Harlamov, B. P.
Published in
Journal of Mathematical Sciences

A one-dimensional diffusion process is considered. The characteristic operator of this process is assumed to be a linear differential operator of the second order with negative coefficient at the term with zero derivative. Such an operator determines the measure of a Markov diffusion process with break (the first interpretation), and also the measu...

Lages, José Patt, Antoine Shepelyansky, Dima L.
Published in
The European Physical Journal B

We use the directed networks between articles of 24 Wikipedia language editions for producing the wikipedia ranking of world Universities (WRWU) using PageRank, 2DRank and CheiRank algorithms. This approach allows to incorporate various cultural views on world universities using the mathematical statistical analysis independent of cultural preferen...

Vasiliev, N. N. Terentjev, A. B.
Published in
Journal of Mathematical Sciences

We describe some computer experiments with 3D Young diagrams for modelling a Markov process whose properties are close to those of the Plancherel growth process in the two-dimensional case. The transition probabilities of this process are defined by formulas involving the lengths of 3D hooks. They were obtained by generalizing well-known formulas f...

Nguyen, Quoc Thong

We develop the probabilistic models of the print at the microscopic scale. We study the shape randomness of the dots that originates the prints, and the new models could improve many applications such as the authentication. An analysis was conducted on various papers, printers. The study shows a large variety of shape that depends on the printing t...

Harlamov, B. P.
Published in
Journal of Mathematical Sciences

A one-dimensional locally Markov diffusion process with positive range of values is considered. It is assumed that this process is reflected from the point 0. All the variants of reflection with preservation of the semi-Markov property are described. The reflected process is still locally Markov in open intervals, but it can lose the global Markov ...

Borisov, A. V. Miller, B. M. Semenikhin, K. V.
Published in
Automation and Remote Control

The problem of optimal filtering of the Markov process with finite number of states through the discrete observations arriving at random time instants was formulated and resolved. It was established that the desired estimate obeys a finite-dimensional differential-difference system which admits an explicit solution. The theoretical results obtained...

Chetrite, Raphaël Touchette, Hugo
Published in
Annales Henri Poincaré

We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used in the conditioning is a large deviation-type event, characterized by a convex rate function. Under this assump...

Zio, Enrico

This chapter introduces the principles underlying the simulation of the probability distributions which typically characterize the life/failure processes of engineered components and systems. The basic procedures for sampling random numbers are reviewed and examples are provided with reference to the uniform, exponential and Weibull distributions w...

Esmaeil Zadeh Soudjani, S. (author)

Stochastic hybrid systems involve the coupling of discrete, continuous, and probabilistic phenomena, in which the composition of continuous and discrete variables captures the behavior of physical systems interacting with digital, computational devices. Because of their versatility and generality, methods for modeling, analysis, and verification of...

Borodin, A. Olshanski, G.
Published in
Journal of Mathematical Sciences

We discuss a stochastic particle system consisting of a two-dimensional array of particles living in one space dimension. The stochastic evolution bears a certain similarity to Hammersley’s process, and the particle interaction is governed by the combinatorics of Young tableaux. Bibliography: 7 titles.