Related papers: The Steady-State Behavior of Multivariate Exponent…
We investigate the statistical stability of a class of dynamical systems semi-conjugate to pre-piecewise \textit{convex or expanding} maps with countably many branches. These systems naturally arise in the study of transformations with…
The segmentation of data into stationary stretches also known as multiple change point problem is important for many applications in time series analysis as well as signal processing. Based on strong invariance principles, we analyse data…
In this paper, a systematic study of the strong metric subregularity property of mappings is carried out by means of a variational tool, called steepest displacement rate. With the aid of this tool, a simple characterization of strong…
Recent studies has revealed that Microtubules (MTs) exhibit three transition states of growth, shrinkage and pause. In this paper, we first introduce a three states random evolution model as a framework for studying MTs dynamics in three…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
The aim of the present work is to investigate the performances of a specific Bayesian control chart used to compare two processes. The chart monitors the ratio of the percentiles of a key characteristic associated with the processes. The…
We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…
In this paper, we propose a novel antenna architecture called movable antenna (MA) to improve the performance of wireless communication systems. Different from conventional fixed-position antennas (FPAs) that undergo random wireless channel…
Critical transitions and tipping phenomena between two meta-stable states in stochastic dynamical systems are a significant scientific issue. In this work, we expand the methodology of identifying the most probable transition pathway…
This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…
Exponential Random Graph Models (ERGM) behave peculiar in large networks with thousand(s) of actors (nodes). Standard models containing two-star or triangle counts as statistics are often unstable leading to completely full or empty…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
The methodology named LIFE (Linear-in-Flux-Expressions) was developed with the purpose of simulating and analyzing large metabolic systems. With LIFE, the number of model parameters is reduced by accounting for correlations among the…
In this paper, we study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed parameters of the randomisation are small, then this dynamics has…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
We investigate some statistical and transport properties of the relativistic standard map. Through the Hamiltonian of a wave packet under an electric potential, we are able to obtain a relativistic version of the standard map, where there…
We study a class of dynamical multi-commodity flow networks in transportation networks. These are modeled as dynamical systems describing the evolution of the densities of a number of different commodities across the cells of a…
Deferrable load control is essential for handling the uncertainties associated with the increasing penetration of renewable generation. Model predictive control has emerged as an effective approach for deferrable load control, and has…
The dynamics of complex reactive schemes is known to deviate from the Mean Field (MF) theory when restricted on low dimensional spatial supports. This failure has been attributed to the limited number of species-neighbours which are…
We address the problem of online change detection in multivariate datastreams, and we introduce QuantTree Exponentially Weighted Moving Average (QT-EWMA), a nonparametric change-detection algorithm that can control the expected time before…