Probability Commons^™

A Characterization Of Complex-Valued Random Variables With Rotationally-Invariant Moments, Michael L. Maiello

Rose-Hulman Undergraduate Mathematics Journal

A complex-valued random variable Z is rotationally invariant if the moments of Z are the same as the moments of W=e^{i*theta}Z. In the first part of the article, we characterize such random variables, in terms of "vanishing unbalanced moments," moment and cumulant generating functions, and polar decomposition. In the second part, we consider random variables whose moments are not necessarily finite, but which have a density. In this setting, we prove two characterizations that are equivalent to rotational invariance, one involving polar decomposition, and the other involving entropy. If a random variable has both a density and moments which determine …

(R2051) Analysis Of Map/Ph1, Ph2/2 Queueing Model With Working Breakdown, Repairs, Optional Service, And Balking, G. Ayyappan, G. Archana

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, a classical queueing system with two types of heterogeneous servers has been considered. The Markovian Arrival Process (MAP) is used for the customer arrival, while phase type distribution (PH) is applicable for the offering of service to customers as well as the repair time of servers. Optional service are provided by the servers to the unsatisfied customers. The server-2 may get breakdown during the busy period of any type of service. Though the server- 2 got breakdown, server-2 has a capacity to provide the service at a slower rate to the current customer who is receiving service …

(R1975) Map/Ph(1), Ph(2)/2 Queue With Multiple Vacation, Optional Service, Consultations And Interruptions, G. Ayyappan, S. Sankeetha

Applications and Applied Mathematics: An International Journal (AAM)

Two types of services are explored in this paper: regular server and main server, both of which provide both regular and optional services. Customers arrive using the Markovian Arrival Process (MAP), and service time is allocated based on phase type. The regular server uses the main server as a resource. Customers’ service at the primary server is disrupted as a result. When the queue size is empty, the main server can take several vacations. This system has been represented as a QBD Process that investigates steady state with the use of matrix analytic techniques, employing finite-dimensional block matrices. Our model’s …

(R2053) Analysis Of Map/Ph/1 Queueing Model Subject To Two-Stage Vacation Policy With Imperfect Service, Setup Time, Breakdown, Delay Time, Phase Type Repair And Reneging Customer, N. Arulmozhi

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we study a continuous-time single server queueing system with an infinite system of capacity, a two-stage vacation policy with imperfect service, setup, breakdown, delay time, phase-type of repair and customer reneging. The Markovian Arrival Process is used for the arrival of a customer and the phase-type distribution is used when offering service. This encompasses the policy of two vacations: a single working vacation and multiple vacations. Using the Matrix-Analytic Method to approach the system generates an invariant probability vector for this model. Henceforth, the busy period, waiting time distribution and cost analysis are the additional findings. The …

Payments Data In Gambling Research, Kasra Ghaharian, Mana Azizsoltani

International Conference on Gambling & Risk Taking

A considerable body of gambling-related research has leveraged gamblers' behavioral tracking data to address a broad set of research questions. These data have typically comprised of gamblers' betting-related behaviors including, for example, the frequency and volume of betting. The analysis of gamblers' payment-related behavioral data is far less common, but provides a fruitful avenue gambling-related research.

In this presentation we discuss a selection of potential research opportunities that payments transaction data presents. We supplement this discussion with specific analyses that have been performed by our research group. We also discuss knowledge gaps and areas for future research.

