Results 11 to 20 of about 17,102 (166)
Approximation methods for piecewise deterministic Markov processes and their costs. [PDF]
Scand Actuar J, 2019 Kritzer P +3 more
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Hypocoercivity of piecewise deterministic Markov process-Monte Carlo [PDF]
The Annals of Applied Probability, 2021 In this work, we establish $\mathrm{L}^2$-exponential convergence for a broad class of Piecewise Deterministic Markov Processes recently proposed in the context of Markov Process Monte Carlo methods and covering in particular the Randomized Hamiltonian Monte Carlo, the Zig-Zag process and the Bouncy Particle Sampler. The kernel of the symmetric part of
Andrieu, Christophe +3 more
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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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Demographic noise and piecewise deterministic Markov processes [PDF]
Physical Review E, 2012 11 pages, 5 figures, minor ...
Realpe-Gomez, John +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.
Katarzyna Pichor, Ryszard Rudnicki
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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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Applications of Stochastic Semigroups to Queueing Models
Annales Mathematicae Silesianae, 2019 Non-markovian queueing systems can be extended to piecewise-deterministic Markov processes by appending supplementary variables to the system. Then their analysis leads to an infinite system of partial differential equations with an infinite number of ...
Gwiżdż Piotr
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Numerical methods for piecewise deterministic Markov processes with boundary
ESAIM: Proceedings and Surveys, 2014 In this paper is described the general aspect of a numerical method for piecewise deterministic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov ...
Goudenège Ludovic
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Polynomial Convergence Rates of Piecewise Deterministic Markov Processes
Methodology and Computing in Applied Probability, 2022 Abstract We consider piecewise-deterministic Markov processes such as the Bouncy Particle sampler, on target densities with polynomial tails. Using direct drift condition methods, we provide bounds on the polynomial order of the processes' convergence rate to stationary, on both one-dimensional and high-dimensional state spaces, in both total ...
Roberts, Gareth O. +1 more
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Dynamic Reliability by Using Simulink and Stateflow
Chemical Engineering Transactions, 2013 The safety of high criticity industrial systems relies heavily on relatively complex programmed systems. Due to the complexity of the interactions between physical processes and their control, classical methodologies such as even-trees/fault-trees or ...
H. Zhang +3 more
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