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Many natural phenomena exhibit power law behaviour in the distribution of event size. This scaling is successfully reproduced by Self Organized Criticality (SOC). On the other hand, temporal occurrence in SOC models has a Poisson-like…

Statistical Mechanics · Physics 2009-11-11 Eugenio Lippiello , Lucilla de Arcangelis , Cataldo Godano

We introduce two models for multi-type random trees motivated by studies of trait dependence in the evolution of species. Our discrete time model, the multi-type ERM tree, is a generalization of Markov propagation models on a random tree…

Probability · Mathematics 2020-12-29 Lea Popovic , Mariolys Rivas

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…

Machine Learning · Computer Science 2012-12-18 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

In this work we model the dynamics of a population that evolves as a continuous time branching process with a trait structure and ecological interactions in form of mutations and competition between individuals. We generalize existing…

Probability · Mathematics 2020-10-19 Gabriel Berzunza , Anja Sturm , Anita Winter

We consider nonequilibrium transport in a simple chain of identical mechanical cells in which particles move around. In each cell, there is a rotating disc, with which these particles interact, and this is the only interaction in the model.…

Statistical Mechanics · Physics 2008-07-15 Jean-Pierre Eckmann , Carlos Mejia-Monasterio , Emmanuel Zabey

We consider killed Markov decision processes for countable models on a finite time-interval. Existence of a uniform $\varepsilon$-optimal policy is proven. We show the correctness of the fundamental equation. The optimal control problem is…

Optimization and Control · Mathematics 2013-04-10 Nestor Parolya , Yaroslav Yeleyko

A few of evolving models in hypernetworks have been proposed based on uniform growth. In order to better depict the growth mechanism and competitive aspect of real hypernetworks, we propose a model in term of the non-uniform growth. Besides…

Physics and Society · Physics 2015-03-25 Jin-Li Guo , Qi Suo

Lymphocyte populations, stimulated in vitro or in vivo, grow as cells divide. Stochastic models are appropriate because some cells undergo multiple rounds of division, some die, and others of the same type in the same conditions do not…

Cell Behavior · Quantitative Biology 2021-12-02 Giulia Belluccini , Martín López-García , Grant Lythe , Carmen Molina-París

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

Methodology · Statistics 2019-05-20 Michele Nguyen , Almut E. D. Veraart

We present a wave-memory driven system that exhibits intermittent switching between two propulsion modes in free space. The model is based on a point-like particle emitting periodically cylindrical standing waves. Submitted to a force…

Statistical Mechanics · Physics 2019-09-11 Maxime Hubert , Stéphane Perrard , Matthieu Labousse , Nicolas Vandewalle , Yves Couder

Cell populations invade through a combination of proliferation and motility. Proliferation depends on the internal timing of cell division: how long cells take to complete the cell cycle. This timing varies substantially within (and across)…

Cell Behavior · Quantitative Biology 2025-11-26 Stéphanie M. C. Abo , Ruth E. Baker

Long memory in the sense of slowly decaying autocorrelations is a stylized fact in many time series from economics and finance. The fractionally integrated process is the workhorse model for the analysis of these time series. Nevertheless,…

Econometrics · Economics 2023-09-22 Uwe Hassler , Marc-Oliver Pohle

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short…

Machine Learning · Computer Science 2018-12-11 Lahiru Jayasinghe , Tharaka Samarasinghe , Chau Yuen , Jenny Chen Ni Low , Shuzhi Sam Ge

We consider a nonlinear coupled discrete-time model of population dynamics. This model describes the movement of populations within a heterogeneous landscape, where the growth of subpopulations are modelled by (possibly different) bounded…

Dynamical Systems · Mathematics 2024-05-08 Blake McGrane-Corrigan , Oliver Mason , Rafael de Andrade Moral

Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…

Machine Learning · Computer Science 2020-01-10 Dieterich Lawson , George Tucker , Bo Dai , Rajesh Ranganath

What dynamics govern a time series representing the appearance of words in social media data? In this paper, we investigate an elementary dynamics, from which word-dependent special effects are segregated, such as breaking news, increasing…

Physics and Society · Physics 2017-07-31 Hayafumi Watanabe

This paper develops a framework to study the statistical power of revealed-preference tests. With randomly sampled budgets and mild smoothness of demand, statistical learning implies that any model consistent with the data must approximate…

Theoretical Economics · Economics 2026-02-12 Charles Gauthier , Raghav Malhotra , Agustin Troccoli Moretti

In a recent paper by Cabrera et al (Chaos, Solitons and Fractals 2021 146 110876), a linearization of DRM differences equation, (Delayed Regulation Model), has been proposed as a scheme to explain transfer of energy through different scales…

Statistical Mechanics · Physics 2023-09-07 Juan S. Medina-Alvarez

Recent studies have identified long-range dependence as a key feature in the dynamics of both mortality and interest rates. Building on this insight, we develop a novel bi-variate stochastic framework based on mixed fractional Brownian…

Risk Management · Quantitative Finance 2025-08-26 Kenneth Q. Zhou , Hongjuan Zhou
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