Related papers: On the Effect of Random Alternating Perturbations …
We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in the (instantaneous) standard deviation…
After the groundbreaking work of Erd$\ddot{o}$s-R$\acute{e}$nyi random graph, the random networks has made great progress in recent years. One of the eye-catching modeling is time-varying random network model capable of encoding the…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
Variability on external conditions has important consequences for the dynamics and the organization of biological systems. In many cases, the characteristic timescale of environmental changes as well as their correlations play a fundamental…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…
Understanding and predicting the duration or "return-to-normal" time of traffic incidents is important for system-level management and optimisation of road transportation networks. Increasing real-time availability of multiple data sources…
We discuss the influence of random- and periodic impulse noise on narrowband (< 500 kHz frequency band) Power Line Communications. We start with random impulse noise and compare the properties of the measured impulse noise with the common…
The hazard ratio, typically estimated using Cox's famous proportional hazards model, is the most common effect measure used to describe the association or effect of a covariate on a time-to-event outcome. In recent years the hazard ratio…
Model uncertainty has been one prominent issue both in the theory of risk measures and in practice such as financial risk management and regulation. Motivated by this observation, in this paper, we take a new perspective to describe the…
This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…
In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…
We study the effect of stochastic sampling on the estimation of the drift parameter of continuous time AR(1) process. A natural distribution free moment estimator is considered for the drift based on stochastically observed time points. The…
This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…
The study of the noise induced effects on the dynamics of a chain molecule crossing a potential barrier, in the presence of a metastable state, is presented. A two-dimensional stochastic version of the Rouse model for a flexible polymer has…
Recently, authors have studied inequalities involving expectations of selected functions viz. failure rate, mean residual life, aging intensity function and log-odds rate which are defined for left truncated random variables in reliability…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions…
Equalization-enhanced Phase Noise causes burst-like distortions in high symbol-rate transmission systems. We propose a temporal Gaussian noise model that captures these distortions by introducing a time-varying distortion power. Validated…