Stochastic Models最新文献_第4页

Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion 分数阶布朗运动驱动的随机微分方程的Nadaraya-Watson估计

IF 0.7 4区数学

Stochastic Models Pub Date : 2023-11-16 DOI: 10.1080/15326349.2023.2275298

Yuecai Han, Dingwen Zhang

引用次数: 0

A queueing model with ON/OFF sources: approximation and stationarity 具有开/关源的队列模型:近似和平稳性

4区数学

Stochastic Models Pub Date : 2023-10-26 DOI: 10.1080/15326349.2023.2267644

Hongshuai Dai, Yanhua Wu

引用次数: 0

On age composition of dynamic heterogeneous populations 动态异质种群的年龄构成

4区数学

Stochastic Models Pub Date : 2023-10-19 DOI: 10.1080/15326349.2023.2263538

Ji Hwan Cha, Maxim Finkelstein

{"title":"On age composition of dynamic heterogeneous populations","authors":"Ji Hwan Cha, Maxim Finkelstein","doi":"10.1080/15326349.2023.2263538","DOIUrl":"https://doi.org/10.1080/15326349.2023.2263538","url":null,"abstract":"Abstract.Populations of items continuously manufactured and incepted into operation are characterized by the corresponding distribution of a random age at each instant of chronological time. In this study, we consider heterogeneous populations with lifetime distributions indexed by a frailty parameter. Two approaches to defining the age composition for the described populations are described and the corresponding stochastic comparisons are considered.Keywords: Age compositionfrailtyheterogeneous populationsproduction ratestochastic comparisons2010 Mathematics Subject Classification:: 60H3 AcknowledgmentsThe authors greatly thank the reviewers for their helpful comments and advice, which have improved the presentation of this paper.Disclosure statementNo potential conflict of interest was reported by the authorsAdditional informationFundingThe work of the first author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (Grant Number: 2019R1A6A1A11051177). The work of the first author was also supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. 2023R1A2C1003238).","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135730079","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement 具有个体和集体强化的相互作用随机系统的同步和波动

4区数学

Stochastic Models Pub Date : 2023-10-17 DOI: 10.1080/15326349.2023.2267663

Pierre-Yves Louis, Meghdad Mirebrahimi

{"title":"Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement","authors":"Pierre-Yves Louis, Meghdad Mirebrahimi","doi":"10.1080/15326349.2023.2267663","DOIUrl":"https://doi.org/10.1080/15326349.2023.2267663","url":null,"abstract":"AbstractThe Pólya urn is the most representative example of a reinforced stochastic process. It leads to a random (non degenerated) time-limit. The Friedman urn is a natural generalization whose almost sure (a.s.) time-limit is not random any more. In this work, in the stream of previous recent works, we introduce a new family of (finite size) systems of reinforced stochastic processes, interacting through an additional collective reinforcement of mean field type. The two reinforcement rules strengths (one component-wise, one collective) are tuned through (possibly) two different rates. In special cases, these reinforcements are of Pólya or Friedman type as in urn contexts and may thus lead to limits which may be random or not. Different parameter regimes need to be considered. We state two kind of results. First, we study the time-asymptotic and show that L2 and a.s. convergence always holds. Moreover, all the components share the same time-limit (so called synchronization phenomenon). We study the nature of the limit (random/deterministic) according to the parameters’ regime considered. Second, we study fluctuations by proving central limit theorems. Scaling coefficients vary according to the regime considered. This gives insights into many different rates of convergence. In particular, we identify the regimes where synchronization is faster than convergence toward the shared time-limit.Keywords: Almost sure convergencecentral limit theoremsfluctuationsinteracting random systemsreinforced stochastic processesstable convergencesynchronization2010 Mathematics Subject Classification: Primary 60K35Primary 60F1560F05Secondary 62L20Secondary 62P35 AcknowledgmentsI would like to thank Professor Pierre-Yves Louis for introducing me to the problem and for all the useful comments and discussions. I am also very grateful for extremely constructive feedback from the referee.Disclosure statementNo potential conflict of interest was reported by the author(s).","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135944106","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Complete f -moment convergence for a class of random variables with related statistical applications 一类随机变量的完全f矩收敛及其相关的统计应用

4区数学

Stochastic Models Pub Date : 2023-10-11 DOI: 10.1080/15326349.2023.2253278

Liangxue Li, Xuejun Wang, Chen Yi

引用次数: 0

The longest edge of the one-dimensional soft random geometric graph with boundaries 具有边界的一维软随机几何图的最长边

4区数学

Stochastic Models Pub Date : 2023-09-22 DOI: 10.1080/15326349.2023.2256825

Arnaud Rousselle, Ercan Sönmez

{"title":"The longest edge of the one-dimensional soft random geometric graph with boundaries","authors":"Arnaud Rousselle, Ercan Sönmez","doi":"10.1080/15326349.2023.2256825","DOIUrl":"https://doi.org/10.1080/15326349.2023.2256825","url":null,"abstract":"AbstractThe object of study is a soft random geometric graph with vertices given by a Poisson point process on a line and edges between vertices present with probability that has a polynomial decay in the distance between them. Various aspects of such models related to connectivity structures have been studied extensively. In this article, we study the random graph from the perspective of extreme value theory and focus on the occurrence of single long edges. The model we investigate has non-periodic boundary and is parameterized by a positive constant α, which is the power for the polynomial decay of the probabilities determining the presence of an edge. As a main result, we provide a precise description of the magnitude of the longest edge in terms of asymptotic behavior in distribution. Thereby we illustrate a crucial dependence on the power α and we recover a phase transition which coincides with exactly the same phases in Benjamini and Berger[ Citation2].Keywords: Extreme value theorymaximum edge-lengthPoisson approximationrandom graphssoft random geometric graphMSC: Primary: 05C8060G70Secondary: 60F0505C8282B21 Disclosure statementNo potential conflict of interest was reported by the authors.Additional informationFundingThe IMB receives support from the EIPHI Graduate School (contract ANR-17-EURE-0002).","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136059022","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures Poisson随机测度驱动随机动力边界的随机Cahn-Hilliard方程的中偏差

IF 0.7 4区数学

Stochastic Models Pub Date : 2023-09-08 DOI: 10.1080/15326349.2023.2250432

Ying Wang, Guanggan Chen, Pingping Wang

引用次数: 0

Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal 具有降秩边际的马尔可夫和有理到达过程的矩矩阵表示

IF 0.7 4区数学

Stochastic Models Pub Date : 2023-09-08 DOI: 10.1080/15326349.2023.2253289

A. Mészáros, M. Telek

引用次数: 0

Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications 处理器共享系统及应用中基于阈值随机路由的扩散尺度平均场波动