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- Random time change (2)
- Bio-dynamics hypothesis (1)
- Branching process with migration (1)
- Brownian Motion (1)
- Controlled branching process (1)
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- Controlled branching processes (1)
- EM algorithm (1)
- Einstein’s Evolution equation (1)
- Fractal geometry of spike proteins (1)
- Limiting distributions (1)
- Pandemic time series analysis (1)
- Poisson regression (1)
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- Regenerative processes (1)
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- Stochastic Processes in Finance (1)
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- Zero-inflated data (1)
Articles 1 - 5 of 5
Full-Text Articles in Probability
Controlled Branching Processes With Continuous Time, Miguel Gonzalez, Manuel Molina, Ines Del Puerto, Nikolay Yanev, George Yanev
Controlled Branching Processes With Continuous Time, Miguel Gonzalez, Manuel Molina, Ines Del Puerto, Nikolay Yanev, George Yanev
School of Mathematical and Statistical Sciences Faculty Publications and Presentations
A class of controlled branching processes with continuous time is introduced and some limiting distributions are obtained in the critical case. An extension of this class as regenerative controlled branching processes with continuous time is proposed and some asymptotic properties are considered.
Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh
Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh
Publications and Research
Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.
Continuous-Time Controlled Branching Processes, Ines Garcia, George Yanev, Manuel Molina, Nikolay Yanev, Miguel Velasco
Continuous-Time Controlled Branching Processes, Ines Garcia, George Yanev, Manuel Molina, Nikolay Yanev, Miguel Velasco
School of Mathematical and Statistical Sciences Faculty Publications and Presentations
Controlled branching processes with continuous time are introduced and limiting distributions are obtained in the critical case. An extension of this class as regenerative controlled branching processes with continuous time is proposed and some asymptotic properties are considered.
On The Evolution Equation For Modelling The Covid-19 Pandemic, Jonathan Blackledge
On The Evolution Equation For Modelling The Covid-19 Pandemic, Jonathan Blackledge
Books/Book chapters
The paper introduces and discusses the evolution equation, and, based exclusively on this equation, considers random walk models for the time series available on the daily confirmed Covid-19 cases for different countries. It is shown that a conventional random walk model is not consistent with the current global pandemic time series data, which exhibits non-ergodic properties. A self-affine random walk field model is investigated, derived from the evolutionary equation for a specified memory function which provides the non-ergodic fields evident in the available Covid-19 data. This is based on using a spectral scaling relationship of the type 1/ωα where ω …
Em Estimation For Zero- And K-Inflated Poisson Regression Model, Monika Arora, N. Rao Chaganty
Em Estimation For Zero- And K-Inflated Poisson Regression Model, Monika Arora, N. Rao Chaganty
Mathematics & Statistics Faculty Publications
Count data with excessive zeros are ubiquitous in healthcare, medical, and scientific studies. There are numerous articles that show how to fit Poisson and other models which account for the excessive zeros. However, in many situations, besides zero, the frequency of another count k tends to be higher in the data. The zero- and k-inflated Poisson distribution model (ZkIP) is appropriate in such situations The ZkIP distribution essentially is a mixture distribution of Poisson and degenerate distributions at points zero and k. In this article, we study the fundamental properties of this mixture distribution. Using stochastic representation, we …