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A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…
We introduce a cellular automaton model coupled with a transport equation for flows on graphs. The direction of the flow is described by a switching process where the switching probability dynamically changes according to the value of the…
HYGARCH model is basically used to model long-range dependence in volatility. We propose Markov switch smooth-transition HYGARCH model, where the volatility in each state is a time-dependent convex combination of GARCH and FIGARCH. This…
In this paper, we present a model-based periodic event-triggered control mechanism for nonlinear continuous-time Networked Control Systems. A sampled-data prediction of the system behavior is used at the actuator to reduce the amount of…
The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…
This article proposes a Model Reference Adaptive Control (MRAC) strategy to achieve fixed-time convergence of parameter estimation and tracking errors for unknown linear time-invariant systems, without relying on the persistence of…
The intermittent on-off switching of feedback control is considered as a major mechanism of postural stabilization during human quiet standing, which can be modeled by switched-type hybrid stochastic delay differential equations with…
In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…
This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…
This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…
We consider stochastic discrete event dynamic systems that have time evolution represented with two-dimensional state vectors through a vector equation that is linear in terms of an idempotent semiring. The state transitions are governed by…
Cell crawling is critical to biological development, homeostasis and disease. In many cases, cell trajectories are quasi-random-walk. In vitro assays on flat surfaces often described such quasi-random-walk cell trajectories as…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
We consider a car-following model described by a delay difference equation and give its exact solutions that present propagation of a traffic jam. This model is a discrete-time version of the delayed optimal-velocity model; in the continuum…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…
We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
Response times collected in computerised assessments provide information about the underlying response process and may exhibit within-person variation over the course of a test. We propose a latent variable model for log response times that…
This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…