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A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…

Probability · Mathematics 2008-12-18 Carenne Ludeña

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a…

Statistical Mechanics · Physics 2015-06-23 H. Safdari , A. V. Chechkin , G. R. Jafari , R. Metzler

Studies of the human brain during natural activities, such as locomotion, would benefit from the ability to image deep brain structures during these activities. While Positron Emission Tomography (PET) can image these structures, the bulk…

Robotics · Computer Science 2023-11-30 Junxiang Wang , Iulian I. Iordachita , Peter Kazanzides

Animal movement studies have become ubiquitous in animal ecology for estimation of space use and analysis of movement behavior. In these studies, animal movement data are primarily collected at regular time intervals. We propose an…

Applications · Statistics 2019-11-13 Elizabeth Eisenhauer , Ephraim Hanks

1. Movement is the primary means by which animals obtain resources and avoid hazards. Most movement exhibits directional bias that is related to environmental features (taxis), such as the location of food patches, predators, ocean…

Quantitative Methods · Quantitative Biology 2021-07-30 Ron R. Togunov , Andrew E. Derocher , Nicholas J. Lunn , Marie Auger-Méthé

One of the central interests of animal movement ecology is relating movement characteristics to behavioural characteristics. The traditional discrete-time statistical tool for inferring unobserved behaviours from movement data is the hidden…

Applications · Statistics 2019-05-30 Ethan Lawler , Kim Whoriskey , William H. Aeberhard , Chris Field , Joanna Mills Flemming

Vital rates such as survival and recruitment have always been important in the study of population and community ecology. At the individual level, physiological processes such as energetics are critical in understanding biomechanics and…

Applications · Statistics 2020-02-03 Mevin B. Hooten , Henry R. Scharf , Juan M. Morales

A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…

Probability · Mathematics 2024-08-13 Masakiyo Miyazawa

We study a generalized geometric Brownian motion framework that incorporates both entries of new units and exit mechanisms for the current population, extending earlier stochastic resetting models where these rates are treated as identical.…

General Economics · Economics 2026-05-20 Suvam Pal , Viktor Stojkoski , Arnab Pal , Trifce Sandev

Multi-state capture-recapture data comprise individual-specific sighting histories together with information on individuals' states related, for example, to breeding status, infection level, or geographical location. Such data are often…

Applications · Statistics 2023-11-16 Sina Mews , Roland Langrock , Ruth King , Nicola Quick

Collective behavior in animals has long been modeled through self-propelled particle models, which reproduce striking group-level phenomena through abstract interaction forces. Yet these models are fundamentally descriptive: they leave open…

Robotics · Computer Science 2026-05-19 Vito Mengers , Bao Duc Cao , Oliver Brock

Partial observability and uncertainty are common problems in sequential decision-making that particularly impede the use of formal models such as Markov decision processes (MDPs). However, in practice, agents may be able to employ costly…

Machine Learning · Computer Science 2023-12-19 Merlijn Krale , Thiago D. Simão , Jana Tumova , Nils Jansen

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet

We describe the design and implementation of two low-cost, low-weight, radiotelemetry systems to measure the movement of small animals in a dense forest, where satellite positioning systems are unreliable and the attenuation of the…

Quantitative Methods · Quantitative Biology 2025-07-28 Laila Kazimierski , Guillermo Abramson , Nicolás Catalano

Understanding primate behavior is a mission-critical goal of both biology and biomedicine. Despite the importance of behavior, our ability to rigorously quantify it has heretofore been limited to low-information measures like preference,…

Quantitative Methods · Quantitative Biology 2021-09-01 Benjamin Hayden , Hyun Soo Park , Jan Zimmermann

Multi-object tracking (MOT) is the problem of tracking the state of an unknown and time-varying number of objects using noisy measurements, with important applications such as autonomous driving, tracking animal behavior, defense systems,…

Machine Learning · Computer Science 2022-02-17 Juliano Pinto , Georg Hess , William Ljungbergh , Yuxuan Xia , Henk Wymeersch , Lennart Svensson

Movement-based indices such as moves per minute (MPM) and proportion time moving (PTM) are common methodologies to quantify foraging behaviour. Hundreds of studies have reported these indices without specifying the temporal resolution of…

Quantitative Methods · Quantitative Biology 2018-12-03 Michael Kalyuzhny , Tom Haran , Dror Hawlena

We consider mark-recapture-recovery (MRR) data of animals where the model parameters are a function of individual time-varying continuous covariates. For such covariates, the covariate value is unobserved if the corresponding individual is…

Methodology · Statistics 2013-12-02 Roland Langrock , Ruth King

We consider the estimation of the drift and the level sets of the stationary distri- bution of a Brownian motion with drift, reflected in the boundary of a compact set $S\subset R^d$ , departing from the observation of a trajectory of this…

Statistics Theory · Mathematics 2018-10-30 Alejandro Cholaquidis , Ricardo Fraiman , Ernesto Mordecki , Cecilia Papalardo

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij
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