Zobrazeno 1 - 10
of 545
pro vyhledávání: '"60J99"'
Autor:
Khachatryan, L. A., Nahapetian, B. S.
The purpose of this work is to expand and clarify the concept of the class of Gibbs random fields and give its structure the form accepted in the theory of random processes. It is possible thanks to the proposed purely probabilistic definition of the
Externí odkaz:
http://arxiv.org/abs/2408.15369
Autor:
Gottfried, Thomas, Grosskinsky, Stefan
We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail distribution of
Externí odkaz:
http://arxiv.org/abs/2406.15006
Autor:
Dimitriou, Ioannis
In this work, we consider extensions of the dual risk model with proportional gains by introducing a dependence structure between gain sizes and gain interrarrival times. Among others, we further consider the case where the proportional parameter is
Externí odkaz:
http://arxiv.org/abs/2402.12178
Autor:
Schauer, Moritz, Wienöbst, Marcel
Publikováno v:
Proceedings of The 12th International Conference on Probabilistic Graphical Models, PMLR 246:382-400, 2024
In the context of inferring a Bayesian network structure (directed acyclic graph, DAG for short), we devise a non-reversible continuous time Markov chain, the ``Causal Zig-Zag sampler'', that targets a probability distribution over classes of observa
Externí odkaz:
http://arxiv.org/abs/2310.05655
The Tsetlin library is a well-studied Markov chain on the symmetric group $S_n$. It has stationary distribution $\pi(\sigma)$ the Luce model, a nonuniform distribution on $S_n$, which appears in psychology, horse race betting, and tournament poker. S
Externí odkaz:
http://arxiv.org/abs/2306.16521
Autor:
Contreras, Jesús, Rivero, Víctor
In this paper, we study the law of the local time processes $(L_T^x(X),x\in \mathbb{R})$ associated to a spectrally negative L\'evy process $X$, in the cases $T=\tau_a^+$, the first passage time of $X$ above $a>0$ and $T=\tau(c)$, the first time it a
Externí odkaz:
http://arxiv.org/abs/2306.12407
We investigate the number of holes created by an ``earthworm'' moving on the two-dimensional integer lattice. The earthworm is modeled by a simple random walk. At the initial time, all vertices are filled with grains of soil except for the position o
Externí odkaz:
http://arxiv.org/abs/2303.02742
Autor:
Xu, Kaichen
Nonlinear Markov Chains (nMC) are regarded as the original (linear) Markov Chains with nonlinear small perturbations. It fits real-world data better, but its associated properties are difficult to describe. A new approach is proposed to analyze the e
Externí odkaz:
http://arxiv.org/abs/2212.05304
Autor:
Contreras, Jesús, Rivero, Victor
For a spectrally negative L\'evy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first time it exits a closed interval. In this paper, we consider the Laplace
Externí odkaz:
http://arxiv.org/abs/2209.15576
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of linear MC.
Externí odkaz:
http://arxiv.org/abs/2209.12834