Results 141 to 150 of about 13,536,213 (255)

Self-Similarity and Large Deviations in Two Subordinated Stochastic Processes

open access: yes
Large deviation theory is the toolbox of theoretical results in probability theory which underlies most of equilibrium and nonequilibrium statistical mechanics. The central phenomenon in large deviation theory is the concentration of the probability for a properly scaled stochastic sequence around its mean. This is an effect of the asymptotic dominance
openaire   +1 more source

Basic Stochastic Processes

open access: yes, 2015
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other.
Devolder, Pierre   +2 more
core  

A Unifying Thermodynamic Model for Phase Separation and Aging of Biopolymers

open access: yesAdvanced Science, EarlyView.
Phase separation and aging of intrinsically disordered proteins are placed in a unifying framework. A thermodynamically consistent time‐dependent version of associating‐polymer theory shows how the processes are intricately coupled. Assuming aging to occur through interacting sites resulting from reversible conformational transitions, the model ...
Jasper J. Michels   +2 more
wiley   +1 more source

Dynamical system modeling in schizophrenia: a narrative review of computational psychiatry frameworks. [PDF]

open access: yesDialogues Clin Neurosci
Soydemir H   +4 more
europepmc   +1 more source

Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes [PDF]

open access: yes
Accurate scenario simulation methods for solutions of multi-dimensional stochastic differential equations find application in stochastic analysis, the statistics of stochastic processes and many other areas, for instance, in finance.
Eckhard Platen, Renata Rendek
core  

NbOx Mott Memristor‐Based Oscillatory P‐trit for Ternary Potts Machine

open access: yesAdvanced Science, EarlyView.
A ternary Potts machine utilizing NbOx‐based probabilistic trits (p‐trits) is demonstrated for efficient combinatorial optimization. By leveraging the electro‐thermal switching dynamics of NbOx memristors, this architecture generates three‐state stochastic fluctuations.
Hakseung Rhee   +10 more
wiley   +1 more source

Generating Self-Similar Traffic for Wireless Network Simulation

open access: yes
It was shown many times by different researches that computer network traffic tends to be self-similar. High self-similarity degree has great impact on network routers, switches and wireless access points reducing their capability to process requests ...
Jerjomins, Romans, Pētersons, Ernests
core  

Non mean reverting affne processes for stochastic mortality [PDF]

open access: yes
In this paper we use doubly stochastic processes (or Cox processes) in order to model the random evolution of mortality of an individual. These processes have been widely used in the credit risk literature in modelling default arrival, and in this ...
Elisa Luciano, Elena Vigna
core  

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