Skip to main content
We discuss the close link between intermittent events ('quakes') and extremal noise fluctuations which has been advocated in recent numerical and theoretical work. From the idea that record-breaking noise fluctuations trigger the quakes,... more
    • by 
    •   6  
      Vortex dynamicsComplex SystemSuperconductorsSpin Glass
Hard-core Strauss disc processes with inhibition distance r and disc radius R are considered. The points in the Strauss point process are thought of as trees and the discs as crowns. Formulas for the mean and the variance of the vacancy... more
    • by 
    •   11  
      MathematicsStatisticsMCMCSpatial Statistics
Databases and online systems have dramatically changed the way businesses transact and maintain records. The database-supported transaction systems enable businesses to conduct their businesses electronically, leading to quicker exchange... more
    • by 
    •   8  
      Stochastic ProcessInformation TechnologyInformation AssuranceTime Dependent
We consider a Poisson process that is modulated in such a way that the arrival rate at any time depends on the state of a semi-Markov process. This presents an interesting generalization of Poisson processes with important implications in... more
    • by 
    •   7  
      Applied MathematicsStatistical AnalysisBayesian AnalysisProbabilistic Analysis
    • by 
    •   11  
      StatisticsModel CheckingBayesian InferenceMarkov Chain Monte Carlo
Consider a stochastic process (X; A), where X represents the evolution of a system over time, and A is an associated point process that has stationary independent increments. Suppose we are interested in estimating the time average... more
    • by 
    •   13  
      Stochastic ProcessStatisticsMultivariate AnalysisSampling
A stochastic entirely mechanistic model of metastatic progression of cancer is developed. Based on this model the joint conditional distribution of the ordered sizes of detectable metastases given their number, n, is computed. It is shown... more
    • by 
    •   19  
      MathematicsBreast CancerNatural HistoryMedicine
The belief that neurones transmit information in the form of a firing rate code is almost universal. However, we argue that at least in some situations, the efficiency of a coding strategy based on rate coding is surprisingly poor. A... more
    • by 
    •   12  
      EngineeringBio-Inspired SystemsBiological SciencesTIME
In combinatorics and analysis of algorithms a Poisson version of a problem (henceforth called Poisson model or poissonization) is often easier to solve than the original one, which we name here the Bernoulli model. Poissonization is a... more
    • by 
    •   9  
      Data CompressionTheoretical Computer ScienceData StructureMathematical Sciences
The European Union has been promoting an homogenisation of the design rules for earthquake resistant structures through the Eurocode 8, which will soon become the official standard (CEN, 2003). However, the zonation for the basic... more
    • by 
    •   8  
      Civil EngineeringGeologyEuropean UnionPoisson Process
    • by 
    •   10  
      Stochastic ProcessEconometricsStatisticsComputer Simulation
The integrate-and-fire neuron model describes the state of a neuron in terms of its membrane potential, which is determined by the synaptic inputs and the injected current that the neuron receives. When the membrane potential reaches a... more
    • by 
    •   14  
      Cognitive ScienceStochastic processesFOkker Planck EquationSynaptic Transmission
In studies of recurrent events, such as epileptic seizures, there can be a large amount of information about a cohort over a period of time, but current methods for these data are often unable to utilize all of the available information.... more
    • by 
    •   6  
      StatisticsRecurrent Events ModelsSurvival AnalysisPoisson Process
We propose a framework for studying optimal market making policies in a limit order book (LOB). The bid-ask spread of the LOB is modelled by a Markov chain with finite values, multiple of the tick size, and subordinated by the Poisson... more
    • by 
    •   21  
      EconomicsComputational FinanceMarket MicrostructureMathematical Finance
In this paper a fractal analysis study of VoIP traffic is presented. The characteristics of measured VoIP traffic on both call and packet level have been investigated. The results support the popular Poisson process for VoIP call arrival... more
    • by 
    •   9  
      FractalsFractal AnalysisDetectorsPoisson Process
Distribution of some statistics, especially rank based, with censored data are hard to get. Even if they can be worked out for small samples, they are likely to be prohibitively expensive for larger sample sizes. Therefore we need to work... more
    • by 
    •   13  
      Stochastic ProcessSurvival AnalysisPrior KnowledgeCensored data
