one-dimensional random processes
Stochastic travelling waves driven by one dimensional Wiener processes
... construct random elements (termed realisations of our solution) such that this ordering is preserved, that is the realisations become more stretched with ...
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One dimensional interacting particle systems as Pfaffian point processes
... annihilating random walks on Z [3, ...annihilating random walk model of section ...annihilating random walks with pairwise immigration is embedded in the Ising spin chain under positive temperature ...
163
One dimensional scaling limits in a planar Laplacian random growth model
... describe processes where the local growth rate of a piece of the boundary of a growing compact cluster is determined by the Green’s function of the exterior of the ...growth processes can be used to model a ...
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Inference on point processes with unobserved one dimensional reference structure
... In this paper we consider planar point processes that are observed on a (random) reference set. We develop an approach that infers the local orientation of the reference set which can then be used to ...
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Stochastic resin transfer molding process
... stochastic one-dimensional moving-boundary prob- lem, where analytical analysis is ...the random hydraulic ...a random hydraulic conductivity ...the random hydraulic conductiv- ity is ...
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One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments
... Obtained in the present work, an upper estimate of the convergence rate of the density function of a multidimensional fractional Brownian motion with reflection at the boundaries of a square is not exponential as in the ...
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Non parametric Bayesian drift estimation for one dimensional diffusion processes
... We consider diffusions on the circle and establish a Bayesian esti- mator for the drift function based on observing the local time and us- ing Gaussian priors. Given a standard Girsanov likelihood, we prove that the ...
49
Compound Poisson point processes, concentration and oracle inequalities
... empirical processes have been derived one after another for several ...empirical processes from some value (for example, the mean and median) in ...(NB) random variables and its statistical ...
28
On p-generalized elliptical random processes
... corresponding processes are p-generalizations of elliptical random processes having axis-aligned fdds, see Yao (1973) and Kano (1994) for the case of p = ...multivariate one by Lange and ...
37
Slow movement of a random walk on the range of a random walk in the presence of an external field
... biased random walk on the range of a two-sided simple random walk in high ...simple random walk S has self-intersections, and so the range is no longer a simple ...biased random walk X ...
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Transient random walk in symmetric exclusion: limit theorems and an Einstein relation
... zero-range processes), apart from recent re- sults for specific cases (den Hollander and dos Santos (2013), den Hollander et ...static, one-dimensional case, where unusual asymptotic behavior can be ...
17
MEXIT : Maximal un coupling times for stochastic processes
... the random time T , then the localization theorems of stochastic calculus tell us that the integrated drifts and quadratic variations of X + and X − must also agree up to time T ...
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A Dirichlet form approach to MCMC optimal scaling
... fixed dimensional chains X ( n ) is a difficult problem, typically not admitting analytic solution, whereas the limiting object X ∞ is often simple enough to allow a neat analytical ...
31
Statistics of finite time Lyapunov exponents in a random time dependent potential
... In this work, we presented a uniform approach to the asymptotic statistics of finite-time Lyapunov exponents, for the model 共 described in Sec. II 兲 of a particle moving in a random time-dependent potential. The ...
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18MAB203T-U2-Book.pdf
... 2.1 Problems based on Two Dimensional Discrete and Continuous Unit-2-Two Dimensional Random Variables.. Two Dimensional Random Variables-Session 6,7 and 9[r] ...
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Conditional Processes Induced by Birth and Death Processes
... Throughout this paper we denote by c an arbitrarily fixed point of Σ ∗ . The operator G is defined by the mapping from u ∈ DG to f that appeared in 2.9. The operator G is called the one-dimensional ...
24
Statistics of Projected Motion in One Dimension of a D Dimensional Random Walker
... that random walk was described in the litera- ture but its application is widely spread all over in nature starting from move- ment of animals, micro-organisms [1], cell migration [1], motion of reagent molecules ...
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Demographic stochasticity in the SDE SIS epidemic model
... There are three different types of stochastic models commonly used in population biology, namely the discrete time Markov chain (DTMC), continuous time Markov chain (CTMC) and stochastic differential equations (SDEs) [2, ...
29
Connectivity of Random 1-Dimensional Networks
... of random one-dimensional networks when inter-node spacings have arbitrary probability ...a random one-dimensional network in the classical case when inter-node spacings have a ...
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An Image Encryption Technique to Remove the Drawback of the One Dimensional Scrambling Method of Image Encryption
... The proposed algorithm encrypts the plain image that is shown in figure 11. Figure 12 represents an encrypted image that is retrieved after one round of encryption. Afterward, figure 13 is generated after 15 ...
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