Displaying 81 – 100 of 140

Showing per page

Steady state and scaling limit for a traffic congestion model

Ilie Grigorescu, Min Kang (2010)

ESAIM: Probability and Statistics

In a general model (AIMD) of transmission control protocol (TCP) used in internet traffic congestion management, the time dependent data flow vector x(t) > 0 undergoes a biased random walk on two distinct scales. The amount of data of each component xi(t) goes up to xi(t)+a with probability 1-ζi(x) on a unit scale or down to γxi(t), 0 < γ < 1 with probability ζi(x) on a logarithmic scale, where ζi depends on the joint state of the system x. We investigate the long time behavior, mean field...

Stein’s method in high dimensions with applications

Adrian Röllin (2013)

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

Let h be a three times partially differentiable function on n , let X = ( X 1 , ... , X n ) be a collection of real-valued random variables and let Z = ( Z 1 , ... , Z n ) be a multivariate Gaussian vector. In this article, we develop Stein’s method to give error bounds on the difference 𝔼 h ( X ) - 𝔼 h ( Z ) in cases where the coordinates of X are not necessarily independent, focusing on the high dimensional case n . In order to express the dependency structure we use Stein couplings, which allows for a broad range of applications, such as classic occupancy,...

Stimuli-Responsive Polymers in Nanotechnology: Deposition and Possible Effect on Drug Release

A. L. Yarin (2008)

Mathematical Modelling of Natural Phenomena

Stimuli-responsive polymers result in on-demand regulation of properties and functioning of various nanoscale systems. In particular, they allow stimuli-responsive control of flow rates through membranes and nanofluidic devices with submicron channel sizes. They also allow regulation of drug release from nanoparticles and nanofibers in response to temperature or pH variation in the surrounding medium. In the present work two relevant mathematical models are introduced to address precipitation-driven...

Stochastic approximations of the solution of a full Boltzmann equation with small initial data

Sylvie Meleard (2010)

ESAIM: Probability and Statistics

This paper gives an approximation of the solution of the Boltzmann equation by stochastic interacting particle systems in a case of cut-off collision operator and small initial data. In this case, following the ideas of Mischler and Perthame, we prove the existence and uniqueness of the solution of this equation and also the existence and uniqueness of the solution of the associated nonlinear martingale problem. 
Then, we first delocalize the interaction by considering a mollified Boltzmann...

Currently displaying 81 – 100 of 140