Related papers: On telegraph processes, their first passage times …
Feature tracking is a common task in visualization applications, where methods based on topological data analysis (TDA) have successfully been applied in the past for feature definition as well as tracking. In this work, we focus on…
Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…
We generalize previous studies on critical phenomena in communication networks by adding computational capabilities to the nodes to better describe real-world situations such as cloud computing. A set of tasks with random origin and…
Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…
Encouraged by the study of extremal limits for sums of the form $$\lim_{N\to\infty}\frac{1 }{N}\sum_{n=1}^N c(x_n,y_n)$$ with uniformly distributed sequences $\{x_n\},\,\{y_n\}$ the following extremal problem is of interest…
The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets…
A distribution shift can have fundamental consequences such as signaling a change in the operating environment or significantly reducing the accuracy of downstream models. Thus, understanding distribution shifts is critical for examining…
We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…
The graph transformation approach is a recently proposed method for computing mean first passage times, rates, and committor probabilities for kinetic transition networks. Here we compare the performance to existing linear algebra methods,…
The concept of entropy rate for a dynamical process on a graph is introduced. We study diffusion processes where the node degrees are used as a local information by the random walkers. We describe analitically and numerically how the degree…
We generalize the concept of extremal index of a stationary random sequence to the series scheme of identically distributed random variables with random series sizes tending to infinity in probability. We introduce new extremal indices…
-We have performed a new efficient method to calculate numerically the transport coefficients at high temperature. The collision theory was treated to study singularities that occur when evaluating the collision cross section. The transport…
As the speed and the dynamic range of computer networks evolve, the issue of efficient traffic management becomes increasingly important. This work describes an approach to traffic management using explicit rate information provided to the…
We study in this paper optimal mass transport over a strongly connected, directed graph on a given discrete time interval. Differently from previous literature, we do not assume full knowledge of the initial and final goods distribution…
We model the transmission of a message on the complete graph with n vertices and limited resources. The vertices of the graph represent servers that may broadcast the message at random. Each server has a random emission capital that…
The aim of this textbook is to provide students with basic knowledge of stochastic models that may apply to telecommunications research areas, such as traffic modelling, resource provisioning and traffic management. These study areas are…
Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…
We report the first analytical calculation of the distribution of the time headways in some special cases of a particle-hopping model of vehicular traffic on idealized single-lane highways and compare with the corresponding results of our…
This paper presents convergence acceleration, a method for computing efficiently the limit of numerical sequences as a typical application of streams and higher-order functions.
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…