Related papers: Duration-dependent stochastic fluid processes and …
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
In this paper, a stochastic model with regime switching is developed for solar photo-voltaic (PV) power in order to provide short-term probabilistic forecasts. The proposed model for solar PV power is physics inspired and explicitly…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
We study the fluctuations of time-additive random observables in the stochastic dynamics of a system of $N$ non-interacting Ising spins. We mainly consider the case of all-to-all dynamics where transitions are possible between any two spin…
Stochastic dynamical systems have emerged as fundamental models across numerous application domains, providing powerful mathematical representations for capturing uncertain system behavior. In this paper, we address the problem of runtime…
Chemical reaction networks offer a natural nonlinear generalisation of linear Markov jump processes on a finite state-space. In this paper, we analyse the dynamical large deviations of such models, starting from their microscopic version,…
Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…
We present an approach based upon binary tree tensor network (BTTN) states for computing steady-state current statistics for a many-particle 1D ratchet subject to volume exclusion interactions. The ratcheted particles, which move on a…
In this paper a class of Ornstein--Uhlenbeck processes driven by compound Poisson processes is considered. The jumps arrive with exponential waiting times and are allowed to be two-sided. The jumps are assumed to form an iid sequence with…
The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…
A stochastic model for a super-position of uncorrelated pulses with a random distribution of and correlations between amplitudes and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing…
A stochastic model for the energy of a flaring solar active region is presented, generalising and extending the approach of Wheatland & Glukhov (1998). The probability distribution for the free energy of an active region is described by the…
A model to simulate the phenomenon of random lasing is presented. It couples Maxwell's equations with the rate equations of electronic population in a disordered system. Finite difference time domain methods are used to obtain the field…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…
We study the stability of a Markovian model of electricity production and consumption that incorporates production volatility due to renewables and uncertainty about actual demand versus planned production. We assume that the energy…
We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…
We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…
The superposition of arrival processes is a fundamental yet analytically intractable operation in queueing networks when inputs are general non-renewal streams. Classical methods either reduce merged flows to renewal surrogates, rely on…