Results 11 to 20 of about 4,895,065 (306)
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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Estimation for a non-stationary semi-strong GARCH(1,1) model with heavy-tailed errors [PDF]
, 2010 This paper studies the estimation of a semi-strong GARCH(1,1) model when it does not have a stationary solution, where semi-strong means that we do not require the errors to be independent over time.
Linton, O., Wang, H., Pan, J.
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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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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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On Stationary Distributions of Stochastic Neural Networks [PDF]
Journal of Applied Probability, 2014 The paper deals with nonlinear Poisson neuron network models with bounded memory dynamics, which can include both Hebbian learning mechanisms and refractory periods. The state of the network is described by the times elapsed since its neurons fired within the post-synaptic transfer kernel memory span, and the current strengths of synaptic connections ...
Borovkov, K., Decrouez, G., Gilson, M.
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The Stationary Distribution of Competitive Lotka-Volterra Population Systems with Jumps
Abstract and Applied Analysis, 2014 Dynamics of Lotka-Volterra population with jumps (LVWJ) have recently been established (see Bao et al., 2011, and Bao and Yuan, 2012). They provided some useful criteria on the existence of stationary distribution and some asymptotic properties for LVWJ.
Zhenzhong Zhang +2 more
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The morphing of fluid queues into Markov-modulated Brownian motion
Stochastic Systems, 2015 Ramaswami showed recently that standard Brownian motion arises as the limit of a family of Markov-modulated linear fluid processes.We pursue this analysis with a fluid approximation for Markov-modulated Brownian motion.
Guy Latouche, Giang T. Nguyen
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Cached Files Updating Revisited: The Distribution of Popularity-Weighted Average File Age
IEEE Access, 2020 Low-latency information transmission is required in 5G communication networks, where the cache is commonly used to speed up the data access. Meanwhile, a large number of IoT applications need real-time information exchange, resulting in the information ...
Jixiang Zhang
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