Zobrazeno 1 - 10
of 20 915
pro vyhledávání: '"jump processes"'
Autor:
Larsson, Martin, Long, Shukun
Markovian projections arise in problems where we aim to mimic the one-dimensional marginal laws of an It\^o semimartingale by using another It\^o process with simpler dynamics. In applications, Markovian projections are useful in calibrating jump-dif
Externí odkaz:
http://arxiv.org/abs/2412.04589
We extend the principles of information thermodynamics to study energy and information exchanges between coupled systems composed of one part undergoing a Markov jump process and another underdamped diffusion. We derive integral fluctuation theorems
Externí odkaz:
http://arxiv.org/abs/2412.03226
We investigate the first passage time beyond a barrier located at $b\geq0$ of a random walk with independent and identically distributed jumps, starting from $x_0=0$. The walk is subject to stochastic resetting, meaning that after each step the evolu
Externí odkaz:
http://arxiv.org/abs/2410.05835
Autor:
Frezzato, Diego1 (AUTHOR) diego.frezzato@unipd.it
Publikováno v:
Journal of Chemical Physics. 6/21/2024, Vol. 160 Issue 23, p1-9. 9p.
Autor:
Tong, Zhi-Sheng1 (AUTHOR), Cheng, Zhi-Wen1 (AUTHOR) chengzhiwen@tyut.edu.cn, Liu, Xiu-Fang1 (AUTHOR), Jing, Ying-Chuan1 (AUTHOR)
Publikováno v:
Communications in Statistics: Theory & Methods. Jul2024, p1-10. 10p.
Autor:
Du, Qian, Mao, Yong-Hua
For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit representa
Externí odkaz:
http://arxiv.org/abs/2407.19803
Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is known to be
Externí odkaz:
http://arxiv.org/abs/2406.06419