Results 21 to 30 of about 2,359,967 (297)
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues [PDF]
Queueing systems, 2016 A univariate Hawkes process is a simple point process that is self-exciting and has a clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history of the point
Xuefeng Gao, Lingjiong Zhu
semanticscholar +1 more source
Right-Most Position of a Last Progeny Modified Time Inhomogeneous Branching Random Walk [PDF]
Statistics & Probability Letters, 193: Paper No. 109697 (2023),
1-8, 2021 In this work, we consider a modification of time \emph{inhomogeneous} branching random walk, where the driving increment distribution changes over time macroscopically. Following Bandyopadhyay and Ghosh (2021), we give certain independent and identically distributed (i.i.d.) displacements to all the particles at the last generation.
arxiv +1 more source
Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations [PDF]
, 2010 We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functional convergence of this sequence to a stationary solution to the SDE. Then,
Cohen, Serge, Panloup, Fabien
core +4 more sources
Self-Excited Multifractal Dynamics [PDF]
EPL 94 (2011) 46003, 2010 We introduce the self-excited multifractal (SEMF) model, defined such that the amplitudes of the increments of the process are expressed as exponentials of a long memory of past increments. The principal novel feature of the model lies in the self-excitation mechanism combined with exponential nonlinearity, i.e. the explicit dependence of future values
arxiv +1 more source
Generalized Hermite processes, discrete chaos and limit theorems [PDF]
, 2014 We introduce a broad class of self-similar processes $\{Z(t),t\ge 0\}$ called generalized Hermite process. They have stationary increments, are defined on a Wiener chaos with Hurst index $H\in (1/2,1)$, and include Hermite processes as a special case ...
Bai, Shuyang, Taqqu, Murad S.
core +2 more sources
Study on metal accumulation in aquatic plants of Cuciurgan cooling reservoir
E3S Web of Conferences, 2014 The biomass of plants from the Cuciurgan cooling reservoir of the Moldovan Thermal Power Plant is dependent on the reservoir thermofication and bore considerable modifications.
Zubcov Elena +3 more
doaj +1 more source
The Euler scheme for Feller processes [PDF]
Stochastic Analysis and Applications, Vol. 29 (2011) 1045-1056, 2009 We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a general convergence condition is presented.
arxiv +1 more source
Study on metal accumulation in aquatic plants of Cuciurgan cooling reservoir
E3S Web of Conferences, 2013 The biomass of plants from the Cuciurgan cooling reservoir of the Moldovan Thermal Power Plant is dependent on the reservoir thermofication and bore considerable modifications.
Zubcov E. +3 more
doaj +1 more source
Evolution of the Size Distribution of an Emulsion under a Simple Shear Flow
Fluids, 2018 Understanding the rheology of immiscible liquids mixtures, as well as the role played by its micro-structures are important criteria for the production of new materials and processes in industry.
Jairo M. Leiva, Enrique Geffroy
doaj +1 more source
On the Challenges of Fully Incremental Neural Dependency Parsing [PDF]
arXiv, 2023 Since the popularization of BiLSTMs and Transformer-based bidirectional encoders, state-of-the-art syntactic parsers have lacked incrementality, requiring access to the whole sentence and deviating from human language processing. This paper explores whether fully incremental dependency parsing with modern architectures can be competitive.
arxiv