Results 11 to 20 of about 1,345 (165)
On time reversal of piecewise deterministic Markov processes
Electronic Journal of Probability, 2013 We study the time reversal of a general PDMP. The time reversed process is defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.
Zbigniew Palmowski
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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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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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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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On Computations in Renewal Risk Models—Analytical and Statistical Aspects
Risks, 2020 We discuss aspects of numerical methods for the computation of Gerber-Shiu or discounted penalty-functions in renewal risk models. We take an analytical point of view and link this function to a partial-integro-differential equation and propose a ...
Josef Anton Strini, Stefan Thonhauser
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Effects of delayed immune-response in tumor immune-system interplay [PDF]
Electronic 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
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Piecewise-Deterministic Markov Processes as Limits of Markov Jump Processes [PDF]
Advances in Applied Probability, 2012 A classical result about Markov jump processes states that a certain class of dynamical systems given by ordinary differential equations are obtained as the limit of a sequence of scaled Markov jump processes. This approach fails if the scaling cannot be carried out equally across all entities.
Franz, Uwe +2 more
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ON TIME-HOMOGENEOUS PIECEWISE DETERMINISTIC MARKOV PROCESSES
, 2022 : In this note, we present some observations related to piecewise deterministic Markov processes.
NIKITA RATANOV
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Frontiers in Physics, 2018 We discuss piecewise-deterministic approximations of gene networks dynamics. These approximations capture in a simple way the stochasticity of gene expression and the propagation of expression noise in networks and circuits.
Guilherme C. P. Innocentini +2 more
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One and two-phase cell cycle models
Biomath, 2019 In this review paper we present deterministic and stochastic one and two-phase models of the cell cycle. The deterministic models are given by partial differential equations of the first order with time delay and space variable retardation.В The ...
Katarzyna Pichor, Ryszard Rudnicki
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