantum theory which views quantum mechanics as standard probability theory supplemented with a few extra normative constraints. The fundamental gambit is to represent states and measurements, as well as time…
The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…
We study evolutionary dynamics on graphs in which each step consists of one birth and one death, also known as the Moran processes. There are two types of individuals: residents with fitness $1$ and mutants with fitness $r$. Two standard…
We propose a new deterministic growth model which captures certain features of both the Gompertz and Korf laws. We investigate its main properties, with special attention to the correction factor, the relative growth rate, the inflection…
Score-based diffusion models generate samples from an unknown target distribution using a time-reversed diffusion process. While such models represent state-of-the-art approaches in industrial applications such as artificial image…
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…
We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzhaparidze and van Zanten (2004) by means of limiting…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
We consider a $q$-TASEP model started from step initial condition where all but finitely many particles have speed $1$ and a few particles are slower. It is shown in [9] that the rescaled particles position of $q$-TASEP with identical…
We consider a random generalisation of the classical Fibonacci substitution. The substitution we consider is defined as the rule mapping $\mathtt{a}\mapsto \mathtt{baa}$ and $\mathtt{b} \mapsto \mathtt{ab}$ with probability $p$ and…
In this article, we present a visual introduction to Gaussian Belief Propagation (GBP), an approximate probabilistic inference algorithm that operates by passing messages between the nodes of arbitrarily structured factor graphs. A special…
This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on the same finite state space $\mathbb{S}$ moving at…
We consider a version of random motion of hard core particles on the semi-lattice $ 1, 2, 3,...$, where in each time instant one of three possible events occurs, viz., (a) a randomly chosen particle hops to a free neighboring site, (b) a…
We develop and investigate a test for jumps based on high-frequency observations of a fractional process with an additive jump component. The Hurst exponent of the fractional process is unknown. The asymptotic theory under infill…
In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha…