Results 1 to 10 of about 37,404 (267)
Stochastic modelling of urban structure [PDF]
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2018 The building of mathematical and computer models of cities has a long history. The core elements are models of flows (spatial interaction) and the dynamics of structural evolution. In this article, we develop a stochastic model of urban structure to formally account for uncertainty arising from less predictable events.
L. Ellam +3 more
openaire +6 more sources
Stochastic models of kleptoparasitism [PDF]
Journal of Theoretical Biology, 2007 In this paper, we consider a model of kleptoparasitism amongst a small group of individuals, where the state of the population is described by the distribution of its individuals over three specific types of behaviour (handling, searching for or fighting over, food). The model used is based upon earlier work which considered an equivalent deterministic
Yates, G. E., Broom, M.
openaire +3 more sources
Stochastic spatial models [PDF]
SIAM Review, 1999 In the models we will consider, space is represented by a grid of sites that can be in one of a finite number of states and that change at rates that depend on the states of a finite number of sites. Our main aim here is to explain an idea of Durrett and Levin (1994): the behavior of these models can be predicted from the properties of the mean field ...
openaire +2 more sources
The Annals of Probability, 1999 We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of bifurcation. A relationship with Lipschitz approximations to Brownian paths is also discussed.
Burdzy, Krzysztof, Bass, Richard F.
openaire +3 more sources
Stochastic Frontier Models [PDF]
, 2008 The stochastic frontier model was first proposed in the context of production function estimation to account for the effect of technical inefficiency. The inefficiency causes actual output to fall below the potential level (that is, the production frontier) and also raises production cost above the minimum level (that is, the cost frontier).
openaire +1 more source
Modelling stochastic correlation [PDF]
Journal of Mathematics in Industry, 2016 This work deals with the stochastic modelling of correlation in finance. It is well known that the correlation between financial products, financial institutions, e.g., plays an essential role in pricing and evaluation of financial derivatives. Using simply a constant or deterministic correlation may lead to correlation risk, since market observations ...
Teng, Long +2 more
openaire +1 more source
Stochastic Modeling of Congress [PDF]
The Journal of Mathematical Sociology, 2012 We analyze the dynamics of growth of the number of congressmen supporting the resolution HR1207 to audit the Federal Reserve. The plot of the total number of co-sponsors as a function of time is of "Devil's staircase" type. The distribution of the numbers of new co-sponsors joining during a particular day (step height) follows a power law.
Simkin, M. V., Roychowdhury, V. P.
openaire +2 more sources
Deep stochastic radar models [PDF]
2017 IEEE Intelligent Vehicles Symposium (IV), 2017 Accurate simulation and validation of advanced driver assistance systems requires accurate sensor models. Modeling automotive radar is complicated by effects such as multipath reflections, interference, reflective surfaces, discrete cells, and attenuation. Detailed radar simulations based on physical principles exist but are computationally intractable
Tim Allan Wheeler +3 more
openaire +3 more sources
Stochastic Model Checking [PDF]
, 2007 This tutorial presents an overview of model checking for both discrete and continuous-time Markov chains (DTMCs and CTMCs). Model checking algorithms are given for verifying DTMCs and CTMCs against specifications written in probabilistic extensions of temporal logic, including quantitative properties with rewards.
Marta Z. Kwiatkowska +2 more
openaire +2 more sources
Stochastic Complexity and Modeling
The Annals of Statistics, 1986 While this paper may be regarded in a sense as a continuation of the program begun by Fisher on ''information'', the author's view is that models should not (nay, cannot) be restricted to have a fixed number of parameters: Fisher's information is thus inapplicable, and complexity and information must be considered directly in the observed data.
openaire +2 more sources