Results 21 to 30 of about 1,142,003 (329)

Tensor-network approaches to counting statistics for the current in a boundary-driven diffusive system

open access: yesNew Journal of Physics, 2022
We apply tensor networks to counting statistics for the stochastic particle transport in an out-of-equilibrium diffusive system. This system is composed of a one-dimensional channel in contact with two particle reservoirs at the ends.
Jiayin Gu, Fan Zhang
doaj   +1 more source

Stochastic exclusion processes versus coherent transport [PDF]

open access: yes, 2010
Stochastic exclusion processes play an integral role in the physics of non-equilibrium statistical mechanics. These models are Markovian processes, described by a classical master equation.
Augusiak R   +12 more
core   +3 more sources

Characterization of Predictive Behavior of a Retina by Mutual Information

open access: yesFrontiers in Computational Neuroscience, 2017
Probing a bullfrog retina with spatially uniform light pulses of correlated stochastic intervals, we calculate the mutual information between the spiking output at the ganglion cells measured with multi-electrode array (MEA) and the interval of the ...
Kevin Sean Chen   +4 more
doaj   +1 more source

Long-time convergence of an adaptive biasing force method: Variance reduction by Helmholtz projection [PDF]

open access: yes, 2015
In this paper, we propose an improvement of the adaptive biasing force (ABF) method, by projecting the estimated mean force onto a gradient. The associated stochastic process satisfies a non linear stochastic differential equation.
Alrachid, Houssam, Lelièvre, Tony
core   +6 more sources

A uniform definition of stochastic process calculi [PDF]

open access: yes, 2012
We introduce a unifying framework to provide the semantics of process algebras, including their quantitative variants useful for modeling quantitative aspects of behaviors.
De Nicola, Rocco   +3 more
core   +1 more source

Application of Hölder Function to Expansion Intensity of Spatial Phenomena Analysis

open access: yesActa Universitatis Lodziensis. Folia Oeconomica, 2018
The development of methods describing time series using stochastic processes took place in the 20th century. Among others, stationary processes were modelled with Hurst exponent, whereas non‑stationary processes with Hölder function.
Adrianna Damiana Mastalerz-Kodzis   +1 more
doaj   +1 more source

Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes—A Mathematical Proof and Its Verification by Simulation

open access: yesMathematics, 2020
Adding a linear trend in regressions is a frequent detrending method in economic literatures. The traditional literatures pointed out that if the variable considered is a difference-stationary process, then it will artificially create pseudo-periodicity ...
Zhiming LONG, Rémy HERRERA
doaj   +1 more source

Optimization of Energy-saving Operation Strategy of Heat Pump Hot-water System Using Stochastic Load Prediction

open access: yesZhileng xuebao, 2023
Reasonable optimization of the operation strategy is essential for saving energy in the long-term operation of heat pump systems. However, the strategy optimization process is susceptible to load uncertainty, which causes the optimized strategy to save ...
Liu Chengning   +3 more
doaj  

Sufficient stochastic maximum principle for the optimal control of semi-Markov modulated jump-diffusion with application to Financial optimization [PDF]

open access: yes, 2014
The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control of a semi ...
Deshpande, Amogh
core   +2 more sources

Quantum stochastic processes III [PDF]

open access: yesCommunications in Mathematical Physics, 1970
We investigate properties of a class of quantum stochastic processes subject to a condition of irreducibility. These processes must be recurrent or transient and an equilibrium state can only exist in the former case. Every finite dimensional process is recurrent and it is possible to establish convergence in time to a unique equilibrium state.
openaire   +4 more sources

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