Search results for "Random"
showing 10 items of 3931 documents
On almost sure convergence of amarts and martingales without the Radon-Nikodym property
1988
It is shown here that for any Banach spaceE-valued amart (X n) of classB, almost sure convergence off(Xn) tof(X) for eachf in a total subset ofE * implies scalar convergence toX.
Modelling residuals dependence in dynamic life tables: A geostatistical approach
2008
The problem of modelling dynamic mortality tables is considered. In this context, the influence of age on data graduation needs to be properly assessed through a dynamic model, as mortality progresses over the years. After detrending the raw data, the residuals dependence structure is analysed, by considering them as a realisation of a homogeneous Gaussian random field defined on R × R. This setting allows for the implementation of geostatistical techniques for the estimation of the dependence and further interpolation in the domain of interest. In particular, a complex form of interaction between age and time is considered, by taking into account a zonally anisotropic component embedded in…
Covariance and correlation estimators in bipartite complex systems with a double heterogeneity
2019
Complex bipartite systems are studied in Biology, Physics, Economics, and Social Sciences, and they can suitably be described as bipartite networks. The heterogeneity of elements in those systems makes it very difficult to perform a statistical analysis of similarity starting from empirical data. Though binary Pearson's correlation coefficient has proved effective to investigate the similarity structure of some real-world bipartite networks, here we show that both the usual sample covariance and correlation coefficient are affected by a bias, which is due to the aforementioned heterogeneity. Such a bias affects real bipartite systems, and, for example, we report its effects on empirical dat…
Random walk networks
2004
Abstract Random Boolean networks are among the best-known systems used to model genetic networks. They show an on–off dynamics and it is easy to obtain analytical results with them. Unfortunately very few genes are strictly on–off switched. On the other hand, continuous methods are in principle more suitable to capture the real behavior of the genome, but have difficulties when trying to obtain analytical results. In this work, we introduce a new model of random discrete network: random walk networks, where the state of each gene is changed by small discrete variations, being thus a natural bridge between discrete and continuous models.
On the Analysis of a Random Interleaving Walk–Jump Process with Applications to Testing
2011
Abstract Although random walks (RWs) with single-step transitions have been extensively studied for almost a century as seen in Feller (1968), problems involving the analysis of RWs that contain interleaving random steps and random “jumps” are intrinsically hard. In this article, we consider the analysis of one such fascinating RW, where every step is paired with its counterpart random jump. In addition to this RW being conceptually interesting, it has applications in testing of entities (components or personnel), where the entity is never allowed to make more than a prespecified number of consecutive failures. The article contains the analysis of the chain, some fascinating limiting proper…
Trapping of Continuous-Time Quantum walks on Erdos-Renyi graphs
2011
We consider the coherent exciton transport, modeled by continuous-time quantum walks, on Erd\"{o}s-R\'{e}ny graphs in the presence of a random distribution of traps. The role of trap concentration and of the substrate dilution is deepened showing that, at long times and for intermediate degree of dilution, the survival probability typically decays exponentially with a (average) decay rate which depends non monotonically on the graph connectivity; when the degree of dilution is either very low or very high, stationary states, not affected by traps, get more likely giving rise to a survival probability decaying to a finite value. Both these features constitute a qualitative difference with re…
On statistical inference for the random set generated Cox process with set-marking.
2007
Cox point process is a process class for hierarchical modelling of systems of non-interacting points in ℝd under environmental heterogeneity which is modelled through a random intensity function. In this work a class of Cox processes is suggested where the random intensity is generated by a random closed set. Such heterogeneity appears for example in forestry where silvicultural treatments like harvesting and site-preparation create geometrical patterns for tree density variation in two different phases. In this paper the second order property, important both in data analysis and in the context of spatial sampling, is derived. The usefulness of the random set generated Cox process is highly…
On an approximation problem for stochastic integrals where random time nets do not help
2006
Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…
On a rough perturbation of the Navier-Stokes system and its vorticity formulation
2019
We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We present a framework for a well-posedness analysis of the system. In particular, we define an intrinsic notion of solution based on ideas from the rough path theory and study the system in an equivalent vorticity formulation. In two space dimensions, we prove that well-posedness and enstrophy balance holds. Moreover, we derive rough path continuity of the equation, which yields a Wong-Zakai result for Brownian driving paths, and show that for a large class of driving signals, the system generates a continuous rando…
The 1970 US Draft Lottery Revisited: A Spatial Analysis
2004
Summary We revise the result of the 1970 selective service draft lottery in the USA following an open question that was suggested by Fienberg in a paper published in Science in 1971. The result of the drawings can be viewed as a particular spatial pattern which can be analysed by using general spatial tools adapted to our context. Approaches for assessing the complete spatial randomness for this spatial process on a finite support are proposed. More specifically, these approaches involve the number of events in a square window and a k(r)-based function used to analyse stationary spatial point processes.