Results 51 to 60 of about 10,348 (206)
Markov modulated Poisson processes for stochastic modelling of background seismicity
, 2021 <p>We investigate the statistical properties of declustered catalogs as obtained from the application of two different data-driven declustering algorithms, namely the nearest-neighbor method and the stochastic declustering method (Benali et al., Stoch. Environ Res Risk Assess, 2020). The nearest-neighbor method partitions earthquakes into
Elisa Varini +2 more
openaire +4 more sources
, 2014 Most of the classical self-similar traffic models are asymptotic in nature. Therefore, it is crucial for an appropriate buffer design of a switch and queuing based performance evaluation.
R. Donthi +3 more
semanticscholar +1 more source
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Optimal scaling of the random walk Metropolis on unimodal elliptically symmetric targets. [PDF]
, 2009 Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementation. Criteria for scaling based on empirical acceptance rates of algorithms have been found to work consistently well across a broad range of problems ...
Chris Sherlock +4 more
core +1 more source
Properties Verification of MMPP and IPP ATM Cell Sources
Advances in Electrical and Electronic Engineering, 2007 The paper is aimed to using aided software tool designed by .NET Framework. By means this one is possible to gain statistical file for next processing by software tool STATISTICA.
Jan Zabka
doaj
Physics‐Supervised Autonomous Inverse Fracture Modeling via Generative Artificial Intelligence
Geophysical Research Letters, Volume 53, Issue 12, 28 June 2026.Abstract Fracture networks act as critical pathways for groundwater flow and transport, yet their characterization remains challenging due to subsurface inaccessibility and stochastic complexity. Traditional inversion methods are computationally expensive and often fail to capture fracture heterogeneity accurately.
Guodong Chen +5 more
wiley +1 more source
Ecology and Evolution, Volume 16, Issue 6, June 2026.We analysed over 100,000 migrating birds from 157 species to identify macroecological drivers of interspecific variation in louse fly prevalence. Using phylogenetically informed Bayesian models, we show that host morphology, ecology and biogeographic traits shape infection patterns, with Ornithomya avicularia and O.
Aleksandra Janiszewska +7 more
wiley +1 more source
General smoothing formulas for Markov-modulated Poisson observations [PDF]
, 2005 © Copyright 2005 IEEEIn this paper, we compute general smoothing dynamics for partially observed dynamical systems generating Poisson observations. We consider two model classes, each Markov modulated Poisson processes, whose stochastic intensities ...
Robert J. Elliott +3 more
core +1 more source
Pricing collateralized debt obligations with Markov-modulated Poisson processes [PDF]
Quantitative Finance, 2011 For the valuation of a CDO (collateralized debt obligation), a standard approach in practice is to employ the Gaussian copula model of (Li, 7) [J. Fixed Income, 2000, 9, 43–54]. However, this model is limited in that its framework is completely static, failing to capture the dynamic evolution of the CDO.
Hideyuki Takada +2 more
openaire +1 more source
Ecography, Volume 2026, Issue 6, June 2026.The spatial ecology of stalk‐and‐ambush predators like the Eurasian lynx Lynx lynx depends on prey availability and environmental features, yet the relative roles of these factors remain unclear at large spatial scales. In this study, we analysed lynx habitat use across central and southern Finland using snow‐track data from the Wildlife Triangle ...
Francesca Malcangi +4 more
wiley +1 more source