Related papers: The Steady-State Behavior of Multivariate Exponent…
Current questions in ecology revolve around instabilities in the dynamics on spatial networks and particularly the effect of node heterogeneity. We extend the Master Stability Function formalism to inhomogeneous biregular networks having…
Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
We consider a one-dimensional totally asymmetric exclusion process on a ring with extended inhomogeneities, consisting of several segments with different hopping rates. Depending upon the underlying inhomogeneity configurations and for…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…
The distribution of block maxima of sequences of independent and identically-distributed random variables is used to model extreme values in many disciplines. The traditional extreme value (EV) theory derives a closed-form expression for…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…
In preliminary analysis of control charts, one may encounter multiple shifts and/or outliers especially with a large number of observations. The following paper addresses this problem. A statistical model for detecting and estimating…
We study interacting particle systems driven by noise, modeling phenomena such as opinion dynamics. We are interested in systems that exhibit phase transitions i.e. non-uniqueness of stationary states for the corresponding McKean-Vlasov…
Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…
Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…
The behavior of active matter under confinement poses significant challenges due to the intricate coupling between dynamics near boundaries and those in the bulk. A defining feature of active matter systems is that a substantial portion of…
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…
This paper investigates the mathematical modeling and the stability of multi-lane traffic in the microscopic scale, studying a model based on two interaction terms. To do this we propose simple lane changing conditions and we study the…
We present a model for continuous cell culture coupling intra-cellular metabolism to extracellular variables describing the state of the bioreactor, taking into account the growth capacity of the cell and the impact of toxic byproduct…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a…