Zobrazeno 1 - 10
of 80
pro vyhledávání: '"Shcherbakov, Vadim"'
Publikováno v:
Stochastic Processes and their Applications, Vol. 176 (2024), article 104420
We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present
Externí odkaz:
http://arxiv.org/abs/2401.07813
Autor:
Shcherbakov, Vadim
Publikováno v:
Markov Processes and Related Fields, 2023, volume 29, Issue 4
This survey concerns probabilistic models motivated by cooperative sequential adsorption (CSA) models. CSA models are widely used in physics and chemistry for modelling adsorption processes in which adsorption rates depend on the spatial configuratio
Externí odkaz:
http://arxiv.org/abs/2312.13731
Autor:
Gairat, Alexander, Shcherbakov, Vadim
This paper concerns a local volatility model in which volatility takes two possible values, and the specific value depends on whether the underlying price is above or below a given threshold value. The model is known, and a number of results have bee
Externí odkaz:
http://arxiv.org/abs/2305.10849
Autor:
Menshikov, Mikhail, Shcherbakov, Vadim
Balls-in-bins models describe a random sequential allocation of infinitely many balls into a finite number of bins. In these models a ball is placed into a bin with probability proportional to a given function (feedback function), which depends on th
Externí odkaz:
http://arxiv.org/abs/2204.05724
Autor:
Gairat, Alexander, Shcherbakov, Vadim
This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in [2] by using the Laplace transform and joint characteristic functions. We provide an alternative approach to deri
Externí odkaz:
http://arxiv.org/abs/2202.07688
Autor:
Gairat, Alexander, Shcherbakov, Vadim
We study a discrete Susceptible-Infected-Recovered (SIR) model for the spread of infectious disease on a homogeneous tree and the limit behavior of the model in the case when the tree vertex degree tends to infinity. We obtain the distribution of the
Externí odkaz:
http://arxiv.org/abs/2005.04743
Publikováno v:
Stochastic Processes and their Applications 144, 125-152 (2022)
A competition process is a continuous time Markov chain that can be interpreted as a system of interacting birth-and-death processes, the components of which evolve subject to a competitive interaction. This paper is devoted to the study of the long-
Externí odkaz:
http://arxiv.org/abs/2001.01480
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Autor:
Menshikov, Mikhail, Shcherbakov, Vadim
This paper concerns the long term behaviour of a growth model describing a random sequential deposition of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers of existi
Externí odkaz:
http://arxiv.org/abs/1903.04418
This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of alternative
Externí odkaz:
http://arxiv.org/abs/1810.01229