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This paper delves into the impact of natural disasters on affected populations and underscores the imperative of reducing disaster-related fatalities through proactive strategies. On average, approximately 45,000 individuals succumb…

Applications · Statistics 2023-09-19 Giacomo Ascione , Michele Bufalo , Giuseppe Orlando

We explore a simple mathematical model of network computation, based on Markov chains. Similar models apply to a broad range of computational phenomena, arising in networks of computers, as well as in genetic, and neural nets, in social…

Information Retrieval · Computer Science 2009-04-18 Dusko Pavlovic

We present two methodologies on the estimation of rating transition probabilities within Markov and non-Markov frameworks. We first estimate a continuous-time Markov chain using discrete (missing) data and derive a simpler expression for…

Risk Management · Quantitative Finance 2020-02-04 Marius Pfeuffer , Goncalo dos Reis , Greig smith

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

The uncertainty quantification and risk modeling are hot topics in the operation and planning of energy systems. The system operators and planners are decision-makers that need to handle the uncertainty of input data of their models. As an…

Systems and Control · Electrical Eng. & Systems 2019-12-03 Majid Majidi , Behnam Mohammadi-Ivatlooa , Alireza Soroudi

We introduce a class of continuous-time bivariate phase-type distributions for modeling dependencies from common shocks. The construction uses continuous-time Markov processes that evolve identically until an internal common-shock event,…

Statistics Theory · Mathematics 2025-12-01 Martin Bladt , Oscar Peralta , Jorge Yslas

During and after disasters, highways provide vital routes for emergency services, relief efforts, and evacuation activities. Thus, a timely and reliable assessment of disaster impacts on highways is critical for decision-makers to quickly…

Social and Information Networks · Computer Science 2019-09-10 Yudi Chen , Qi Wang , Wenying Ji

Resilience has emerged as a crucial concept for evaluating structural performance under disasters because of its ability to extend beyond traditional risk assessments, accounting for a system's ability to minimize disruptions and maintain…

Applications · Statistics 2024-04-23 Taeyong Kim , Sang-ri Yi

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Raktim Bhattacharya

Many complex systems change their structure over time, in these cases dynamic networks can provide a richer representation of such phenomena. As a consequence, many inference methods have been generalized to the dynamic case with the aim to…

Social and Information Networks · Computer Science 2023-10-25 Hadiseh Safdari , Martina Contisciani , Caterina De Bacco

In this paper, we study the performance of detectors in a diffusive molecular communication environment where steady uniform flow is present. We derive the expected number of information molecules to be observed in a passive spherical…

Information Theory · Computer Science 2014-10-17 Adam Noel , Karen C. Cheung , Robert Schober

Hidden information emerges under impulse interactions with Markov diffusion process modeling interactive random environment. Impulse yes no action cuts Markov correlations revealing Bit of hidden information connected correlated states.…

Adaptation and Self-Organizing Systems · Physics 2019-05-16 Vladimir S. Lerner

Dynamics of information flow in adaptively interacting stochastic processes is studied. We give an extended form of game dynamics for Markovian processes and study its behavior to observe information flow through the system. Examples of the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Yuzuru Sato , Nihat Ay

Holistic analysis of many real-world problems are based on data collected from multiple sources contributing to some aspect of that problem. The word fusion has also been used in the literature for such problems involving disparate data…

Databases · Computer Science 2016-11-08 Abhishek Santra , Sanjukta Bhowmick , Sharma Chakravarthy

Physical risks, such as droughts, floods, rising temperatures, earthquakes, infrastructure failures, and geopolitical conflicts, can ripple through global supply chains, raising costs, and constraining production across industries.…

Physics and Society · Physics 2025-04-25 Jichu Han , Lina Wang , Richard Bookstaber , Dhruv Sharma

Fundamental to many transportation network studies, traffic flow models can be used to describe traffic dynamics determined by drivers' car-following, lane-changing, merging, and diverging behaviors. In this study, we develop a…

Dynamical Systems · Mathematics 2013-07-31 Wen-Long Jin

Theoretical frameworks to estimate the tolerance of metabolic networks to various failures are important to evaluate the robustness of biological complex systems in systems biology. In this paper, we focus on a measure for robustness in…

Molecular Networks · Quantitative Biology 2011-10-18 Kazuhiro Takemoto , Takeyuki Tamura , Yang Cong , Wai-Ki Ching , Jean-Philippe Vert , Tatsuya Akutsu

Reference information plays an essential role for making decisions under uncertainty, yet may vary across multiple data sources. In this paper, we study resource allocation in stochastic dynamic environments, where we perform information…

Optimization and Control · Mathematics 2024-11-05 Yanru Guo , Bo Zhou , Ruiwei Jiang , Xi , Yang , Siqian Shen

Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network. Classical coupling…

Probability · Mathematics 2014-12-09 Lasse Leskelä

As the society becomes more dependent on the presence of electricity, the resilience of the power systems gains more importance. This paper develops a decision support method for distribution system operators to restore electricity after an…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Onur Yigit Arpali , Ugur Can Yilmaz , Ebru Aydin Gol , Burcu Guldur Erkal , Murat Gol
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