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Jumping to Conclusion? A Lévy Flight Model of Decision Making [PDF]
Tutorials in Quantitative Methods for Psychology, 2020 The diffusion model is one of the most prominent response time models in cognitive psychology. The model describes evidence accumulation as a stochastic process that runs between two boundaries until a threshold is hit, and a decision is made.
Wieschen, Eva Marie +2 more
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On Approximation of Some Lévy Processes
Austrian Journal of StatisticsIn this paper, we extend the Asmussen-Rosinski approach for the approximation of Levy processes. To simulate the value of the process at time t, we introduce a time-dependent truncation of the Levy measure, which we refer to as dynamic cutting ...
Dmytro Ivanenko +2 more
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Two coupled Lévy queues with independent input
Stochastic Systems, 2014 We consider a pair of coupled queues driven by independent spectrally-positive Lévy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with independent ...
Jevgenijs Ivanovs, Onno Boxma
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The evolutionary maintenance of Lévy flight foraging.
PLoS Computational Biology, 2022 Lévy flight is a type of random walk that characterizes the behaviour of many natural phenomena studied across a multiplicity of academic disciplines; within biology specifically, the behaviour of fish, birds, insects, mollusks, bacteria, plants, slime ...
Winston Campeau +2 more
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Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
Modern Stochastics: Theory and Applications, 2014 The notion of the transportation distance on the set of the Lévy measures on $\mathbb{R}$ is introduced. A Lévy-type process with a given symbol (state dependent analogue of the characteristic triplet) is proved to be well defined as a strong solution to
T. Kosenkova, A. Kulik
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Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process
پژوهشهای ریاضی, 2020 Introduction A flexible and tractable class of linear models is Autoregressive moving average (ARMA) process that are in effect of discrete noises. The continuous time ARMA (CARMA) processes have wide applications in many data modeling where are more ...
Navideh Modarresi +2 more
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A Lévy-Driven Stochastic Queueing System with Server Breakdowns and Vacations
Mathematics, 2020 Motivated by modelling the data transmission in computer communication networks, we study a Lévy-driven stochastic fluid queueing system where the server may subject to breakdowns and repairs.
Yi Peng, Jinbiao Wu
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Special greeks of a variance-gamma driven vasicek model
Scientific African, 2023 Abrupt happenings in financial markets have resulted to the need to adopt Lévy processes such as a variance gamma process in modelling financial derivatives since it has the ability to capture jumps that occur in such scenario.
Adaobi M. Udoye, Lukman S. Akinola
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Mixed Periodic-Classical Barrier Strategies for Lévy Risk Processes
Risks, 2018 Given a spectrally-negative Lévy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever the observed value is above it.
José-Luis Pérez, Kazutoshi Yamazaki
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Analysis of a Stochastic SICR Epidemic Model Associated with the Lévy Jump
Applied Sciences, 2022 We propose and study a Susceptible-Infected-Confined-Recovered (SICR) epidemic model. For the proposed model, the driving forces include (for example) the Brownian motion processes and the jump Lévy noise.
Hari M. Srivastava, Jaouad Danane
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