Stationary Distribution of a Stochastic Process
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-018-3817-x
Abstract: We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes… read more here.
Keywords: stochastic process; distribution stochastic; stationary distribution;
Stochastic maps, continuous approximation, and stable distribution.
Sign Up to like & getrecommendations! Published in 2017 at "Physical Review E"
DOI: 10.1103/physreve.96.042139
Abstract: A continuous approximation framework for general nonlinear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the Itô lemma, we obtain a Langevin type… read more here.
Keywords: stable distribution; noise; continuous approximation; distribution stochastic ... See more keywords
Outbreak Size Distribution in Stochastic Epidemic Models.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review letters"
DOI: 10.1103/physrevlett.128.078301
Abstract: Motivated by recent epidemic outbreaks, including those of COVID-19, we solve the canonical problem of calculating the dynamics and likelihood of extensive outbreaks in a population within a large class of stochastic epidemic models with… read more here.
Keywords: epidemic models; size distribution; stochastic epidemic; outbreak size ... See more keywords
Estimating the distribution of a stochastic sum of IID random variables
Sign Up to like & getrecommendations! Published in 2020 at "Mathematica Slovaca"
DOI: 10.1515/ms-2017-0389
Abstract: Abstract Suggested is a non-parametric method and algorithm for estimating the probability distribution of a stochastic sum of independent identically distributed continuous random variables, based on combining and numerically inverting the associated empirical characteristic function… read more here.
Keywords: stochastic sum; random variables; distribution; distribution stochastic ... See more keywords