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This article discusses recent developments in the literature of quantile time series models in the cases of stationary and nonstationary underline stochastic processes.

Econometrics · Economics 2023-08-23 Christis Katsouris

Notes from a course on linear dynamics given by the author at the University of Da Nang in January 2024.

Dynamical Systems · Mathematics 2025-03-03 C. A. Morales

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

This talk will review a little over a decade's research on applying certain stochastic models to biological sequence analysis. The models themselves have a longer history, going back over 30 years, although many novel variants have arisen…

Probability · Mathematics 2007-05-23 T. P. Speed

We explore the connection between a stochastic simulation model and an ordinary differential equations (ODEs) model of the dynamics of an excitable gene circuit that exhibits noise-induced oscillations. Near a bifurcation point in the ODE…

Molecular Networks · Quantitative Biology 2012-04-26 Robert C. Hilborn , Benjamin Brookshire , Jenna Mattingly , Anusha Purushotham , Anuraag Sharma

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

Populations and Evolution · Quantitative Biology 2013-05-30 Jacek Miekisz

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

The purpose of these notes is to distribute, mostly without proofs, fundamental definitions and results concerning the theory of semimartingales and stochastic integration. The material serves as a foundational guide for those interested in…

Probability · Mathematics 2025-01-03 Mark van den Bosch

This paper explores stochastic modeling approaches to elucidate the intricate dynamics of stock prices and volatility in financial markets. Beginning with an overview of Brownian motion and its historical significance in finance, we delve…

History and Overview · Mathematics 2024-05-03 Aashrit Cunchala

Discrete-state stochastic models are a popular approach to describe the inherent stochasticity of gene expression in single cells. The analysis of such models is hindered by the fact that the underlying discrete state space is extremely…

Analysis of PDEs · Mathematics 2021-01-28 Pavel Kurasov , Delio Mugnolo , Verena Wolf

This is a non-standard paper, containing some problems, mainly in model theory, which I have, in various degrees, been interested in. Sometimes with a discussion on what I have to say; sometimes, of what makes them interesting to me,…

Logic · Mathematics 2007-05-23 Saharon Shelah

We present a detailed account of the technical aspects of stochastic quantum molecular dynamics, an approach introduced recently by the authors [H. Appel and M. Di Ventra, Phys. Rev. B 80 212303 (2009)] to describe coupled electron-ion…

Materials Science · Physics 2012-12-27 Heiko Appel , Massimiliano Di Ventra

In Bhattacharya et al. (Science Advances, 2020), a set of chemical reactions involved in the dynamics of actin waves in cells was studied. Both at the microscopic level, where the individual chemical reactions are directly modelled using…

Analysis of PDEs · Mathematics 2023-02-01 Christian Hamster , Peter van Heijster

We consider a generational and continuous-time two-phase model of the cell cycle. The first model is given by a stochastic operator, and the second by a piecewise deterministic Markov process. In the second case we also introduce a…

Probability · Mathematics 2018-07-30 Katarzyna Pichór , Ryszard Rudnicki

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

These notes are based on a series of lectures given by the author at the Centre Bernoulli (EPFL) in July 2016. They aim at illustrating the importance of the mod-$\ell$ cohomology of Deligne--Lusztig varieties in the modular representation…

Representation Theory · Mathematics 2017-05-24 Olivier Dudas

A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…

Statistical Mechanics · Physics 2020-10-28 Gabriel Morgado , Bogdan Nowakowski , Annie Lemarchand

Modern generative modeling is dominated by transport from a noise prior to data. We propose an alternative paradigm in which generation is performed by a discrete stochastic dynamics that leaves the data distribution invariant, initialized…

Machine Learning · Computer Science 2026-05-11 Eshed Gal , Md Shahriar Rahim Siddiqui , Moshe Eliasof , Eldad Haber

While noise is generally associated with uncertainties and often has a negative connotation in engineering, living organisms have evolved to adapt to (and even exploit) such uncertainty to ensure the survival of a species or implement…

Molecular Networks · Quantitative Biology 2022-09-29 Corentin Briat , Mustafa Khammash