Related papers: The Distribution of Random Evolution in Erlang Sem…
In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To…
Morphogen transport is a biological process, occurring in the tissue of living organisms, which is a determining step in cell differentiation. We present rigorous analysis of a simple model of this process, which is a system coupling…
We study hyperbolic systems of one-dimensional partial differential equations under general, possibly non-local boundary conditions. A large class of evolution equations, either on individual 1-dimensional intervals or on general networks,…
We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process…
We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
We study the transverse momentum spectra of J/psi and Upsilon mesons by using two methods: the two-component Erlang distribution and the two-component Schwinger mechanism. The results obtained by the two methods are compared and found to be…
Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…
We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…
We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…
We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution.…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Recent progress on studies of the nanoscale mechanical responses in disordered systems has highlighted a strong degree of heterogeneity in the elastic moduli. In this contribution, using computer simulations, we study the elastic…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some wide assumptions, we show the joint distribution of the position…
The influence of a local anisotropy of random orientation on a ferromagnetic phase transition is studied for two cases of anisotropy axis distribution. To this end a model of a random anisotropy magnet is analyzed by means of the field…
In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…
L\'{e}vy robotic systems combine superdiffusive random movement with emergent collective behaviour from local communication and alignment in order to find rare targets or track objects. In this article we derive macroscopic fractional PDE…
We analyze a nonlocal PDE model describing the dynamics of adaptation of a phenotypically structured population, under the effects of mutation and selection, in a changing environment. Previous studies have analyzed the large-time behavior…
Evolution of the main signal in a Lorentz dispersive medium is considered. The signal propagating in the medium is excited by a sine-modulated pulse signal, with its envelope described by a hyperbolic tangent function. Both uniform and…