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The goal of this article is to contribute towards the conceptual and quantitative understanding of the evolutionary benefits for (microbial) populations to maintain a seed bank (consisting of dormant individuals) when facing fluctuating…

Probability · Mathematics 2024-07-02 Jochen Blath , Felix Hermann , Martin Slowik

Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of L\'evy…

General Finance · Quantitative Finance 2011-12-12 Andrea Macrina , Priyanka A. Parbhoo

We propose an extension of the classical $\Lambda$-Fleming-Viot model to intrinsically varying population sizes. During events, instead of replacing a proportion of the population, a random mass dies and a, possibly different, random mass…

Probability · Mathematics 2023-11-13 Julian Kern , Bastian Wiederhold

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

Probability · Mathematics 2018-05-23 Gennady Samorodnitsky , Yizao Wang

Classical rich-get-richer models have found much success in being able to broadly reproduce the statistics and dynamics of diverse real complex systems. These rich-get-richer models are based on classical urn models and unfold step-by-step…

Physics and Society · Physics 2018-07-04 David Rushing Dewhurst , Christopher M. Danforth , Peter Sheridan Dodds

Recent analysis of social communications among humans has revealed that the interval between interactions for a pair of individuals and for an individual often follows a long-tail distribution. We investigate the effect of such a…

Physics and Society · Physics 2011-09-28 Taro Takaguchi , Naoki Masuda

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Applications · Statistics 2016-11-25 Deepesh Bhati , Mohd. Aamir Malik

We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation…

General Finance · Quantitative Finance 2018-07-05 Victor E. Gluzberg , Yuri A. Katz

Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…

Machine Learning · Computer Science 2021-06-07 Peter A. Wijeratne , Daniel C. Alexander

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…

Physics and Society · Physics 2015-09-30 Trevor Fenner , Mark Levene , George Loizou

We consider a periodic extension of the classical Kingman non-linear model (Kingman, 1978) for the balance between selection and mutation in a large population. In the original model, the fitness distribution of the population is modeled by…

Probability · Mathematics 2024-05-24 Camille Coron , Olivier Hénard

A series of recent works studying a database of chronologically sorted chess games --containing 1.4 million games played by humans between 1998 and 2007-- have shown that the popularity distribution of chess game-lines follows a Zipf's law,…

Physics and Society · Physics 2017-02-08 Ana L. Schaigorodsky , Juan I. Perotti , Orlando V. Billoni

We consider a continuum version of a previously introduced and numerically studied model of macroevolution (PRL 75, 2055, (1995)) in which agents evolve by an optimization process in a rugged fitness landscape and die due to their…

Biological Physics · Physics 2009-10-30 Paolo Sibani

It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in…

Populations and Evolution · Quantitative Biology 2018-04-09 Robin Nicole , Peter Sollich , Tobias Galla

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric…

Machine Learning · Computer Science 2025-06-13 Andrei V. Konstantinov , Vlada A. Efremenko , Lev V. Utkin

We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…

Applications · Statistics 2015-11-06 Francisco J. Rubio , Yili Hong

We study a family of selection-mutation models of a sexual population structured by a phenotypical trait. The main feature of these models is the asymmetric trait heredity or fecundity between the parents : we assume that each individual…

Analysis of PDEs · Mathematics 2022-04-11 Benoît Perthame , Martin Strugarek , Cécile Taing

We introduce simplicial persistence, a measure of time evolution of network motifs in subsequent temporal layers. We observe long memory in the evolution of structures from correlation filtering, with a two regime power law decay in the…

Statistical Finance · Quantitative Finance 2020-09-21 Jeremy D. Turiel , Paolo Barucca , Tomaso Aste