Related papers: Stochastic Comparisons of Two-Units Repairable Sys…
In sorting literature, comparative statics for multidimensional assignment models with general output functions and input distributions is an important open question. We provide a complete theory of comparative statics for technological…
Exponential dichotomies play a central role in stability theory for dynamical systems. They allow to split the state space into two subspaces, where all trajectories in one subspace decay whereas all trajectories in the other subspace grow,…
We present an example of a single-server polling system with two queues and an adaptive service policy where the stability region depends on the expected values of all the primitives and also on a certain exponential moment of the…
This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…
The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…
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…
Usual approach to investigate the statistical properties of deterministically thermostated systems is to analyze the regime of the system motion. In this work the cumulant analysis is used to study the properties of the stationary…
Reversible Probabilistic Cellular Automata are a special class of automata whose stationary behavior is described by Gibbs-like measures. For those models the dynamics can be trapped for a very long time in states which are very different…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
The problem of demand inversion - a crucial step in the estimation of random utility discrete-choice models - is equivalent to the determination of stable outcomes in two-sided matching models. This equivalence applies to random utility…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…
We discuss two approaches to study the long-time behaviour and infinite-time behaviour of solutions for integrable hamiltonian systems under small stochastic perturbations. Then we compare these results with those for deterministic…
Integrating diagnosis and repair is particularly crucial when gaining sufficient information to discriminate between several candidate diagnoses requires carrying out some repair actions. A typical case is supply restoration in a faulty…
A classical sampling strategy for load balancing policies is power-of-two, where any server pair is sampled with equal probability. This does not cover practical settings with assignment constraints which force non-uniform sampling. While…
A binary renewal process is a stochastic process $\{X_n\}$ taking values in $\{0,1\}$ where the lengths of the runs of 1's between successive zeros are independent. After observing ${X_0,X_1,...,X_n}$ one would like to predict the future…
We examine the time dependent defect fluctuations and lifetimes for a bidisperse disordered assembly of Yukawa particles. At high temperatures, the noise spectrum of fluctuations is white and the coordination number lifetimes have a…
A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…