Results 11 to 20 of about 953,819 (335)
Parametric continuity of stationary distributions [PDF]
Economic Theory, 2006 This paper develops a mathematical model for a Markovian for a stationary distribution. The set up and mapping of the model has been developed with theorems and illustrations. Necessary and sufficient conditions are derived for the solution scheme and upper and lower bounds are defined for the existence and uniqueness of the model.
Le Van, Cuong, Stachurski, John
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Threshold Analysis of a Stochastic SIRS Epidemic Model with Logistic Birth and Nonlinear Incidence
Mathematics, 2023 The paper mainly investigates a stochastic SIRS epidemic model with Logistic birth and nonlinear incidence. We obtain a new threshold value (R0m) through the Stratonovich stochastic differential equation, different from the usual basic reproduction ...
Huyi Wang +3 more
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Advances in Difference Equations, 2020 In this paper, stationary distribution of stochastic differential equations (SDEs) with Markovian switching is approximated by numerical solutions generated by the stochastic θ method.
Yanan Jiang, Liangjian Hu, Jianqiu Lu
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Stationary Worldline Power Distributions [PDF]
International Journal of Theoretical Physics, 2019 A worldline with a time-independent spectrum is called stationary. Such worldlines are arguably the most simple motions in physics. Barring the trivially static motion, the non-trivial worldlines are uniformly accelerated. As such, a point charge moving along a stationary worldline will emit constant radiative power.
Michael R. R. Good +2 more
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Fractal and Fractional, 2023 In this article, we analyze a second-order stochastic SEIR epidemic model with latent infectious and susceptible populations isolated at home. Firstly, by putting forward a novel inequality, we provide a criterion for the presence of an ergodic ...
Chun Lu, Honghui Liu, Junhua Zhou
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On the Entropy Rate of a Random Walk on t-Designs [PDF]
Mathematics Interdisciplinary Research, 2020 In this paper, a random walk on t-designs are considered. We assign a weight to each block and walk randomly on the vertices with a probability proportional to the weight of blocks. This stochastic process is a Markov chain.
Reza Kahkeshani
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Intermittency and infinite variance: the case of integrated supOU processes [PDF]
, 2021 SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random intensity parameter. They are stationary processes whose marginal distribution and dependence structure can be specified independently.
Grahovac, Danijel +2 more
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Stochastic multiplicative processes with reset events [PDF]
, 1999 We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters.
Manrubia, Susanna C., Zanette, Damian H.
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The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points [PDF]
, 2012 Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit").
Boudec, Jean-Yves Le
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Batch Stationary Distribution Estimation
CoRR, 2020 We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of sufficient length can be gathered to approximate stationary sampling.
Junfeng Wen +3 more
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