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The i.i.d. censoring model for survival analysis assumes two independent sequences of i.i.d. positive random variables, $(T_i^*)_{1\le i\le n}$ and $(U_i)_{1\le i\le n}$. The data consists of observations on the random sequence…

Statistics Theory · Mathematics 2020-02-27 Ross A. Maller , Sidney I. Resnick

Let $(X_t)_{t\geq 0}$ be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the $Q$-process associated to $(X_t)_{t\geq 0}$. This is…

Probability · Mathematics 2016-03-01 Alexandru Hening

We study the analytic properties of a matrix discrete system introduced in [7]. The singularity confinement for this system is shown to hold generically, i.e. in the whole space of parameters except possibly for algebraic subvarieties. This…

Classical Analysis and ODEs · Mathematics 2014-08-26 Giovanni A. Cassatella-Contra , Manuel Manas , Piergiulio Tempesta

We present detailed simulations of a generalization of the Domany-Kinzel model to 2+1 dimensions. It has two control parameters $p$ and $q$ which describe the probabilities $P_k$ of a site to be wetted, if exactly $k$ of its "upstream"…

Statistical Mechanics · Physics 2009-11-11 Peter Grassberger

We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…

Mathematical Physics · Physics 2020-08-26 Yuta Arai

The survival probability of immobile targets, annihilated by a population of random walkers on inhomogeneous discrete structures, such as disordered solids, glasses, fractals, polymer networks and gels, is analytically investigated. It is…

Statistical Mechanics · Physics 2009-09-18 Davide Cassi

We investigate temporal correlations in the simplest measurement scenario, i.e., that of a physical system on which the same measurement is performed at different times, producing a sequence of dichotomic outcomes. The resource for…

Quantum Physics · Physics 2022-01-19 Lucas B. Vieira , Costantino Budroni

We consider one-dimensional discrete Dirac models in vanishing random environments. In a previous work [6], we showed that these models exhibit a rich phase diagram in terms of their spectrum as a function of the rate of decay of the random…

Mathematical Physics · Physics 2023-01-31 Gregorio R. Moreno Flores , Amal Taarabt

We introduce a class of multi-scale systems with discrete time, motivated by the problem of inviscid limit in fluid dynamics in the presence of small-scale noise. These systems are infinite-dimensional and defined on a scale-invariant…

Mathematical Physics · Physics 2023-04-19 Alexei A. Mailybaev , Artem Raibekas

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

Mathematical Physics · Physics 2017-10-05 L. Alonso , T. Gorin

This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…

Exactly Solvable and Integrable Systems · Physics 2025-03-18 Srdjan Petrovic , Nikola Starcevic , Nace Stojanov , Liang Huang

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , P. Mathieu

The entangled behavior of different dimensional systems driven by classical external random field is investigated. The amount of the survival entanglement between the components of each system is quantified. There are different behaviors of…

Quantum Physics · Physics 2016-09-15 N. Metwally , H. Eleuch , A. -S. Obada

We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar , Alan J. Bray

In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…

Probability · Mathematics 2019-11-28 Anna Dembińska , Agnieszka Goroncy

In survival analysis the random censorship model refers to censoring and survival times being independent of each other. It is one of the fundamental assumptions in the theory of survival analysis. We explain the reason for it being so…

Applications · Statistics 2017-03-06 Damjan Krstajic

We consider output trajectory tracking for a class of uncertain nonlinear systems whose internal dynamics may be modelled by infinite-dimensional systems which are bounded-input, bounded-output stable. We describe under which conditions…

Optimization and Control · Mathematics 2019-12-06 Thomas Berger , Marc Puche , Felix Schwenninger

We consider a Lotka-Volterra food chain model with possibly intra-specific competition in a stochastic environment represented by stochastic differential equations. In the non-degenerate setting, this model has already been studied by A.…

Probability · Mathematics 2021-11-18 Michel Benaïm , Antoine Bourquin , Dang H. Nguyen

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo