Related papers: Microscopic Weak Selection Principle for the Logis…
Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in i.i.d. random environment, $Z_{r,n}$ be the number of particles in the process at moment $0\leq r\leq n-1$ that have a positive number of descendants in generation…
We introduce the multivariate Log S-fBM model (mLog S-fBM), extending the univariate framework proposed by Wu \textit{et al.} to the multidimensional setting. We define the multidimensional Stationary fractional Brownian motion (mS-fBM),…
We consider a particle system studied by E. Brunet and B. Derrida, which evolves according to a branching mechanism with selection of the fittest keeping the population size fixed and equal to $N$. The particles remain grouped and move like…
Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a…
We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
The Mixed-Membership Stochastic Blockmodel~(MMSB) is proposed as one of the state-of-the-art Bayesian relational methods suitable for learning the complex hidden structure underlying the network data. However, the current formulation of…
We consider a branching-selection particle system on the real line, introduced by Brunet and Derrida. In this model the size of the population is fixed to a constant $N$. At each step individuals in the population reproduce independently,…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
We consider structural credit modeling in the important special case where the log-leverage ratio of the firm is a time-changed Brownian motion (TCBM) with the time-change taken to be an independent increasing process. Following the…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
Logistic regression is a commonly used building block in ecological modeling, but its additive structure among environmental predictors often assumes compensatory relationships between predictors, which can lead to problematic results. In…
In this paper, we investigate a Brownian motion (BM) with purely time dependent drift and difusion by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We…
We study the Bolker-Pacala-Dieckmann-Law (BPDL) model of population dynamics in the regime of large population density. The BPDL model is a particle system in which particles reproduce, move randomly in space, and compete with each other…
Poor bucking decisions made by forest harvesters can have a negative effect on the products that are generated from the logs. Making the right bucking decisions is not an easy task because harvesters must rely on predictions of the stem…
We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha(t)$ in a changing environment.…
Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid probability distributions. Let $X$ be the logarithm of the expected offspring size per individual given the environment. Assuming…
In this paper, we introduce a model of Brownian polymer in a continuous random environment. The asymptotic behavior of the partition function associated to this polymer measure is studied, and we are able to separate a weak and strong…
We introduce the notion of weak decreasing stochastic (WDS) ordering for real-valued processes with negative means, which, to our knowledge, has not been studied before. Thanks to Madan-Yor's argument, it follows that the WDS ordering is a…
In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H\in(1/2,1)$ and magnitude $\ep^H$. By building up a…