All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 2 Next

Displaying 21 – 40 of 145

Showing per page

The continuum reaction-diffusion limit of a stochastic cellular growth model

Stephan Luckhaus, Livio Triolo (2004)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

A competition-diffusion system, where populations of healthy and malignant cells compete and move on a neutral matrix, is analyzed. A coupled system of degenerate nonlinear parabolic equations is derived through a scaling procedure from the microscopic, Markovian dynamics. The healthy cells move much slower than the malignant ones, such that no diffusion for their density survives in the limit. The malignant cells may locally accumulate, while for the healthy ones an exclusion rule is considered....

The discrete-time parabolic Anderson model with heavy-tailed potential

Francesco Caravenna, Philippe Carmona, Nicolas Pétrélis (2012)

Annales de l'I.H.P. Probabilités et statistiques

We consider a discrete-time version of the parabolic Anderson model. This may be described as a model for a directed ( 1 + d ) -dimensional polymer interacting with a random potential, which is constant in the deterministic direction and i.i.d. in the d orthogonal directions. The potential at each site is a positive random variable with a polynomial tail at infinity. We show that, as the size of the system diverges, the polymer extremity is localized almost surely at one single point which grows ballistically....

The expected cumulative operational time for finite semi-Markov systems and estimation

Brahim Ouhbi, Ali Boudi, Mohamed Tkiouat (2007)

RAIRO - Operations Research

In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.

The first exit of almost strongly recurrent semi-Markov processes

Joachim Domsta, Franciszek Grabski (1995)

Applicationes Mathematicae

Let ( · ) , n ∈ N, be a sequence of homogeneous semi-Markov processes (HSMP) on a countable set K, all with the same initial p.d. concentrated on a non-empty proper subset J. The subrenewal kernels which are restrictions of the corresponding renewal kernels on K×K to J×J are assumed to be suitably convergent to a renewal kernel P (on J×J). The HSMP on J corresponding to P is assumed to be strongly recurrent. Let [ π j ; j ∈ J] be the stationary p.d. of the embedded Markov chain. In terms of the averaged...

The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles

Ashkan Nikeghbali, Dirk Zeindler (2013)

Annales de l'I.H.P. Probabilités et statistiques

The goal of this paper is to analyse the asymptotic behaviour of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens measure. We combine tools from combinatorics and complex analysis (e.g. singularity analysis of generating functions) to prove that under some analytic conditions (on relevant generating functions) the cycle process converges to a vector of independent Poisson variables...

Currently displaying 21 – 40 of 145