This paper investigates the distributions of triangle counts per vertex and edge, as a means for network description, analysis, model building, and other tasks. The main interest is in estimating these distributions through sampling, especially for large networks. A novel sampling method tailored for the estimation analysis is proposed, with three sampling designs motivated by several network access scenarios. An estimation method based on inversion and an asymptotic method are developed to recover the entire distribution. A single method to estimate the distribution using multiple samples is also considered. Algorithms are presented to sample the network under the various access scenarios. Finally, the estimation methods on synthetic and real-world networks are evaluated in a data study.

In passive seismic and microseismic monitoring, identifying and characterizing events in a strong noisy background is a challenging task. Most of the established methods for geophysical inversion are likely to yield many false event detections. The most advanced of these schemes require thousands of computationally demanding forward elastic-wave propagation simulations. Here we train and use an ensemble of Gaussian process surrogate meta-models, or proxy emulators, to accelerate the generation of accurate template seismograms from random microseismic event locations. In the presence of multiple microseismic events occurring at different spatial locations with arbitrary amplitude and origin time, and in the presence of noise, an inference algorithm needs to navigate an objective function or likelihood landscape of highly complex shape, perhaps with multiple modes and narrow curving degeneracies. This is a challenging computational task even for state-of-the-art Bayesian sampling algorithms. In this paper, we propose a novel method for detecting multiple microseismic events in a strong noise background using Bayesian inference, in particular, the Multimodal Nested Sampling (MultiNest) algorithm. The method not only provides the posterior samples for the 5D spatio-temporal-amplitude inference for the real microseismic events, by inverting the seismic traces in multiple surface receivers, but also computes the Bayesian evidence or the marginal likelihood that permits hypothesis testing for discriminating true vs. false event detection.

Varicella infection during pregnancy has serious and/or difficult implications and in some cases lethal outcome. Though epidemiological studies in developing countries reveal that a significant proportion of patients may remain susceptible during pregnancy, such an estimate of susceptible women is not known in India. We designed this study to study the prevalence and factors associated with susceptibility to varicella among rural and urban pregnant women in South India. We prospectively recruited 430 pregnant women and analysed their serum varicella IgG antibodies as surrogates for protection. We estimated seroprevalence, the validity of self-reported history of chickenpox and factors associated with varicella susceptibility. We found 23 (95% CI 19.1–27.3) of women were susceptible. Nearly a quarter (22.2%) of the susceptible women had a history of exposure to chickenpox anytime in the past or during the current pregnancy. Self-reported history of varicella had a positive predictive value of 82.4%. Negative history of chickenpox (adjusted prevalence ratio (PR) 1.85, 95% CI 1.15–3.0) and receiving antenatal care from a rural secondary hospital (adjusted PR 4.08, 95% CI 2.1–7.65) were significantly associated with susceptibility. We conclude that high varicella susceptibility rates during pregnancy were noted and self-reported history of varicella may not be a reliable surrogate for protection.

Spatial random graphs capture several important properties of real-world networks. We prove quenched results for the continuous-space version of scale-free percolation introduced in [14]. This is an undirected inhomogeneous random graph whose vertices are given by a Poisson point process in $\mathbb{R}^d$. Each vertex is equipped with a random weight, and the probability that two vertices are connected by an edge depends on their weights and on their distance. Under suitable conditions on the parameters of the model, we show that, for almost all realizations of the point process, the degree distributions of all the nodes of the graph follow a power law with the same tail at infinity. We also show that the averaged clustering coefficient of the graph is self-averaging. In particular, it is almost surely equal to the annealed clustering coefficient of one point, which is a strictly positive quantity.

We consider a space-time random field on ${{\mathbb{R}^d} \times {\mathbb{R}}}$ given as an integral of a kernel function with respect to a Lévy basis with a convolution equivalent Lévy measure. The field obeys causality in time and is thereby not continuous along the time axis. For a large class of such random fields we study the tail behaviour of certain functionals of the field. It turns out that the tail is asymptotically equivalent to the right tail of the underlying Lévy measure. Particular examples are the asymptotic probability that there is a time point and a rotation of a spatial object with fixed radius, in which the field exceeds the level x, and that there is a time interval and a rotation of a spatial object with fixed radius, in which the average of the field exceeds the level x.

This paper investigates a financial market where stock returns depend on an unobservable Gaussian mean reverting drift process. Information on the drift is obtained from returns and randomly arriving discrete-time expert opinions. Drift estimates are based on Kalman filter techniques. We study the asymptotic behavior of the filter for high-frequency experts with variances that grow linearly with the arrival intensity. The derived limit theorems state that the information provided by discrete-time expert opinions is asymptotically the same as that from observing a certain diffusion process. These diffusion approximations are extremely helpful for deriving simplified approximate solutions of utility maximization problems.

We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed, including diffusion processes on Riemannian manifolds and Ornstein–Uhlenbeck processes driven by symmetric $\alpha$-stable processes. In particular, we show that any process of d-dimensional Ornstein–Uhlenbeck type driven by $\alpha$-stable noise is not strongly ergodic for every $\alpha\in (0,2]$.

Extended gamma processes have been seen as a flexible extension of standard gamma processes in the recent reliability literature, for the purpose of cumulative deterioration modeling. The probabilistic properties of the standard gamma process have been well explored since the 1970s, whereas those of its extension remain largely unexplored. In particular, stochastic comparisons between degradation levels modeled by standard gamma processes and ageing properties for the corresponding level-crossing times are now well understood. The aim of this paper is to explore similar properties for extended gamma processes and see which ones can be broadened to this new context. As a by-product, new stochastic comparisons for convolutions of gamma random variables are also obtained.

