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Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

Non-Poissonian bursty processes are ubiquitous in natural and social phenomena, yet little is known about their effects on the large-scale spreading dynamics. In order to characterize these effects we devise an analytically solvable model…

Physics and Society · Physics 2014-03-19 Hang-Hyun Jo , Juan I. Perotti , Kimmo Kaski , János Kertész

We present a new perspective of assessing the rates of convergence to the Gaussian and Poisson distributions in the Erd\"os-Kac theorem for additive arithmetic functions $\psi$ of a random integer $J_n$ uniformly distributed over…

Probability · Mathematics 2021-02-11 Louis H. Y. Chen , Arturo Jaramillo , Xiaochuan Yang

We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…

Mathematical Physics · Physics 2021-07-13 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…

Disordered Systems and Neural Networks · Physics 2009-11-10 R. Juhasz , L. Santen , F. Igloi

A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…

Mathematical Physics · Physics 2009-11-11 V. P. Belavkin , P. Staszewski

In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…

Methodology · Statistics 2016-10-05 Deepesh Bhati , Pooja Kumawat , E. Gómez Déniz

In this work we describe a new model for the evolution of a diploid structured population backwards in time that allows for large migrations and uneven offspring distributions. The model generalizes both the mean-field model of Birkner et…

Probability · Mathematics 2026-02-11 Maximillian Newman

Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…

Probability · Mathematics 2023-03-21 Pavlina K. Jordanova , Mladen Savov , Assen Tchorbadjieff , Milan Stehlík

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…

Probability · Mathematics 2014-08-19 P. Vellaisamy , V. Cekanavicius

We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…

Probability · Mathematics 2016-07-06 Richard Arratia , Stephen DeSalvo

For smooth random dynamical systems we consider the quenched linear and higher-order response of equivariant physical measures to perturbations of the random dynamics. We show that the spectral perturbation theory of Gou\"ezel, Keller, and…

Dynamical Systems · Mathematics 2021-05-25 Harry Crimmins , Yushi Nakano

We consider random transformations $T_\omega^n:=T_{\sigma^{n-1}\omega}\circ\cdots\circ T_{\sigma\omega}\circ T_\omega,$ where each map $T_{\omega}$ acts on a complete metrizable space $M$. The randomness comes from an invertible ergodic…

Dynamical Systems · Mathematics 2024-02-21 Jason Atnip , Gary Froyland , Cecilia González-Tokman , Sandro Vaienti

This paper presents a new derivation of the Generalized Poisson distribution. This distribution provides a good fit to the evolved, counts-in-cells distribution measured in numerical simulations of hierarchical clustering from Poisson…

Astrophysics · Physics 2009-10-30 Ravi K. Sheth

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…

Methodology · Statistics 2025-07-22 Shota Takeishi , Shonosuke Sugasawa

This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…

Probability · Mathematics 2025-08-06 Nikos I. Kavallaris , Christos V. Nikolopoulos , Subramani Sankar

This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…

Statistics Theory · Mathematics 2025-07-22 Denis Belomestny , Ekaterina Morozova , Vladimir Panov