Related papers: Survival Probabilities for Discrete Time Models in…
Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a…
In this paper we study time semi-discrete approximations of a class of exponentially stable infinite dimensional systems with unbounded feedbacks. It has recently been proved that for time semi-discrete systems, due to high frequency…
The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…
One fundamental problem in studying dynamical process is whether it is possible and how to construct prediction model for an unknown system via sampled time series, especially in the modern big data era. The research in this area is…
We study singularity confinement phenomena in examples of delay-differential Painlev\'e equations, which involve shifts and derivatives with respect to a single independent variable. We propose a geometric interpretation of our results in…
This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…
Two-dimensional random Lorentz gases with absorbing traps are considered in which a moving point particle undergoes elastic collisions on hard disks and annihilates when reaching a trap. In systems of finite spatial extension, the…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
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,…
Many studies employ the analysis of time-to-event data that incorporates competing risks and right censoring. Most methods and software packages are geared towards analyzing data that comes from a continuous failure time distribution.…
We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…
The probability distributions of the order parameter for two models in the directed percolation universality class were evaluated. Monte Carlo simulations have been performed for the one-dimensional generalized contact process and the…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
In a recent paper, Buniy et al. have argued that a possible discretization of spacetime leads to an unavoidable discretization of the state space of quantum mechanics. In this paper, we show that this conclusion is not limited to quantum…
We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…
We show that the distribution of the time delay for one-dimensional random potentials is universal in the high energy or weak disorder limit. Our analytical results are in excellent agreement with extensive numerical simulations carried out…
The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…
We study the existence and uniqueness of the time evolution of a system of infinitely many individuals, moving in a tunnel and subjected to a Cucker-Smale type alignment dynamics with compactly supported communication kernels and to…
We calculate survival probability of a special state which couples randomly to a regular or chaotic environment. The environment is modelled by a suitably chosen random matrix ensemble. The exact results exhibit non--perturbative features…
We investigate the survival probability of a particle diffusing between two parallel reflecting planes toward a periodic array of absorbing pillars. We approximate the periodic cell of this system by a cylindrical tube containing a single…