相关论文: Analysis of sojourn time distributions for semi-Ma…

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

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 introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…

We consider an inference on the eigenvalues of the covariance matrix of a multivariate normal distribution. The family of multivariate normal distributions with a fixed mean is seen as a Riemannian manifold with Fisher information metric.…

To better describe the spread of a disease, we extend a discrete time stochastic SIR-type epidemic model of Tuckwell and Williams. We assume the dependence on time of the number of daily encounters and include a parameter to represent a…

In the present work we study Bayesian nonparametric inference for the continuous-time M/G/1 queueing system. In the focus of the study is the unobservable service time distribution. We assume that the only available data of the system are…

Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…

Large crossed data sets, described by generalized linear mixed models, have become increasingly common and provide challenges for statistical analysis. At very large sizes it becomes desirable to have the computational costs of estimation,…

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…

Asynchronous single-photon LiDAR (SP-LiDAR) is an important imaging modality for high-quality 3D applications and navigation, but the modeling of the timestamp distributions of a SP-LiDAR in the presence of dead time remains a very…

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…

Subdiffusion on graphs is often modeled by time-fractional diffusion equations, yet its structural and dynamical consequences remain unclear. We show that subdiffusive transport on graphs is a memory-driven process generated by a random…

For numerical semigroups with a specified list of (not necessarily minimal) generators, we obtain explicit asymptotic expressions, and in some cases quasipolynomial/quasirational representations, for all major factorization length…

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…