Related papers: Stochastic comparisons of series and parallel syst…
Both stochastic and PDE modeling approaches have been used and compared in various context in biology. Typically, stochastic models are easier to parameterize, can be used to integrate underlying biological phenomena, but hard to analyze…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
This work introduces hybrid stochastic differential equations with memory (mH-SDEs), a new class of stochastic systems where transition rates depend on the joint history of both Euclidean and discrete components. This extends existing…
We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We develop our copula for first order Markov series, and extend it to higher orders and multivariate series. We derive the copula of a…
We consider the problem of stochastic comparison of general Garch-like processes, for different parameters and different distributions of the innovations. We identify several stochastic orders that are propagated from the innovations to the…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
In this paper, we have studied the stochastic comparisons of the highest and lowest order statistics of exponentiated Gumble type-II distribution with three parameters. We have compared both the statistics by using three different…
We introduce an approach based on the Chapman-Kolmogorov equation to model heterogeneous stochastic circuits, namely, the circuits combining binary or multi-state stochastic memristive devices and continuum reactive components (capacitors…
Inspired by the paper Greenhalgh et al. [5] we investigate a class of two dimensional stochastic differential equations related to susceptible-infected-susceptible epidemic models with demographic stochasticity. While preserving the key…
In this paper we study the component structure of random graphs with independence between the edges. Under mild assumptions, we determine whether there is a giant component, and find its asymptotic size when it exists. We assume that the…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…
We propose a joint order-based scoring framework for causal structure learning of directed acyclic graph (DAG) models under heterogeneous data settings. We show that leveraging heterogeneity improves the accuracy of causal ordering…
The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.
We study the local scaling properties associated with straight line periodic orbits in homogeneous Hamiltonian systems, whose stability undergoes repeated oscillations as a function of one parameter. We give strong evidence of local scaling…
We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
We investigate the dynamics of a three-state stochastic lattice gas, consisting of holes and two oppositely "charged" species of particles, under the influence of an "electric" field, at zero total charge. Interacting only through an…
We derive exact equations for a broken scale invariance of the homogeneous electron gas HEG, and show that they lead to a closed non-linear integral equation for the density- density correlation function when evaluated to leading order in…