Related papers: Yaglom limit for Stochastic Fluid Models
In this study, spatial stochastic and logistic model (SSLM) describing dynamics of a population of a certain species was analysed. The behaviour of the extinction threshold as a function of model parameters was studied. More specifically,…
A theoretical and numerical study of complex sliding flows of yield-stress fluids is presented. Yield-stress fluids are known to slide over solid surfaces if the tangential stress exceeds the {\it sliding yield stress}. The sliding may…
Routing mechanisms for stochastic networks are often designed to produce state space collapse (SSC) in a heavy-traffic limit, i.e., to confine the limiting process to a lower-dimensional subset of its full state space. In a fluid limit, a…
We establish the anomalous mean dissipation rate of energy in the inviscid limit for a stochastic shell model of turbulent fluid flow. The proof relies on viscosity independent bounds for stationary solutions and on establishing ergodic and…
This work exhibits a novel phase transition for the classical stochastic block model (SBM). In addition we study the SBM in the corresponding near-critical regime, and find the scaling limit for the component sizes. The two-parameter…
We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…
In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations…
Community bail funds (CBFs) assist individuals who have been arrested and cannot afford bail, preventing unnecessary pretrial incarceration along with its harmful or sometimes fatal consequences. By posting bail, CBFs allow defendants to…
We investigate fluid scaling of single server queueing systems under the shortest job first with aging (SJFA) scheduling policy. We use the measure-valued Skorokhod map to characterize the fluid limit for SJFA queues with a general aging…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
A method to bound the maximum energy perturbation for which regional stability of transitional fluid flow models can be guaranteed is introduced. The proposed method exploits the fact that the fluid model's nonlinearities are both lossless…
Continuous-time generative models, such as Flow Matching (FM), construct probability paths to transport between one distribution and another through the simulation-free learning of the neural ordinary differential equations (ODEs). During…
This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…
In statistical problems, a set of parameterized probability distributions is used to estimate the true probability distribution. If Fisher information matrix at the true distribution is singular, then it has been left unknown what we can…
We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…
A new class of models, generalizing Asymmetric Exclusion Process for many parallel interacting channels, is proposed. We couple the models with boundary reservoirs, study boundary-driven phase transitions and show that usually taken…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
We define am axiomatic timeless framework for asynchronous distributed systems, together with well-formedness and consistency axioms, which unifies and generalizes the expressive power of current approaches. 1) It combines classic…