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Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications [PDF]

open access: yesLogical Methods in Computer Science, 2011
We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions.
Taolue Chen   +3 more
doaj   +2 more sources

Markov modeling of performance deterioration in irradiated resistive plate chambers [PDF]

open access: yesEuropean Physical Journal C: Particles and Fields
This work presents a piecewise deterministic Markov process model for describing performance deterioration in resistive plate chambers (RPC) under uniform background irradiation.
Dario Stocco   +2 more
doaj   +2 more sources

A Monte-Carlo planning strategy for medical follow-up optimization: Illustration on multiple myeloma data. [PDF]

open access: yesPLoS ONE
Designing patient-specific follow-up strategies is key to personalized cancer care. Tools to assist doctors in treatment decisions and scheduling follow-ups based on patient preferences and medical data would be highly beneficial.
Benoîte de Saporta   +3 more
doaj   +2 more sources

Recent advances in the long-time analysis of killed degenerate processes and their particle approximation [PDF]

open access: yesESAIM: Proceedings and Surveys, 2023
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in practice to sample ...
Cloez Bertrand   +4 more
doaj   +1 more source

The Law of the Iterated Logarithm for Random Dynamical System with Jumps and State-Dependent Jump Intensity

open access: yesAnnales Mathematicae Silesianae, 2021
In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4].
Kubieniec Joanna
doaj   +1 more source

Pricing of Credit Risk Derivatives with Stochastic Interest Rate

open access: yesAxioms, 2023
This paper deals with a credit derivative pricing problem using the martingale approach. We generalize the conventional reduced-form credit risk model for a credit default swap market, assuming that the firms’ default intensities depend on the default ...
Wujun Lv, Linlin Tian
doaj   +1 more source

Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration [PDF]

open access: yesElectronic Proceedings in Theoretical Computer Science, 2009
We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution.
Alberto Policriti, Luca Bortolussi
doaj   +1 more source

HYPE with stochastic events [PDF]

open access: yesElectronic Proceedings in Theoretical Computer Science, 2011
The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall behaviour of ...
Luca Bortolussi   +2 more
doaj   +1 more source

A coordination model for ultra-large scale systems of systems [PDF]

open access: yesElectronic Proceedings in Theoretical Computer Science, 2013
The ultra large multi-agent systems are becoming increasingly popular due to quick decay of the individual production costs and the potential of speeding up the solving of complex problems.
Manuela L. Bujorianu   +1 more
doaj   +1 more source

Effects of delayed immune-response in tumor immune-system interplay [PDF]

open access: yesElectronic Proceedings in Theoretical Computer Science, 2012
Tumors constitute a wide family of diseases kinetically characterized by the co-presence of multiple spatio-temporal scales. So, tumor cells ecologically interplay with other kind of cells, e.g. endothelial cells or immune system effectors, producing and
Alberto d'Onofrio   +4 more
doaj   +1 more source

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