We study the tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.

Motivated by mathematical tissue growth modelling, we consider the problem of approximating the dynamics of multicolor Pólya urn processes that start with large numbers of balls of different colors and run for a long time. Using strong approximation theorems for empirical and quantile processes, we establish Gaussian process approximations for the Pólya urn processes. The approximating processes are sums of a multivariate Brownian motion process and an independent linear drift with a random Gaussian coefficient. The dominating term between the two depends on the ratio of the number of time steps n to the initial number of balls N in the urn. We also establish an upper bound of the form $c(n^{-1/2}+N^{-1/2})$ for the maximum deviation over the class of convex Borel sets of the step-n urn composition distribution from the approximating normal law.

Comparison results for Markov processes with respect to function-class-induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach spaces. In this paper we transfer the martingale comparison method, known for the comparison of semimartingales to Markovian semimartingales, to general Markov processes. The basic step of this martingale approach is the derivation of the supermartingale property of the linking process, giving a link between the processes to be compared. This property is achieved using the characterization of Markov processes by the associated martingale problem in an essential way. As a result, the martingale comparison method gives a comparison result for Markov processes under a general alternative but related set of regularity conditions compared to the evolution system approach.

We propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a multifractional Brownian motion, where the Hurst function is dependent on the past of the process. We define this by means of a stochastic Volterra equation, and we prove existence and uniqueness of this equation, as well as giving bounds on the p-order moments, for all $p\geq1$. We show convergence of an Euler–Maruyama scheme for the process, and also give the rate of convergence, which is dependent on the self-exciting dynamics of the process. Moreover, we discuss various applications of this process, and give examples of different functions to model self-exciting behavior.

The objective of this study was to analyse the dynamics of spatial dispersion of the coronavirus disease 2019 (COVID-19) in Brazil by correlating them to socioeconomic indicators. This is an ecological study of COVID-19 cases and deaths between 26 February and 31 July 2020. All Brazilian counties were used as units of analysis. The incidence, mortality, Bayesian incidence and mortality rates, global and local Moran indices were calculated. A geographic weighted regression analysis was conducted to assess the relationship between incidence and mortality due to COVID-19 and socioeconomic indicators (independent variables). There were confirmed 2 662 485 cases of COVID-19 reported in Brazil from February to July 2020 with higher rates of incidence in the north and northeast. The Moran global index of incidence rate (0.50, P = 0.01) and mortality (0.45 with P = 0.01) indicate a positive spatial autocorrelation with high standards in the north, northeast and in the largest urban centres between cities in the southeast region. In the same period, there were 92 475 deaths from COVID-19, with higher mortality rates in the northern states of Brazil, mainly Amazonas, Pará and Amapá. The results show that there is a geospatial correlation of COVID-19 in large urban centres and regions with the lowest human development index in the country. In the geographic weighted regression, it was possible to identify that the percentage of people living in residences with density higher than 2 per dormitory, the municipality human development index (MHDI) and the social vulnerability index were the indicators that most contributed to explaining incidence, social development index and the municipality human development index contributed the most to the mortality model. We hope that the findings will contribute to reorienting public health responses to combat COVID-19 in Brazil, the new epicentre of the disease in South America, as well as in other countries that have similar epidemiological and health characteristics to those in Brazil.

A family $\{Q_{\beta}\}_{\beta \geq 0}$ of Markov chains is said to exhibit metastable mixing with modes $S_{\beta}^{(1)},\ldots,S_{\beta}^{(k)}$ if its spectral gap (or some other mixing property) is very close to the worst conductance $\min\!\big(\Phi_{\beta}\big(S_{\beta}^{(1)}\big), \ldots, \Phi_{\beta}\big(S_{\beta}^{(k)}\big)\big)$ of its modes for all large values of $\beta$. We give simple sufficient conditions for a family of Markov chains to exhibit metastability in this sense, and verify that these conditions hold for a prototypical Metropolis–Hastings chain targeting a mixture distribution. The existing metastability literature is large, and our present work is aimed at filling the following small gap: finding sufficient conditions for metastability that are easy to verify for typical examples from statistics using well-studied methods, while at the same time giving an asymptotically exact formula for the spectral gap (rather than a bound that can be very far from sharp). Our bounds from this paper are used in a companion paper (O. Mangoubi, N. S. Pillai, and A. Smith, arXiv:1808.03230) to compare the mixing times of the Hamiltonian Monte Carlo algorithm and a random walk algorithm for multimodal target distributions.

Motivated by a recent paper (Budd (2018)), where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose Wiener–Hopf factorisation is explicit, and as a result many functionals can be determined in closed form.

We consider a strictly substochastic matrix or a stochastic matrix with absorbing states. By using quasi-stationary distributions we show that there is an associated canonical Markov chain that is built from the resurrected chain, the absorbing states, and the hitting times, together with a random walk on the absorbing states, which is necessary for achieving time stationarity. Based upon the 2-stringing representation of the resurrected chain, we supply a stationary representation of the killed and the absorbed chains. The entropies of these representations have a clear meaning when one identifies the probability measure of natural factors. The balance between the entropies of these representations and the entropy of the canonical chain serves to check the correctness of the whole construction.

We study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at the jump times of an independent Poisson process. Under relatively weak assumptions, we characterize the optimal solution as an impulse-type control policy, where it is optimal to exert the exact amount of control needed to push the process to a unique threshold. Moreover, we discuss the connection of the present problem to ergodic singular control problems, and illustrate the results with different well-known cost and diffusion structures.