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Markov modeling of performance deterioration in irradiated resistive plate chambers [PDF]
European Physical Journal C: Particles and FieldsThis 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
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HYPE with stochastic events [PDF]
Electronic 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
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A Monte-Carlo planning strategy for medical follow-up optimization: Illustration on multiple myeloma data. [PDF]
PLoS ONEDesigning 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
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Recent advances in the long-time analysis of killed degenerate processes and their particle approximation [PDF]
ESAIM: 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
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Communicating Piecewise Deterministic Markov Processes [PDF]
IFAC Proceedings Volumes, 2003 Abstract In this paper we introduce CPDPs (Communicating Piecewise Deterministic Markov Processes) as an automata formalism for compositional specification of hybrid systems of the type PDP. A CPDP can be seen as an automaton representation of a PDP, with the extra possibility of interaction with other processes via a new concept that we call passive
Strubbe, S.N. +2 more
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Infinite dimensional Piecewise Deterministic Markov Processes
Stochastic Processes and their Applications, 2023 In this paper we aim to construct infinite dimensional versions of well established Piecewise Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the Zig-Zag Sampler and the Boomerang Sampler. In order to do so we provide an abstract infinite-dimensional framework for Piecewise Deterministic Markov Processes (PDMPs) with unbounded ...
Paul Dobson, Joris Bierkens
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Piecewise deterministic Markov processes and their invariant measures [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2021 Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which implies quantitative bounds on the total variation between the marginal distributions of the two processes.
Durmus, Alain +2 more
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Annales 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
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Piecewise deterministic Markov process — recent results [PDF]
ESAIM: Proceedings, 2014 We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases such as the TCP model or a model of switched vector fields, better results can be proved, especially as regards ...
Azaïs, Romain +4 more
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Pricing of Credit Risk Derivatives with Stochastic Interest Rate
Axioms, 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
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