Related papers: On the Effect of Random Alternating Perturbations …
Patients at high risk for sudden death often exhibit complex heart rhythms in which abnormal heartbeats are interspersed with normal heartbeats. We analyze such a complex rhythm in a single patient over a 12-hour period and show that the…
The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…
Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…
In this paper, we investigate stochastic comparisons of parallel systems, and obtain two characterization results in this regard. First, we compare a parallel system with independent heterogeneous components to a parallel system with…
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
The ratio of the hazard functions of two populations or two strata of a single population plays an important role in time-to-event analysis. Cox regression is commonly used to estimate the hazard ratio under the assumption that it is…
We study two-state (dichotomous, telegraph) random ergodic continuous-time processes with dynamics depending on their past. We take into account the history of process in an explicit form by introducing an integral non-local memory term…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
In reliability theory and survival analysis, observed data are often weakly dependent and subject to additive measurement errors. Such contamination arises when the underlying data are neither independent nor strongly mixed but instead…
Motivated by applications in mathematical biology concerning randomly alternating motion of micro-organisms, we analyze a generalized integrated telegraph process. The random times between consecutive velocity reversals are…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…
In type I intermittency, simple models known for at least twenty years show that a characteristic u-shaped probability distribution is obtained for the laminar phase length. We have shown elsewhere that, for some cases of pathology, the…
In the study of life tables the random variable of interest is usually assumed discrete since mortality rates are studied for integer ages. In dynamic life tables a time domain is included to account for the evolution effect of the hazard…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…
Quantum graphs with leads to infinity serve as convenient models for studying various aspects of systems which are usually attributed to chaotic scattering. They are also studied in several experimental systems and practical applications.…
We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…