Schrödinger's equation and the heat equation are connected to one another by analytic continuation, as are the Feynman integral and the Wiener integral. We extend this form of correspondence to the relativistic domain by... more
    • by 
    •   6  
      Quantum MechanicsPhysical sciencesBrownian MotionDirac equation
CAÑELLAS, B.; ORFILA, A.; MÉNDEZ, F.J.; MENÉNDEZ, M. and TINTORÉ, J., 2007. Application of a POT model to estimate the extreme significant wave height levels around the Extreme value wave climate analysis at a particular site requires... more
    • by 
    •   12  
      EngineeringEarth SciencesCoastalExtreme Value Theory
We propose a new discrete-time model of returns in which jumps capture persistence in the conditional variance and higher-order moments. Jump arrival is governed by a heterogeneous Poisson process. The intensity is directed by a latent... more
    • by 
    •   9  
      MCMCHigher Order ThinkingModel EvaluationSize Distribution
We consider the pricing of options when delta hedging only takes place at discrete intervals. We show how to include transaction costs, jumps and stochastic volatility while optimally, but discretely, dynamically hedging. Copyright © 2009... more
    • by 
    •   4  
      Transaction CostsStochastic VolatilityPoisson ProcessOption pricing
We propose a new discrete-time model of returns in which jumps capture persistence in the conditional variance and higher-order moments. Jump arrival is governed by a heterogeneous Poisson process. The intensity is directed by a latent... more
    • by 
    •   5  
      MCMCHigher Order ThinkingPoisson ProcessAutoregressive Process
Traditional tool life models do not take into account the variation inherent in metal cutting processes. As a consequence, the real tool life rarely matches the predicted values. To compensate for this uncertainty, tools are usually... more
    • by 
    •   12  
      ModelingWearTribologyMultidisciplinary
This paper is intended as a guide to building insurance risk (loss) models. A typical model for insurance risk, the so-called collective risk model, treats the aggregate loss as having a compound distribution with two main components: one... more
    • by 
    •   10  
      Health insuranceOperational RiskActuarial StudiesGoodness of Fit
Information about delays can enhance service quality in many industries. Delay information can take many forms, with different degrees of precision. Different levels of information have different effects on customers and so on the overall... more
    • by 
    •   11  
      Service QualityModelingManagement SciencePartial Information
We describe a range of methods for the description and analysis of spatial point patterns in plant ecology. The conceptual basis of the methods is presented, and specific tests are compared, with the goal of providing guidelines... more
    • by 
    •   16  
      Computer SciencePlant EcologyStatistical AnalysisPlant Biology
Abstrut-A large number of terminals transmitting data packets over a common radio channel to a central base station is studied. In inhibit sense multiple access (ISMA), the base station broadcasts a busy signal when an incoming packet is... more
    • by 
    •   22  
      Stochastic ProcessPacket SwitchingDensity-functional theoryStochastic processes
Purpose – This paper aims to focus on the problem of the optimal relocation policy for a firm that faces two types of uncertainty: one about the moments in which new (and more efficient) sites will become available; and the other... more
    • by 
    •   13  
      GlobalizationDecision MakingManagerial FinanceOptimal Stopping
In this paper we demonstrate how to use the importance sampling method to simulate rare events in a germ-grain model. We analyze conditions under which two germ-grain models are mutually absolutely continuous. We also find the likelihood... more
    • by 
    •   9  
      MathematicsProbability and Mathematical StatisticsRandom WalkImportance Sampling
Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus. Our... more
    • by 
    •   5  
      MathematicsPhysicsEconomicsStock Market
The most recent financial crisis unveiled that liquidity risk is far more important and intricate than regulation have conceived. The shift from bank-based to market-based financial systems and from Deferred Net Systems to... more
    • by 
    •   6  
      Monte Carlo SimulationFinancial SystemLiquidity Risk ManagementSystemic Risk
The integrate-and-fire neuron model is one of the most widely used models for analyzing the behavior of neural systems. It describes the membrane potential of a neuron in terms of the synaptic inputs and the injected current that it... more
    • by 
    •   16  
      Cognitive ScienceInformation ProcessingStochastic processesCentral Nervous System
Let P be a Poisson process of intensity one in the infinite plane R 2 . We surround each point x of P by the open disc of radius r centred at x. Now let S n be a fixed disc of area n, and let C r (S n ) be the set of discs which intersect... more