A Game-Theoretic Analysis Of Baccara Chemin De Fer, Ii, Stewart N. Ethier, Jiyeon Lee

International Conference on Gambling & Risk Taking

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Tardys Quantifiers: Extracting Temporal And Reversible Dynamical Symmetries, Nhat Vu Minh Nguyen, Arjendu K. Pattanayak, Andres Aragoneses

2023 Symposium

One of the great challenges in complex and chaotic dynamics is to reveal the details of its underlying determinism. This can be manifest in the form of temporal correlations or structured patterns in the dynamics of a measurable variable. These temporal dynamical structures are sometimes a consequence of hidden global symmetries. Here we identify the temporal (approximate) symmetries of a semiconductor laser with external optical feedback, based on which we define the Temporal And Reversible DYnamical Symmetry (TARDYS) quantifiers to evaluate the relevance of specific temporal correlations in a time series. We show that these symmetries are also present in …

A Novel Family Of Chain Binomial Models To Investigate Correlated Vaccination And Infection Rates In Sveirs Epidemic Dynamics, Divine Wanduku

Biology and Medicine Through Mathematics Conference

No abstract provided.

Public Acceptance Of Guidance And Regulations For Space Flight Participation, Cory Trunkhill, Robert Joslin, Joseph Keebler

Journal of Aviation Technology and Engineering

Space flight participants are not professional astronauts and not subject to the rules and guidance covering space flight crewmembers. Ordinal logistic regression of survey data was utilized to explore public acceptance of current medical screening recommendations and regulations for safety risk and implied liability for civil space flight participation. Independent variables constituted participant demographic representations while dependent variables represented current Federal Aviation Administration guidance and regulations. Odds ratios were derived based on the demographic categories to interpret likelihood of acceptance for the criteria. Significant likely acceptance of guidance and regulations was found for five of twelve demographic variables influencing public …

Predicting High-Cap Tech Stock Polarity: A Combined Approach Using Support Vector Machines And Bidirectional Encoders From Transformers, Ian L. Grisham

Electronic Theses and Dissertations

The abundance, accessibility, and scale of data have engendered an era where machine learning can quickly and accurately solve complex problems, identify complicated patterns, and uncover intricate trends. One research area where many have applied these techniques is the stock market. Yet, financial domains are influenced by many factors and are notoriously difficult to predict due to their volatile and multivariate behavior. However, the literature indicates that public sentiment data may exhibit significant predictive qualities and improve a model’s ability to predict intricate trends. In this study, momentum SVM classification accuracy was compared between datasets that did and did not …

Large Deviations For Self Intersection Local Times Of Ornstein-Uhlenbeck Processes, Apostolos Gournaris

Doctoral Dissertations

In the area of large deviations, people concern about the asymptotic computation of small probabilities on an exponential scale. The general form of large deviations can be roughly described as: P{Yn ∈ A} ≈ exp{−bnI(A)} (n → ∞), for a random sequence {Yn}, a positive sequence bn with bn → ∞, and a coefficient I(A) ≥ 0. In applications, we often concern about the probability that the random variables take large values, that is we concern about the P{Yn ≥ λ}, where λ > 0. Here, we consider the Ornstein-Uhlenbeck process, study the properties of the local times and self intersection …

Statistical Approach To Quantifying Interceptability Of Interaction Scenarios For Testing Autonomous Surface Vessels, Benjamin E. Hargis, Yiannis E. Papelis

Modeling, Simulation and Visualization Student Capstone Conference

This paper presents a probabilistic approach to quantifying interceptability of an interaction scenario designed to test collision avoidance of autonomous navigation algorithms. Interceptability is one of many measures to determine the complexity or difficulty of an interaction scenario. This approach uses a combined probability model of capability and intent to create a predicted position probability map for the system under test. Then, intercept-ability is quantified by determining the overlap between the system under test probability map and the intruder’s capability model. The approach is general; however, a demonstration is provided using kinematic capability models and an odometry-based intent model.

On Characterization Of The Exponential Distribution Via Hypoexponential Distributions, George Yanev

School of Mathematical and Statistical Sciences Faculty Publications and Presentations

The sum of independent, but not necessary identically distributed, exponential random variables follows a hypoexponential distribution. We focus on a particular case when all but one rate parameters of the exponential variables are identical. This is known as exponentially modified Erlang distribution in molecular biology. We prove a characterization of the exponential distribution, which complements previous characterizations via hypoexponential distribution with all rates different from each other.

