Related papers: Stochastic decompositions in bivariate risk and qu…

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Biochemical pathways emerge from a series of Brownian collisions between various types of biological macromolecules within separate cellular compartments and in highly viscous cytosol. Functioning of biochemical networks suggests that such…

Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…

We study stochastic transport of interacting particles on a disordered network described by the random comb geometry. The model is defined on a one-dimensional backbone from which branches of random lengths emanate, providing a minimal…

We call a multidimensional distribution to be decomposable with respect to a partition of two sets of coordinates if the original distribution is the product of the marginal distributions associated with these two sets. We focus on the…

Decoupling multivariate polynomials is useful for obtaining an insight into the workings of a nonlinear mapping, performing parameter reduction, or approximating nonlinear functions. Several different tensor-based approaches have been…

We consider joint inversion for two or more unknown parameters from observational data in the Bayesian framework. Standard approaches often either treat the parameters as independent or impose structural similarity through regularisation…

After summarizing basic features of self-organization such as entropy export, feedbacks and nonlinear dynamics, we discuss several examples in biology. The main part of the paper is devoted to a model of active Brownian motion that allows a…

We use computer simulations to study the onset of collective motion in systems of interacting active particles. Our model is a swarm of active Brownian particles with internal energy depot and interactions inspired by the dissipative…

The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir as well as two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For…

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multi-centre trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal…

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…

We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…

We provide a detailed derivation of a recently developed first-principles approach to calculating averages in systems of interacting, spherical Brownian particles under time-dependent flow. Although we restrict ourselves to flows which are…