相关论文: Usual stochastic ordering results for series and p…

In this paper, we consider a diffusion process pertaining to a chain of distributed control systems with small random perturbation. The distributed control system is formed by n subsystems that satisfy an appropriate Hormander condition,…

Scattering is a ubiquitous phenomenon which is observed in a variety of physical systems which span a wide range of length scales. The scattering matrix is the key quantity which provides a complete description of the scattering process.…

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Nonequilibrium behaviors of positional order are discussed based on diffusion processes in particle systems. With the cumulant expansion method up to the second order, we obtain a relation between the positional order parameter $\Psi$ and…

We provide a new characterization of second-order stochastic dominance, also known as increasing concave order. The result has an intuitive interpretation that adding a risk with negative expected value in adverse scenarios makes the…

We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…

We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…

We present a new chaotic system of three coupled ordinary differential equations, limited to quadratic nonlinear terms. A wide variety of dynamical regimes are reported. For some parameters, chaotic reversals of the amplitudes are produced…

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…

We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…

We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

The concept of the order parameter is extremely useful in physics. Here, I discuss extensions of this concept to cases when the order parameter is no longer a constant but fluctuates or oscillates in space and time. This allows one to…

This paper presents a hierarchical Bayesian approach to the estimation of components' reliability (survival) using a Weibull model for each of them. The proposed method can be used to estimation with general survival censored data, because…

We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points. We provide two estimators for the probabilities of ordinal…

The statistical properties of the quantum chaotic spectra have been studied, so far, only up to the second order correlation effects. The numerical as well as the analytical evidence that random matrix theory can successfully model the…

In the supermarket model there are n queues, each with a unit rate server. Customers arrive in a Poisson process at rate \lambda n, where 0<\lambda <1. Each customer chooses d > 2 queues uniformly at random, and joins a shortest one. It is…