相关论文: Cubature scheme for spatio-temporal Poisson point …

We consider the theory of stopping bounded processes within the framework of Hudson--Parthasarathy quantum stochastic calculus, for both identity and vacuum adaptedness. This provides significant new insight into Coquio's method of stopping…

In this paper, two parametric probability distributions capable to describe the statistics of X-ray photon detection by a CCD are presented. They are formulated from simple models that account for the pile-up phenomenon, in which two or…

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Process modeling and understanding are fundamental for advanced human-computer interfaces and automation systems. Most recent research has focused on activity recognition, but little has been done on sensor-based detection of process…

Motivated by monitoring the arrival of incoming adverse events such as customer support calls or crash reports from users exposed to an experimental product change, we consider sequential hypothesis testing of continuous-time inhomogeneous…

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure $\mu$ defined on a domain $\Gamma \subseteq \mathbb{R}^d$, in any dimension $d$. Each cubature…

This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applications in ruin theory. Like standard Poisson processes, MIPPs…

Quantum phase estimation (QPE) is a key quantum algorithm, which has been widely studied as a method to perform chemistry and solid-state calculations on future fault-tolerant quantum computers. Recently, several authors have proposed…

In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univariate and multivariate portmanteau test statistics, including…

This paper constructs a predictor-corrector technique with orthogonal spline collocation finite element method for simulating a FitzHugh-Nagumo system subject to suitable initial and boundary conditions. The developed computational…

In comparative studies, such as in causal inference and clinical trials, balancing important covariates is often one of the most important concerns for both efficient and credible comparison. However, chance imbalance still exists in many…

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

We introduce an architecture for robust and scalable quantum computation using both stationary qubits (e.g. single photon sources made out of trapped atoms, molecules, ions, quantum dots, or defect centers in solids) and flying qubits (e.g.…

In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…

Due to the scarcity of quantum computing resources, researchers and developers have very limited access to real quantum computers. Therefore, judicious planning and utilization of quantum computer runtime are essential to ensure smooth…

We consider perfect simulation algorithms for locally stable point processes based on dominated coupling from the past. A version of the algorithm is developed which is feasible for processes which are neither purely attractive nor purely…

This paper investigates the problem of informative path planning for a mobile robotic sensor network in spatially temporally distributed mapping. The robots are able to gather noisy measurements from an area of interest during their…

Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…

We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…