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We propose a novel approach for quantifying deviations from Gaussianity by leveraging the permutation Jensen-Shannon distance. Using stable distributions as a flexible framework, we analyze the effects of skewness and heavy tails in…

Physics and Society · Physics 2025-03-31 Felipe Olivares , Massimiliano Zanin

The aerial flocking of birds, or murmurations, has fascinated observers while presenting many challenges to behavioral study and simulation. We examine how the periphery of murmurations remain well bounded and cohesive. We also investigate…

Quantitative Methods · Quantitative Biology 2024-07-22 Rama Carl Hoetzlein

Many dynamical systems in the real world are naturally described by latent states with intrinsic orderings, such as "ally", "neutral", and "enemy" relationships in international relations. These latent states manifest through countries'…

Machine Learning · Statistics 2023-02-28 Niklas Stoehr , Benjamin J. Radford , Ryan Cotterell , Aaron Schein

This paper proposes a parametric approach for stochastic modeling of limit order markets. The models are obtained by augmenting classical perfectly liquid market models by few additional risk factors that describe liquidity properties of…

Trading and Market Microstructure · Quantitative Finance 2010-06-24 Pekka Malo , Teemu Pennanen

A popular branch of stochastic network calculus (SNC) utilizes moment-generating functions (MGFs) to characterize arrivals and services, which enables end-to-end performance analysis. However, existing traffic models for SNC cannot…

Networking and Internet Architecture · Computer Science 2023-06-09 Qingqing Yang , Xi Peng , Huiwen Yang , Gong Zhang , Bo Bai

Accurate motion prediction of surrounding traffic participants is crucial for the safe and efficient operation of automated vehicles in dynamic environments. Marginal prediction models commonly forecast each agent's future trajectories…

Computer Vision and Pattern Recognition · Computer Science 2025-07-08 Fabian Konstantinidis , Ariel Dallari Guerreiro , Raphael Trumpp , Moritz Sackmann , Ulrich Hofmann , Marco Caccamo , Christoph Stiller

This study presents a real-time guidance strategy for an unmanned aerial vehicles (UAVs) that can be used to enhance their flight endurance by utilizing {\sl insitu} measurements of wind speeds and wind gradients. In these strategies,…

Optimization and Control · Mathematics 2015-01-30 Kamran Turkoglu

This paper presents a modeling approach to infer scheduling and routing patterns from digital freight transport activity data for different freight markets. We provide a complete modeling framework including a new discrete-continuous…

Machine Learning · Computer Science 2023-11-28 Ali Nadi , Lóránt Tavasszy , J. W. C. van Lint , Maaike Snelder

The long waiting time at airport security has become an emergent issue as demand for air travel continues to grow. Not only does queuing at security cause passengers to miss their flights, but also reduce the amount of time passengers spend…

Systems and Control · Electrical Eng. & Systems 2025-05-12 Shangqing Cao , Aparimit Kasliwal , Huangyi Zheng , Masoud Reihanifar , Francesc Robuste , Mark Hansen

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing accuracy much, which…

Numerical Analysis · Mathematics 2019-10-04 Youngsoo Choi , Peter Brown , Bill Arrighi , Robert Anderson

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

We study finite-time mixing in time-periodic open flow systems. We describe the transport of densities in terms of a transfer operator, which is represented by the transition matrix of a finite-state Markov chain. The transport processes in…

Fluid Dynamics · Physics 2022-05-05 Anna Klünker , Kathrin Padberg-Gehle , Jean-Luc Thiffeault

This paper approaches the application of the waiting model with Poisson inputs and priorities in the port activity. The arrival of ships in the maritime terminal is numerically modelled, and specific parameters for the distribution…

Performance · Computer Science 2019-03-28 Gh. Miscoi , A. Costea , R. I. Ţicu , C. Pomazan

The non-Markovian stochastic dynamics involving Levy flights and a potential in the form of a harmonic and non-linear oscillator is discussed. The subordination technique is applied and the memory effects, which are nonhomogeneous, are…

Statistical Mechanics · Physics 2015-07-21 Tomasz Srokowski

The variational principle for conformational dynamics has enabled the systematic construction of Markov state models through the optimization of hyperparameters by approximating the transfer operator. In this note we discuss why lag time of…

Biomolecules · Quantitative Biology 2019-11-26 Brooke E. Husic , Vijay S. Pande

We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…

Chaotic Dynamics · Physics 2007-05-23 M. Abel , K. H. Andersen , G. Lacorata

Recently, an unmanned aerial vehicle (UAV), as known as drone, has become an alternative means of package delivery. Although the drone delivery scheduling has been studied in recent years, most existing models are formulated as a single…

Signal Processing · Electrical Eng. & Systems 2019-08-21 Suttinee Sawadsitang , Dusit Niyato , Puay Siew Tan , Sarana Nutanong

Optimal operation of a country's air transport infrastructure plays a major role in the economic development of nations. Due to the increasing use of air transportation in today's world, flights' boarding times have become a concern for…

Multiagent Systems · Computer Science 2018-06-14 Javier Enciso , Juan Vargas , Pablo Martínez

This study delves into the predictability of atmospheric blocking, zonal, and transition patterns utilizing a simplified coupled model. Initially, we comprehensively scrutinize the model's responses to environmental parameters like solar…

Atmospheric and Oceanic Physics · Physics 2023-10-09 Anupama K Xavier , Jonathan Demaeyer , Stéphane Vannitsem

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari