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We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…
We derive a new residual-type a posteriori estimator for a singularly perturbed reaction-diffusion problem with obstacle constraints. It generalizes robust residual estimators for unconstrained singularly perturbed equations. Upper and…
We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
The evolution of a surface excitation in a two dimentional model is analyzed. I) It starts quadratically up to a spreading time t_{S}. II) It follows an exponential behavior governed by a self-consistent Fermi Golden Rule. III) At longer…
Diffusion of self-propelled particles in the presence of randomly distributed obstacles in three dimensions is studied using molecular dynamics simulations. It is found that depending on the magnitude of the propelling force and the…
The expression of survival factors for radiation damaged cells is empirical and based on probabilistic assumptions. We obtain it either from the maximum entropy principle for the classical Boltzmann-Gibbs entropy and/or from the Tsallis…
The exponential upper bounds for the convergence rate of the distribution of restorable element with partially energized standby redundancy are founded, in the case when all working and repair times are bounded by exponential random…
At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…
Renewal theory is finding increasing applications in non-equilibrium statistical physics. One example relates the probability density and survival probability of a Brownian particle or an active run-and-tumble particle with stochastic…
The short-time behavior of quantum decay of an unstable state initially located within an interaction region of finite range is investigated using a resonant expansion of the survival amplitude. It is shown that in general the short-time…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
The leading order evolution of parton orbital angular momenta is treated in the probabilistic manner. As a result, the splitting probability matrix, while coinciding with the recent explicit calculations, is expressed in the terms of the…
We consider a particle diffusing in the y-direction, dy/dt=\eta(t) where \eta(t) is Gaussian white noise, and subject to a transverse flow field in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We discuss the…
We consider the classical one-dimensional random walk of a particle on the right-half real line. We assume that the particle is initially at position x=k, k > 0, and moves to the right with probability p or to the left with probability 1-p.…