Related papers: A max-type recursive model: some properties and op…

We introduce a toy model, which represents a simplified version of the problem of the depinning transition in the limit of strong disorder. This toy model can be formulated as a simple renormalization transformation for the probability…

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Ever since the advent of molecular biology in the 1970s, mechanical models have become the dogma in the field, where a "true" understanding of any subject is equated to a mechanistic description. This has been to the detriment of the…

The finite element solution of two-dimensional anisotropic diffusion problems is considered. A Delaunay-type mesh condition is developed for linear finite element approximations to satisfy a discrete maximum principle. The condition is…

X(5) is a paradigm for the structure at the critical point of a particular first-order phase transition for which the intrinsic energy surface has two degenerate minima separated by a low barrier. For a finite system, we show that the…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Methods of construction of Max-semi-selfdecompsable laws are given. Implications of this method in random time changed extremal processes are discussed. Max-autoregressive model is introduced and characterized using the…

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

We propose a multivariate framework for modeling dependent default times that extends the classical Cox process by incorporating both common and idiosyncratic shocks. Our construction uses c\`adl\`ag, increasing processes to model…

We describe a unified framework within which we can build survival models. The motivation for this work comes from a study on the prediction of relapse among breast cancer patients treated at the Curie Institute in Paris, France. Our focus…

We consider a model for substrate-depletion oscillations in genetic systems, based on a stochastic differential equation with a slowly evolving external signal. We show the existence of critical transitions in the system. We apply two…

In health cohort studies, repeated measures of markers are often used to describe the natural history of a disease. Joint models allow to study their evolution by taking into account the possible informative dropout usually due to clinical…

We propose a generalized extreme shock model with a possibly increasing failure threshold. While standard models assume that the crucial threshold for the system may only decrease over time, because of weakening shocks and obsolescence, we…

We consider a sequence of successively more restrictive definitions of abstraction for causal models, starting with a notion introduced by Rubenstein et al. (2017) called exact transformation that applies to probabilistic causal models,…

We suggest that the Hermitian matrix models with resonant tunneling may exhibit novel criticality. Some features of the proposed criticality are explored. In particular, we argue that the new critical point is connected with the first-order…

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…

We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs as well as random graphs, and investigate their relations to classical percolation theory, more particularly the impact of Bernoulli bond…

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

We present a model for evolution and extinction in large ecosystems. The model incorporates the effects of interactions between species and the influences of abiotic environmental factors. We study the properties of the model by approximate…

Conditional extreme value models have been introduced by Heffernan and Resnick (2007) to describe the asymptotic behavior of a random vector as one specific component becomes extreme. Obviously, this class of models is related to classical…