Related papers: Asymptotics of generalized P\'olya urns with non-l…
We consider a spatially inhomogeneous public goods game model with diffusion. By utilising a generalised Hamiltonian structure of the model we study the existence of global classical solutions as well as the large time behaviour: First, the…
Organisms are equipped with regulatory systems that display a variety of dynamical behaviours ranging from simple stable steady states, to switching and multistability, to oscillations. Earlier work has shown that oscillations in protein…
Asymptotic properties, both consistency and weak convergence, of estimators arising in a general class of dynamic recurrent event models are presented. The class of models take into account the impact of interventions after each event…
An empirical study of joint bivariate probability distribution of two consecutive price increments for a set of stocks at time scales ranging from one minute to thirty minutes reveals asymmetric structures with respect to the axes y=0, y=x,…
Based on empirical evidences and previous studies, we introduce and mathematically study a perception-driven model for the dynamics of buyer populations in markets of perishable goods. Buyer behaviours are driven partly by some loyalty to…
In this paper, we prove functional limit theorems for P\'olya urn processes whose number of draws and initial number of balls tend to infinity together. This is motivated by recent work of Borovkov [5], where they prove a functional limit…
We study the long-time asymptotics of a network of weakly reinforced P\'olya urns. In this system, which extends the WARM introduced by R. van der Hofstad et. al. (2016) to countable networks, the nodes fire at times given by a Poisson…
This tutorial article puts forth a framework to analyze the noncooperative strategic interactions among the members of a large population of bounded rationality agents. Our approach hinges on, unifies and generalizes existing methods and…
We present a toy model of opinion spreading in a society which combines a self-reinforcing mechanism with diffusion. The relative strength of these two mechanisms - called the affectability of the system - is a free parameter of the model.…
Consider an election where N seats are distributed among parties with proportions p_1,...,p_m of the votes. We study, for the common divisor and quota methods, the asymptotic distribution, and in particular the mean, of the seat excess of a…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
Elephant random walk is a special type of random walk that incorporates the memory of the past to determine its future steps. The probability of this walk taking a particular step (+1 or -1) at a time point, conditioned on the entire…
Social pressure is a key factor affecting the evolution of opinions on networks in many types of settings, pushing people to conform to their neighbors' opinions. To study this, the interacting Polya urn model was introduced by Jadbabaie et…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
Social networks often exert social pressure, causing individuals to adapt their expressed opinions to conform to their peers. An agent in such systems can be modeled as having a (true and unchanging) inherent belief while broadcasting a…
In this paper, a stochastic Gilpin-Ayala population model with regime switching and white noise is considered. All parameters are influenced by stochastic perturbations. The existence of global positive solution, asymptotic stability in…
Generalized Polya urn models have been used to model the establishment dynamics of a small founding population consisting of k different genotypes or strategies. As population sizes get large, these population processes are…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
In observational studies with time-to-event outcomes, the g-formula can be used to estimate a treatment effect in the presence of confounding factors. However, the asymptotic distribution of the corresponding stochastic process is…
In this paper, we study sufficient conditions for the emergence of asymptotic consensus and flocking in a certain class of non-linear generalised Cucker-Smale systems subject to multiplicative communication failures. Our approach is based…