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Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales

These lecture notes introduce some topics of classical statistical physics, particularly those that are relevant for neural networks and deep learning. Statistical physics is treated as a branch of probability theory or statistics, with the…

Disordered Systems and Neural Networks · Physics 2026-05-12 Olaf Hohm

We first prove some general results on pathwise uniqueness, comparison property and existence of nonnegative strong solutions of stochastic equations driven by white noises and Poisson random measures. The results are then used to prove the…

Probability · Mathematics 2012-04-12 Donald A. Dawson , Zenghu Li

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…

Populations and Evolution · Quantitative Biology 2015-05-05 Igor Sazonov , Mark Kelbert

In this paper we study a class of stochastic individual-based models that describe the evolution of haploid populations where each individual is characterised by a phenotype and a genotype. The phenotype of an individual determines its…

Probability · Mathematics 2017-08-07 Martina Baar , Anton Bovier

We consider the problem of estimating the parameters of a supercritical controlled branching process consistently from a single observed trajectory of population size counts. Our goal is to establish which parameters can and cannot be…

Probability · Mathematics 2025-08-19 Peter Braunsteins , Sophie Hautphenne , James Kerlidis

We consider an exponentially growing population of cells undergoing mutations and ask about the effect of reproductive fluctuations (genetic drift) on its long-term evolution. We combine first step analysis with the stochastic dynamics of a…

Populations and Evolution · Quantitative Biology 2022-03-14 Arman Angaji , Christoph Velling , Johannes Berg

Population rate or activity equations are the foundation of a common approach to modeling for neural networks. These equations provide mean field dynamics for the firing rate or activity of neurons within a network given some connectivity.…

Neurons and Cognition · Quantitative Biology 2009-05-15 Michael A. Buice , Jack D. Cowan , Carson C. Chow

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

Methodology · Statistics 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto

We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…

Machine Learning · Statistics 2016-05-16 Anastasis Georgoulas , Jane Hillston , Guido Sanguinetti

A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…

Condensed Matter · Physics 2007-05-23 Maxi San Miguel , Raul Toral

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

Physics Education · Physics 2025-09-16 Matyas Barczy , Imre Kocsis , Csaba Gábor Kézi

Networks serve as a tool used to examine the large-scale connectivity patterns in complex systems. Modelling their generative mechanism nonparametrically is often based on step-functions, such as the stochastic block models. These models…

Methodology · Statistics 2024-01-11 Arthur Verdeyme , Sofia C. Olhede

To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…

Artificial Intelligence · Computer Science 2009-03-09 Toby Walsh

A stochastic model for the evolution of a growing population is proposed, in order to explain empirical power-law distributions in the frequency of family names as a function of the family size. Preliminary results show that the predicted…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Damian H. Zanette , Susanna C. Manrubia

These lectures contain a brief description of evolutionary models inspired by the statistical mechanics of disordered systems. After an introduction describing the Darwinian paradigm of evolving populations, the deterministic quasispecies…

Disordered Systems and Neural Networks · Physics 2007-05-23 Luca Peliti

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…

Probability · Mathematics 2012-11-29 Nicolas Champagnat , Amaury Lambert , Mathieu Richard

Consider a continuous-time binary branching process conditioned to have population size n at some time t, and with a chance p for recording each extinct individual in the process. Within the family tree of this process, we consider the…

Probability · Mathematics 2007-05-23 Lea Popovic

The firing dynamics of biological neurons in mathematical models is often determined by the model's parameters, representing the neurons' underlying properties. The parameter estimation problem seeks to recover those parameters of a single…

Neurons and Cognition · Quantitative Biology 2022-10-05 Long Le , Yao Li
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