arXiv subjects

M

Publications and source records attributed to M.

7 recordsLinked to original sources

arXiv2025

Markovian multivariate Hawkes population processes: Efficient evaluation of moments

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability distribution, of the population process and its underlying intensity process. We demonstrate a method that exploits the transform to obtain analytic expressions for transient and stationary multivariate moments of any order, as well as auto- and cross-covariances. We reveal a nested sequence of block matrices that yields the moments in explicit form and brings important computational advantages. We also establish the asymptotic behavior of the intensity of the multivariate Hawkes process in its nearly unstable regime, under a specific parameterization. In extensive numerical experiments, we analyze the computational complexity, accuracy and efficiency of the established results.

math.PR↗

arXiv2021

U-Statistics for Left Truncated and Right Censored Data

The analysis left truncated and right censored data is very common in survival and reliability analysis. In lifetime studies patients often subject to left truncation in addition to right censoring. For example, in bone marrow transplant studies based on International Bone Marrow Transplant Registry (IBMTR), the patients who die while waiting for the transplants will not be reported to the IBMTR. In this paper, we develop novel U-statistics under left truncation and right censoring. We prove the $\sqrt{n}$-consistency of the proposed U-statistics. We derive the asymptotic distribution of the U-statistics using counting process technique. As an application of the U-statistics, we develop a simple non-parametric test for testing the independence between time to failure and cause of failure in competing risks when the observations are subject to left truncation and right censoring. The finite sample performance of the proposed test is evaluated through Monte Carlo simulation study. Finally we illustrate our test procedure using lifetime data of transformers.

stat.ME↗

arXiv2015

Proceedings, 2011 European School of High-Energy Physics (ESHEP 2011): Cheile Gradistei, Romania, September 7-20, 2011

The European School of High-Energy Physics is intended to give young physicists an introduction to the theoretical aspects of recent advances in elementary particle physics. These proceedings contain lecture notes on quantum field theory and the Standard Model, quantum chromodynamics, flavour physics, neutrino physics, physics beyond the Standard Model, cosmology, heavy ion physics, statistical data analysis, as well as an account for the physics results with the data accumulated during the first run of the LHC.

hep-ph↗

arXiv2010

C-algebras whose every C-subalgebra is AF

Let $A$ be a $C^*$-algebra. It is shown that the following conditions are equinvalent: (1) $A$ is scattered, (2) every $C^*$-subalgebra of $A$ is AF, (3) every $C^*$-subalgebra of $A$ has real rank zero.

math.OA↗

arXiv2010

Calibration of the LIGO Gravitational Wave Detectors in the Fifth Science Run

The Laser Interferometer Gravitational Wave Observatory (LIGO) is a network of three detectors built to detect local perturbations in the space-time metric from astrophysical sources. These detectors, two in Hanford, WA and one in Livingston, LA, are power-recycled Fabry-Perot Michelson interferometers. In their fifth science run (S5), between November 2005 and October 2007, these detectors accumulated one year of triple coincident data while operating at their designed sensitivity. In this paper, we describe the calibration of the instruments in the S5 data set, including measurement techniques and uncertainty estimation.

gr-qc↗

arXiv1995

Topological Charge Distribution and $CP^1$ Model with $θ$ Term

The two dimensional $CP^1$ model with $θ$ term is simulated. We compute the topological charge distribution $P(Q)$ by employing the ``set method" and ``trial function method", which are effective in the calculations for very wide range of $Q$ and large volume. The distribution $P(Q)$ shows the Gaussian behavior in the small $β$ (inverse coupling constant) region and deviates from it in the large $β$ region. The free energy and its moment are calculated as a function of $θ$. For small $β$, the partition function is given by the elliptic theta function, and the distribution of its zeros on the complex $θ$ plane leads to the first order phase transition at $θ=π$. In the large $β$ region, on the other hand, this first order phase transition disappears, but definite conclusion concerning the transition is not reached due to large errors.

hep-lat↗

arXiv1994

Numerical Simulations of an SU(2)_L x SU(2)_R-symmetric Higgs-Yukawa Model on the QUADRICS Q16

We report on our work on the SU(2)_L x SU(2)_R symmetric Higgs Yukawa Model with mirror fermion action. Our model describes a fermion Higgs system in the limit of vanishing gauge coupling. Setting the bare Yukawa coupling of the mirror fermions G_\chi to zero, we want to determine the triviality bounds on the renormalized Yukawa coupling of the fermions G_{R\psi} and the scalar self-coupling g_R on 8^3x16 and 16^3x32 lattices.