相关论文: Simulating an infinite mean waiting time

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

We argue that one can associate a pseudo-time with sequences of configurations generated in the course of classical Monte Carlo simulations for a single-minimum bound state, if the sampling is optimal. Hereby the sampling rates can be,…

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…

The study of controlled hybrid systems requires practical tools for approximation and comparison of system behaviors. Existing approaches to these problems impose undue restrictions on the system's continuous and discrete dynamics.…

We demonstrate a novel setup for hybrid particle-in-cell simulations designed to isolate the physics of the shock precursor over long time periods for significantly lower computational cost than previous methods. This is achieved using a…

In nested simulation literature, a common assumption is that the experimenter can choose the number of outer scenarios to sample. This paper considers the case when the experimenter is given a fixed set of outer scenarios from an external…

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…

The voting process is formalized as a multistage voting model with successive alternative elimination. A finite number of agents vote for one of the alternatives each round subject to their preferences. If the number of votes given to the…

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing…

Computer modelling for evolutionary systems consists in: 1) to store in the memory the individual features of each member of a large population; and 2) to update the whole system repeatedly, as time goes by, according to some prescribed…

An agent-based computer simulation of death by inheritable mutations in a changing environment shows a maximal population, or avoids extinction, at so intermediate mutation rate of the individuals. Thus death seems needed to al for…

Random multiplicative processes $w_t =\lambda_1 \lambda_2 ... \lambda_t$ (with < \lambda_j > 0 ) lead, in the presence of a boundary constraint, to a distribution $P(w_t)$ in the form of a power law $w_t^{-(1+\mu)}$. We provide a simple and…

We finely describe the "coming down from infinity" for birth and death processes which eventually become extinct. Our biological motivation is to study the decrease of regulated populations which are initially large. Under general…

This paper analyzes the dynamics of a level-dependent quasi-birth-death process ${\cal X}=\{(I(t),J(t)): t\geq 0\}$, i.e., a bi-variate Markov chain defined on the countable state space $\cup_{i=0}^{\infty} l(i)$ with $l(i)=\{(i,j) :…

A typical polling system consists of a number of queues, attended by a single server in a fixed order. The vast majority of papers on polling systems focusses on Poisson arrivals, whereas very few results are available for general arrivals.…

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…