The paper describes statistical approach to the analysis of traffic of information flows. Stochas-tic structure of traffic process can be modelled by finite probability mixtures, e.g., mixtures of gamma distributions. The approach is demonstrated on real data from the official website of the Russian Academy of Sciences.
A coordinate-wise modification of the grid method for separation of mixtures is proposed in the problem of the dynamical monitoring of the stochastic structure of information flows.
The investigation of brain activity is one of the most important fields in modern medicine. One of most popular experimental techniques is the so-called method of evoked potentials: the subject repeatedly makes some movements whereas brain activity and some auxiliary signals are recorded for further analysis. The key problem is the determination of points… (More)
The paper deals with an example of real information technology developed for the examination of specific structures of plasma turbulence by the spectral analysis. The mathematical basis is a probabilistic approach using a special simulation algorithm to construct sample for the probabilistic modeling. To describe the fine structure of stochastic processes,… (More)
We present a general transfer theorem for random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of randomly indexed random sequences. Special attention is paid to the cases of random sums of independent not necessarily… (More)
Andrey Chertok and Maria Veretennikova are currently working on a fractional model for limit order book, extending the paper by Cont and Larrard Order book dynamics in liquid markets: limit theorems and diffusion approximations 2012 Rama Cont . Our collaboration started with my visit to Moscow in April, when Professor Viktor Korolev advised me to… (More)