相关论文: On quasi-stationary distributions for stochastic r…

We study that the breakdown of epidemic depends on some parameters, that is expressed in epidemic reproduction ratio number. It is noted that when $R_0 $ exceeds 1, the stochastic model have two different results. But, eventually the…

We are interested in the long time behavior of a two-type density-dependent biological population conditioned to non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a…

We study a general class of birth-and-death processes with state space $\mathbb{N}$ that describes the size of a population going to extinction with probability one. This class contains the logistic case. The scale of the population is…

he quasigeostrophic model describes large scale and relatively slow fluid motion in geophysical flows. We investigate the quasigeostrophic model under random forcing and random boundary conditions. We first transform the model into a…

In a recent work, Doerr and Fouz [\emph{Asymptotically Optimal Randomized Rumor Spreading}, in ArXiv] present a new quasi-random PUSH algorithm for the rumor spreading problem (also known as gossip spreading or message propagation problem).…

A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

In a conformal invariant one-dimensional stochastic model, a certain non-local perturbation takes the system to a new massless phase of a special kind. The ground-state of the system is an adsorptive state. Part of the finite-size scaling…

We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…

Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the…

In this paper we study the Maki-Thompson rumor model on infinite Cayley trees. The basic version of the model is defined by assuming that a population represented by a graph is subdivided into three classes of individuals: ignorants,…

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Accurate frequency estimation is critical for the control, monitoring and protection of electrical power systems, in particular, of systems with a high penetration of power electronics. This paper introduces the novel concept of Quasi…

Quasi steady state assumptions are often used to simplify complex systems of ordinary differential equations in modelling of biochemical processes. The simplified system is designed to have the same qualitative properties as the original…

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

We study a variant of the voter model with multiple opinions; individuals can imitate each other and also change their opinion randomly in mutation events. We focus on the case of a population with all-to-all interaction. A noise-driven…

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…