Strong Recovery In Group Synchronization, Bradley Stich

Rose-Hulman Undergraduate Mathematics Journal

The group synchronization problem is to estimate unknown group elements at the vertices of a graph when given a set of possibly noisy observations of group differences at the edges. We consider the group synchronization problem on finite graphs with size tending to infinity, and we focus on the question of whether the true edge differences can be exactly recovered from the observations (i.e., strong recovery). We prove two main results, one positive and one negative. In the positive direction, we prove that for a sequence of synchronization problems containing the complete digraph along with a relatively well behaved prior …

Looking For Life, Conor C. Grubb

CAFE Symposium 2023

The topic of aliens is not just about conspiracy theories and tinfoil hats, through the years numerous respected scientists have weighed in and put thought into the topic. The Search for Extraterrestrial Intelligence (SETI) is closely tied to the Fermi Paradox and the Drake Equation. The Fermi Paradox considers why humans haven't already interacted with aliens if they exist, and the Drake Equation outlines potential variables that would influence the chances of humanity receiving radio contact from an alien civilization.

The Use Of Probability In Quantum Mechanics To Calculate Measurement Outcomes, Hannah E. Collins

CAFE Symposium 2023

The concept of probability can help measure some of the possible outcomes of different experiments in the field of quantum mechanics. Those experiments include Thomas Young's double slit experiment, the Schrödinger equation, the wave function, and the Born Rule, which all make use of probability to predict the placement of certain subatomic particles including photons of light, in the experiments. In this project, the manner in which probability does this is explored in depth.

The Probability Of Miracles, Lewis A. Pummell

CAFE Symposium 2023

An insight into the probability that we will experience a miracle within our lives. This project considers different ways of defining a miracle, and how this impacts how we consider them in our lives. They are paradoxical, and completely subjective - although there are key concepts of probability which will guide opinion.

Forecasting Remission Time Of A Treatment Method For Leukemia As An Application To Statistical Inference Approach, Mahmoud Mansour, Rashad El-Sagheer, Ahmed Galal Attia, Beha S. El-Desouky Prof.

Basic Science Engineering

In this paper, Weibull-Linear Exponential distribution (WLED) has been investigated whether being it is a well-fit distribution to a clinical real data. These data represent the duration of remission achieved by a certain drug used in the treatment of leukemia for a group of patients. The statistical inference approach is used to estimate the parameters of the WLED through the set of the fitted data. The estimated parameters are utilized to evaluate the survival and hazard functions and hence assessing the treatment method through forecasting the duration of remission times of patients. A two-sample prediction approach has been applied to …

Joint Probability Analysis Of Extreme Precipitation And Water Level For Chicago, Illinois, Anna Li Holey

Dissertations, Master's Theses and Master's Reports

A compound flooding event occurs when there is a combination of two or more extreme factors that happen simultaneously or in quick succession and can lead to flooding. In the Great Lakes region, it is common for a compound flooding event to occur with a high lake water level and heavy rainfall. With the potential of increasing water levels and an increase in precipitation under climate change, the Great Lakes coastal regions could be at risk for more frequent and severe flooding. The City of Chicago which is located on Lake Michigan has a high population and dense infrastructure and …

Utilizing Markov Chains To Estimate Allele Progression Through Generations, Ronit Gandhi

Honors Theses, University of Nebraska-Lincoln

All populations display patterns in allele frequencies over time. Some alleles cease to exist, while some grow to become the norm. These frequencies can shift or stay constant based on the conditions the population lives in. If in Hardy-Weinberg equilibrium, the allele frequencies stay constant. Most populations, however, have bias from environmental factors, sexual preferences, other organisms, etc. We propose a stochastic Markov chain model to study allele progression across generations. In such a model, the allele frequencies in the next generation depend only on the frequencies in the current one.

We use this model to track a recessive allele …