    • by 
    •   7  
      Applied MathematicsStatisticsApplied ProbabilityWireless Network
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a... more
    • by 
    •   8  
      Statistical MechanicsProbability Distribution & ApplicationsPower LawSpace Time
This paper presents an application of stochastic Petri nets (SPN) to calculate the availability of safety critical on-demand systems. Traditional methods of estimating system reliability include standards-based or field return-based... more
    • by 
    •   20  
      EngineeringModelingFault DetectionPetri Nets
Using the LePage representation, a symmetric α-stable random element in Banach space B with α ∈ (0, 2) can be represented as a sum of points of a Poisson process in B. This point process is union-stable, i. e. the union of its two... more
    • by  and +1
    •   6  
      Harmonic AnalysisStatisticsRandom samplingPoisson Process
We base a theory of timing on the observation that signals of reinforcement elicit adjunctive behaviors. The transitions between these behaviors are well described as a Poisson process, with a rate constant proportional to the rate of... more
    • by 
    •   16  
      PsychologyCognitive SciencePsychological AnthropologyPsychometrics
An incomplete market driven by a pair of Wiener and Poisson processes is considered. The range of European and American claim prices is determined.
    • by 
    •   3  
      Applied MathematicsStatisticsPoisson Process
Two renewal processes, known in reliability maintenance as minimal repair and replacement policy, arc considered. Their properties are studied in the case where the generating random sequence has a distribution with periodic failure rate.... more
    • by  and +1
    •   6  
      Applied MathematicsEconometricsStatisticsRisk theory
In combinatorics and analysis of algorithms a Poisson version of a problem (henceforth called Poisson model or poissonization) is often easier to solve than the original one, which we name here the Bernoulli model. Poissonization is a... more
    • by 
    •   9  
      Data CompressionTheoretical Computer ScienceData StructureMathematical Sciences
Consider a number of parallel queues, each with an arbitrary capacity and multiple identical exponential servers. The service discipline in each queue is firstcome-first-served (FCFS). Customers arrive according to a state-dependent... more
    • by 
    •   13  
      Applied MathematicsStatisticsTime DependentPoisson Process
We present a novel statistical framework for detecting pre-determined shape classes in 2D cluttered point clouds, which are in turn extracted from images. In this modelbased approach, we use a 1D Poisson process for sampling points on... more
    • by 
    •   6  
      Stochastic processesObject RecognitionPoisson ProcessPoint Cloud
    • by 
    •   5  
      Density-functional theoryDirichlet processPoisson ProcessScale Invariance
Various physiologic and biochemical shifts can follow meditation. Meditation has been implicated in impacting free radical activity. Ultraweak photon emission (UPE, biophoton emission) is a constituent of the metabolic processes in a... more
    • by 
    •   13  
      BiophysicsTime SeriesFree RadicalMeditation
Daily precipitation is recorded as the total amount of water collected by a rain-gauge in 24 h. Events are modelled as a Poisson process and the 24 h precipitation by a Generalised Pareto Distribution (GPD) of excesses. Hazard assessment... more
    • by  and +1
    •   9  
      GeologyCommon SenseIberian PeninsulaHazard Assessment
The Poisson-Voronoi map is a natural random planar map. Being planar, a specific instance can always be colored with 4 colors with adjacent cells having distinct colors. The question we consider here is whether such a coloring can be... more
    • by 
    •   2  
      Poisson ProcessDelaunay Triangulation
We introduce here the Earthquake Network project which implements a world-wide smartphone-based sensor network for the detection of earthquakes. Thanks to the accelerometric sensor, smartphones possibly detect the waves of a quake and... more
    • by 
    • Poisson Process
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter... more
    • by 
    •   6  
      Probability TheoryStatisticsProbabilityProbability Distribution & Applications
In this paper we present an online approach for joint detection and tracking for multiple targets using variable rate particle filters (VRPFs). Unlike conventional models and particle filters, the proposed method utilises the applied... more
    • by 
    •   15  
      Sequential Monte CarloState EstimationComputer SimulationData Dependence
Shot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an estimate problem.
    • by 
    •   3  
      ProbabilityShot NoisePoisson Process