Related papers: The mobile Boolean model: an overview and further …
It is shown by the author in 2017 that for the union of N orthants in the n-dimensional space there exists an efficient and systematic way to find the exact value, using a suitable partial order relation construction. In this paper our…
A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…
This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering. Typical time series models such as Auto-Regressive…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…
We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We examine the aggregate behavior of one-dimensional random walks in a model known as (one-dimensional) Internal Diffusion Limited Aggregation. In this model, a sequence of $n$ particles perform random walks on the integers, beginning at…
We derive a simple sufficient criterion for the locality of correlations obtained from given measurements on a Gaussian quantum state. The criterion is based on the construction of a local-hidden-variable model which works by passing part…
In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…
A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…
Dynamical Systems is a field that studies the collective behavior of objects that update their states according to some rules. Discrete-time Boolean Finite Dynamical System (DT-BFDS) is a subfield where the systems have some finite number…
We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…
We present a method for guaranteed collision detection with toleranced motions. The basic idea is to consider the motion as a curve in the 12-dimensional space of affine displacements, endowed with an object-oriented Euclidean metric, and…
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…
We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…
Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability…
Discrete-time random walks and their extensions are common tools for analyzing animal movement data. In these analyses, resolution of temporal discretization is a critical feature. Ideally, a model both mirrors the relevant temporal scale…
This article is concerned with stochastic differential equations driven by a $d$ dimensional fractional Brownian motion with Hurst parameter $H>1/4$, understood in the rough paths sense. Whenever the coefficients of the equation satisfy a…