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Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

In a recent paper, Shah [arXiv:2502.03073] derived an explicit expression for the distribution of occupancy times for a two-state Markov chain, using a method based on enumerating sample paths. We consider here the more general problem of…

Probability · Mathematics 2025-04-01 Phil Pollett

Markov Chains with variable length are useful stochastic models for data compression that avoid the curse of dimensionality faced by that full Markov Chains. In this paper we introduce a Variable Length Markov Chain whose transition…

Methodology · Statistics 2020-01-01 Adriano Zanin Zambom , Seonjin Kim , Nancy Lopes Garcia

Survival competing risks models are very useful for studying the incidence of diseases whose occurrence competes with other possible diseases or health conditions. These models perform properly when working with terminal events, such as…

Applications · Statistics 2021-04-09 Fran Llopis-Cardona , Carmen Armero , Gabriel Sanfélix-Gimeno

We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for randomly switched systems without control inputs, and…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…

Probability · Mathematics 2025-08-14 Daniele Cappelletti , Aidan Howells , Chuang Xu

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

Accurately forecasting bus travel time and passenger occupancy with uncertainty is essential for both travelers and transit agencies/operators. However, existing approaches to forecasting bus travel time and passenger occupancy mainly rely…

Applications · Statistics 2024-12-12 Xiaoxu Chen , Zhanhong Cheng , Alexandra M. Schmidt , Lijun Sun

We investigate a model for driven exclusion processes where internal states are assigned to the particles. The latter account for diverse situations, ranging from spin states in spintronics to parallel lanes in intracellular or vehicular…

Statistical Mechanics · Physics 2007-06-13 Tobias Reichenbach , Erwin Frey , Thomas Franosch

In auto insurance, a Bonus-Malus System (BMS) is commonly used as a posteriori risk classification mechanism to set the premium for the next contract period based on a policyholder's claim history. Even though recent literature reports…

Applications · Statistics 2020-03-05 Rosy Oh , Joseph H. T. Kim , Jae Youn Ahn

A source traffic model for machine-to-machine communications is presented in this paper. We consider a model in which devices operate in a regular mode until they are triggered into an alarm mode by an alarm event. The positions of devices…

Networking and Internet Architecture · Computer Science 2017-09-05 Henning Thomsen , Carles Navarro Manchón , Bernard Henri Fleury

Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a…

Applications · Statistics 2009-08-18 Francesco Bartolucci , Monia Lupparelli , Giorgio E. Montanari

Traffic microscopic simulation applications are a common tool in road transportation analysis and several attempts to perform road safety assessments have recently been carried out. However, these approaches often ignore causal…

Computational Engineering, Finance, and Science · Computer Science 2018-10-12 Carlos Lima Azevedo , João L. Cardoso , Moshe E. Ben-Akiva

Data and models of non-motorized traffic on multiuse urban trails are needed to improve planning and management of urban transportation systems. Negative binomial regression models are appropriate and useful when dependent variables are…

Physics and Society · Physics 2022-08-15 Xize Wanga , Greg Lindsey , Steve Hankey , Kris Hoff

Because failures in distribution systems caused by extreme weather events directly result in consumers' outages, this paper proposes a state-based decision-making model with the objective of mitigating loss of load to improve the…

Optimization and Control · Mathematics 2019-04-02 Chong Wang , Ping Ju , Shunbo Lei , Zhaoyu Wang , Yunhe Hou

Many biological and medical questions can be modeled using time-to-event data in finite-state Markov chains, with the phase-type distribution describing intervals between events. We solve the inverse problem: given a phase-type…

Dynamical Systems · Mathematics 2024-11-19 Ovidiu Radulescu , Dima Grigoriev , Matthias Seiss , Maria Douaihy , Mounia Lagha , Edouard Bertrand

We present a detailed analysis of two-state trajectories obtained from force-clamp spectroscopy (FCS) of reversibly bonded systems. FCS offers the unique possibility to vary the equilibrium constant in two-state kinetics, for instance the…

Soft Condensed Matter · Physics 2015-05-18 Gregor Diezemann , Thomas Schlesier , Burkhard Geil , Andreas Janshoff

Reduced models of large Markov decision processes accelerate planning by considering a subset of outcomes for each state-action pair. This reduction in reachable states leads to replanning when the agent encounters states without a…

Artificial Intelligence · Computer Science 2019-05-24 Sandhya Saisubramanian , Shlomo Zilberstein

A possible way to extract information about the reversible dissociation of a molecular adhesion bond from force fluctuations observed in force ramp experiments is discussed. For small loading rates the system undergoes a limited number of…

Statistical Mechanics · Physics 2015-06-18 Gregor Diezemann