Results 21 to 30 of about 10,769,501 (308)
Percolation on a non-homogeneous Poisson blob process [PDF]
Discrete Mathematics & Theoretical Computer Science, 2003 We present the main results of a study for the existence of vacant and occupied unbounded connected components in a non-homogeneous Poisson blob process. The method used in the proofs is a multi-scale percolation comparison.
Fabio P. Machado
doaj +1 more source
Poisson inverse problems [PDF]
, 2006 In this paper we focus on nonparametric estimators in inverse problems for Poisson processes involving the use of wavelet decompositions. Adopting an adaptive wavelet Galerkin discretization, we find that our method combines the well-known theoretical ...
Antoniadis, Anestis, Bigot, Jérémie
core +1 more source
Investigating Levy's model in financial series prediction(case of vanilla option) [PDF]
Mathematics and Modeling in FinanceIn recent years, there has been growing interest in the application of stochastic processes to model financial markets, particularly in the pricing and prediction of derivative instruments such as options. One of the more advanced models that has emerged
Seyed Jalal Tabatabaei
doaj +1 more source
Intensity estimation of non-homogeneous Poisson processes from shifted trajectories [PDF]
, 2013 In this paper, we consider the problem of estimating nonparametrically a mean pattern intensity λ from the observation of n independent and non-homogeneous Poisson processes N1,…,Nn on the interval [0,1].
Marteau, Clément +3 more
core +1 more source
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process [PDF]
, 2004 This paper studies the problem of multiple changepoints in rate parameter of a Poisson process. We propose a binary segmentation algorithm in conjunction with a cumulative sums statistic for detection of changepoints such that in each step we need only ...
Galeano, Pedro
core +1 more source
Twisted Poincare duality for some quadratic Poisson algebras [PDF]
, 2007 We exhibit a Poisson module restoring a twisted Poincaré duality between Poisson homology and cohomology for the polynomial algebra R=C[X1Xn] endowed with Poisson bracket arising from a uniparametrised quantum affine space.
Stéphane Launois +3 more
core +1 more source
Introducing Plithogenic Stochastic Processes with an Application to Poisson Process [PDF]
Neutrosophic Sets and SystemsIn this paper, we study and define the mathematical form of plithogenic stochastic processes PSP based on set of three classic stochastic processes. This new definition is a generalization of neutrosophic stochastic process.
Abdulrahman Astambli +2 more
doaj +1 more source
Mathematics, 2022 In addition to monitoring the Poisson mean rate with step shifts, increasing attention has been given to monitoring Poisson processes subject to linear trends.
Honghao Zhao +3 more
doaj +1 more source
A quadratic Poisson Gel'fand-Kirillov problem in prime characteristic [PDF]
, 2015 The quadratic Poisson Gel’fand-Kirillov problem asks whether the field of fractions of a Poisson algebra is Poisson birationally equivalent to a Poisson affine space, i.e. to a polyno-mial algebra K[X1,..., Xn] with Poisson bracket defined by {Xi, Xj} =
Lecoutre, Cesar +3 more
core +1 more source
Prediction Limits for Poisson INAR(1) Process
Journal of Mathematical and Fundamental Sciences, 2015 We discuss the problem of deriving an estimative prediction limit as well as a simulation-based improved prediction limit for a future realization from the stationary, first-order Poisson INAR(1) process.
Khreshna Syuhada +2 more
doaj +1 more source