相关论文: Stochastic Comparisons of Two-Units Repairable Sys…

For chaotic systems there is a theory for the decay of the survival probability, and for the parametric dependence of the local density of states. This theory leads to the distinction between "perturbative" and "non-perturbative" regimes,…

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Extinction of a long-lived isolated stochastic population can be described as an exponentially slow decay of quasi-stationary probability distribution of the population size. We address extinction of a population in a two-population system…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

In a variety of systems which exhibit aging, the two-time response function scales as $R(t,s)\approx s^{-1-a} f(t/s)$. We argue that dynamical scaling can be extended towards conformal invariance, obtaining thus the explicit form of the…

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Probabilistic cellular automata with deterministic updating are quantum systems. We employ the quantum formalism for an investigation of random probabilistic cellular automata, which start with a probability distribution over initial…

Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

The lifetime of a system of connected units under some natural assumptions can be represented as a random variable Y defined as a weighted lattice polynomial of random lifetimes of its components. As such, the concept of a random variable Y…

Learning stochastic models of dynamical systems from observed data is of interest in many scientific fields. Here, we propose a new method for this task within the family of dynamical variational autoencoders. The proposed double projection…

This paper proposes a signature-based approach for solving redundancy allocation problems when component lifetimes are not only heterogeneous but also dependent. The two common schemes for allocations, that is active and standby…

Computer systems can be found everywhere: in space, in our homes, in our cars, in our pockets, and sometimes even in our own bodies. For concerns of safety, economy, and convenience, it is important that such systems work correctly.…

Analytical analysis of spatially extended autocatalytic and hypercyclic systems is presented. It is shown that spatially explicit systems in the form of reaction-diffusion equations with global regulation possess the same major qualitative…

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…

Stochastic service systems describe situations in which customers compete for service from scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in supermarkets, where the scarce resource is human…

The paper investigates the convergence of the distribution of some non-regenerative reliability system with a warm reserve.

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Epidemic models are used to analyze the progression or outcome of an epidemic under different control policies like vaccinations, quarantines, lockdowns, use of face-masks, pharmaceutical interventions, etc. When these models accurately…