相关论文: Inter-arrival time distribution for the non-homoge…

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

Arrival processes to service systems often display (i) larger than anticipated fluctuations, (ii) a time-varying rate, and (iii) temporal correlation. Motivated by this, we introduce a specific non-homogeneous Poisson process that…

It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…

The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…

The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of…

A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

We develop a new method for finding the quantum probability density of arrival at the detector. The evolution of the quantum state restricted to the region outside of the detector is described by a restricted Hamiltonian that contains a…

Intervals between electrical pulses generated by the electrical activity produced by the motor units of an external anal sphincter were studied at four time intervals during multimodal rectal cancer treatment. Probability distribution…

We consider nonparametric Bayesian estimation and prediction for nonhomogeneous Poisson process models with unknown intensity functions. We propose a class of improper priors for intensity functions. Nonparametric Bayesian inference with…

Cellular systems are becoming more heterogeneous with the introduction of low power nodes including femtocells, relays, and distributed antennas. Unfortunately, the resulting interference environment is also becoming more complicated,…

This paper shows how to compute, for probabilistic hybrid systems, the clock approximation and linear phase-portrait approximation that have been proposed for non probabilistic processes by Henzinger et al. The techniques permit to define a…

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to…

We consider Fisher-KPP-type reaction-diffusion equations with spatially inhomogeneous reaction rates. We show that a sufficiently strong localized inhomogeneity may prevent existence of transition-front-type global in time solutions while…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

Consider a Poisson point process with unknown support boundary curve $g$, which forms a prototype of an irregular statistical model. We address the problem of estimating non-linear functionals of the form $\int \Phi(g(x))\,dx$. Following a…

In this paper, a kernel estimator of the differential entropy of the mark distribution of a homogeneous Poisson marked point process is proposed. The marks have an absolutely continuous distribution on a compact Riemannian manifold without…

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…