相关论文: Exact Solution of the Multi-Allelic Diffusion Mode…
The halting problem is undecidable --- but can it be solved for "most" inputs? This natural question was considered in a number of papers, in different settings. We revisit their results and show that most of them can be easily proven in a…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in…
The Daniell-Kolmogorov Extension Theorem is a fundamental result in the theory of stochastic processes, as it allows one to construct a stochastic process with prescribed finite-dimensional distributions. However, it is well-known that the…
An explicit bound is given for the Kolmogorov distance between a mixture of normal distributions and a normal distribution with properly chosen parameter values. A random variable X has a mixture of normal distributions if its conditional…
This paper is devoted to the study of the asymptotic behavior of solutions to multi-order fractional cooperative systems. First, we demonstrate the boundedness of solutions to fractional-order systems under certain conditions imposed on the…
A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…
An exact, number-conserving solution to the generalized, orbit-dependent pairing problem is derived by introducing an infinite-dimensional algebra. A method for obtaining eigenvalues and eigenvectors of the corresponding Hamiltonian is also…
For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…
The Flory-Huggins theory describes the phase separation of solutions containing polymers. Although it finds widespread application from polymer physics to materials science to biology, the concentrations that coexist in separate phases at…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…
We describe the transformation of a polynomial planar dynamical system into a second order differential equation by means of a polynomial change of variables. We then, by means of the Krylov-Bogoliubov-Mitropolsky averaging method, identify…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
Inference of the marginal likelihood of sample allele configurations using backward algorithms yields identical results with the Kingman coalescent, the Moran model, and the diffusion model (up to a scaling of time). For inference of…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…
A new single-time two-point closure is proposed, in which the equation for the two-point correlation between the displacement of a fluid particle and the velocity allows one to estimate a Lagrangian timescale. This timescale is used to…
A probability model is presented for the dynamics of mutation-selection balance in a haploid infinite-population infinite-sites setting sufficiently general to cover mutation-driven changes in full age-specific demographic schedules. The…
In this note we consider a family of nonlinear (conditional) expectations that can be understood as a multidimensional diffusion with uncertain drift and certain volatility. Here, the drift is prescribed by a set-valued function that…