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pro vyhledávání: '"Mishura, A."'
Lazy burning is a recently introduced variation of burning where only one set of vertices is chosen to burn in the first round. In hypergraphs, lazy burning spreads when all but one vertex in a hyperedge is burned. The lazy burning number is the mini
Externí odkaz:
http://arxiv.org/abs/2412.04389
Autor:
Mishura, Teddy
We present a characterization of Robinsonian $L^p$ graphons for $p > 5$. Each $L^p$ graphon $w$ is the limit object of a sequence of edge density-normalized simple graphs $\{G_n/\|G_n\|_1\}$ under the cut distance $\delta_{\Box}$. A graphon $w$ is Ro
Externí odkaz:
http://arxiv.org/abs/2411.18886
The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized forms of
Externí odkaz:
http://arxiv.org/abs/2411.16913
We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy, along with th
Externí odkaz:
http://arxiv.org/abs/2411.15817
This paper studies two related stochastic processes driven by Brownian motion: the Cox-Ingersoll-Ross (CIR) process and the Bessel process. We investigate their shared and distinct properties, focusing on time-asymptotic growth rates, distance betwee
Externí odkaz:
http://arxiv.org/abs/2410.13231
We examine the one-sided and two-sided (bilateral) projections of an element of fractional Gaussian noise onto its neighboring elements. We establish several analytical results and conduct a numerical study to analyze the behavior of the coefficients
Externí odkaz:
http://arxiv.org/abs/2408.09188
We investigate the lazy burning process for Latin squares by studying their associated hypergraphs. In lazy burning, a set of vertices in a hypergraph is initially burned, and that burning spreads to neighboring vertices over time via a specified pro
Externí odkaz:
http://arxiv.org/abs/2407.20370
In this short note, we introduce probabilistic Cauchy functional equations, specifically, functional equations of the following form: $$ f(X_1 + X_2) \stackrel{d}{=} f(X_1) + f(X_2), $$ where $X_1$ and $X_2$ represent two independent identically dist
Externí odkaz:
http://arxiv.org/abs/2406.02248
The paper focuses on the Vasicek model driven by a tempered fractional Brownian motion. We derive the asymptotic distributions of the least-squares estimators (based on continuous-time observations) for the unknown drift parameters. This work continu
Externí odkaz:
http://arxiv.org/abs/2406.02800
Entropic Value-at-Risk (EVaR) measure is a convenient coherent risk measure. Due to certain difficulties in finding its analytical representation, it was previously calculated explicitly only for the normal distribution. We succeeded to overcome thes
Externí odkaz:
http://arxiv.org/abs/2403.01468