Results 41 to 50 of about 798,401 (286)
Stochastic Matrix Product States [PDF]
, 2010 The concept of stochastic matrix product states is introduced and a natural form for the states is derived. This allows to define the analogue of Schmidt coefficients for steady states of non-equilibrium stochastic processes. We discuss a new measure for
A. Winter +3 more
core +2 more sources
Almost Global Stochastic Stability [PDF]
, 2005 We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.
Arnold L., Ramon van Handel
core +5 more sources
Multifractal characterization of stochastic resonance
, 2000 We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the calculation of a ...
A. Arnéodo +47 more
core +1 more source
Some Results on Measures of Interaction between Paired Risks
Risks, 2018 Co-risk measures and risk contribution measures have been introduced to evaluate the degree of interaction between paired risks in actuarial risk management.
Rui Fang, Xiaohu Li
doaj +1 more source
Formulation of scale transformation in a stochastic data assimilation framework [PDF]
Nonlinear Processes in Geophysics, 2017 Understanding the errors caused by spatial-scale transformation in Earth observations and simulations requires a rigorous definition of scale. These errors are also an important component of representativeness errors in data assimilation.
F. Liu, F. Liu, X. Li, X. Li, X. Li
doaj +1 more source
Inviscid limit of stochastic damped 2D Navier-Stokes equations
, 2012 We consider the inviscid limit of the stochastic damped 2D Navier- Stokes equations. We prove that, when the viscosity vanishes, the stationary solution of the stochastic damped Navier-Stokes equations converges to a stationary solution of the stochastic
Bessaih, H., Ferrario, B.
core +1 more source
Stochastic Quantization for the fractional Edwards Measure
, 2016 We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$.
Bock, Wolfgang +2 more
core +1 more source
Calpain small subunit homodimerization is robust and calcium‐independent
FEBS Letters, EarlyView.Calpains dimerize via penta‐EF‐hand (PEF) domains. Using single‐molecule force spectroscopy, we measured the strength and kinetics of PEF–PEF homodimer binding. The interaction is robust, shows a transient conformational step before dissociation, and remains largely insensitive to Ca2+.
Nesha May O. Andoy +4 more
wiley +1 more source
Measures of distinguishability between stochastic processes [PDF]
Physical Review E, 2020 Quantifying how distinguishable two stochastic processes are lies at the heart of many fields, such as machine learning and quantitative finance. While several measures have been proposed for this task, none have universal applicability and ease of use.
Yang, Chengran +3 more
openaire +5 more sources
FEBS Letters, EarlyView.Plasma membranes contain dynamic nanoscale domains that organize lipids and receptors. Because viruses operate at similar scales, this architecture shapes early infection steps, including attachment, receptor engagement, and entry. Using influenza A virus and HIV‐1 as examples, we highlight how receptor nanoclusters, multivalent glycan interactions ...
Jan Schlegel, Christian Sieben
wiley +1 more source