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Joint distributions of synchronization models
P. 644–648.
We consider Markov models of multicomponent systems with synchronizing interaction. Under natural regularity assumptions about the message routing graph, they have nice longtime behavior. We are interested in limit probability laws related to the steady state viewed from the center-of-mass coordinate system.
Morychev G., Sizykh D., Sizykh N., IEEE Access 2025 Vol. 13 P. 213194–213210
One of the main tools for analyzing large volumes of financial data is the use of clustering methods and models, which allow the identification of various patterns. This study examines the problem of clustering time series that reflect the behavior of prices, yields, modes, trends, and a number of related stock indicators. The relevance and ...
Added: February 3, 2026
A. Logachov, Logachova O., Yambartsev A., Stochastic Processes and their Applications 2024 Vol. 176 Article 104447
In this paper, we propose a new definition of catastrophes and present our results on large deviations for Poisson processes with catastrophes that satisfy this definition. Our earlier work focused on (almost) uniformly distributed catastrophes, but the current paper extends the results to a larger class of catastrophes. We show that the rate function remains ...
Added: December 7, 2024
Атласов И. В., Выскуб В. Г., Kaperko A. et al., Системы управления и информационные технологии (Российская Федерация) 2024 № 1(95) С. 57–62
It is proved that, in the limit, the associated scalable Markov process converges to a deterministic dynamical system with a unique equilibrium point described by a non-standard fixed point method ...
Added: September 12, 2024
Gurvich V., Naumova M., Annals of Operations Research 2023 No. 336 P. 1905–1927
Added: August 7, 2024
Mani D., Mahendran A., International Journal of Internet Technology and Secured Transactions 2019 Vol. 1 No. 2 P. 37–56
This paper exhibits a risk-based philosophy in cloud computing to estimate ideal quality and maintenance which maximise the high availability of cloud administration infrastructure. The procedure is confined into two stages: 1) accessibility displaying the cloud; 2) hazard based assessment. The projected procedure is practical to the healthcare scheme using Markov chain process. The proposed ...
Added: November 24, 2021
Bolychev A., Manita A., Journal of Physics: Conference Series 2021 Vol. 1740 No. 1 P. 1–6
The classical Hegselmann-Krause opinion dynamics model is known for the simplicity of its interaction rules and for the striking complexity of its collective behavior observed in computer simulations. The nonlinearity of the dynamics makes an analytical study of the model a very hard task. Recently there is some interest in introducing a random noise in ...
Added: June 23, 2021
Piatnitski A., Pirogov S. A., Zhizhina E., Applicable Analysis 2019 Vol. 98 No. 1-2 P. 217–231
The goal of the paper is to describe the large time behaviour of a symmetric diffusion in a high-contrast periodic environment and to characterize the limit process under the diffusive scaling. We consider separately the C_0 and L^2 settings. ...
Added: December 5, 2020
Averboukh Y., SIAM Journal on Control and Optimization 2016 Vol. 54 No. 5 P. 2629–2649
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game. The dynamics of the model game differs from the original one. The general result applied ...
Added: April 17, 2020
Tumanov M., Piunovskly A., Plakhov A., Optimal Control Applications and Methods 2019 P. 1–21
Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the optimality equation. The theory is illustrated by an example from mathematical epidemiology. The developed methods can be also useful for ...
Added: February 27, 2020
Veretennikov A., Veretennikova M., / Series "Working papers by Cornell University". 2019.
New convergence rate asymptotic bound for a class of homogeneous Markov chains is established. ...
Added: November 14, 2019
Kolokoltsov V., Fractional Calculus and Applied Analysis 2019 Vol. 22 No. 3 P. 543–600
This paper aims at unifying and clarifying the recent advances in the analysis of the fractional and generalized fractional Partial Differential Equations of Caputo and Riemann-Liouville type arising essentially from the probabilistic point of view. This point of view leads to the path integral representation for the solutions of these equations, which is seen to ...
Added: November 14, 2019
Landim C., Mariani M., Seo I., Archive for Rational Mechanics and Analysis 2019 Vol. 231 No. 2 P. 887–938
We present two variational formulae for capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles to provide a sharp estimate for the transition times between two different wells for non-reversible diffusion processes. This estimate permits us to describe ...
Added: October 3, 2018
Manita A., , in: Analytical and Computational Methods in Probability TheoryVol. 10684: Analytical and Computational Methods in Probability Theory.: Berlin: Springer, 2017. P. 347–360.
We consider Markov models of multicomponent systems with synchronizing interaction. Under natural regularity assumptions about the message routing graph, they have nice longtime behavior. We are interested in limit probability laws related to the steady state viewed from the center-of-mass coordinate system. ...
Added: July 16, 2018
Manita A., Manita L., Journal of Physics: Conference Series 2018 Vol. 955 No. 012038 P. 1–6
We propose new deterministic and stochastic models for synchronization of clocks in nodes of distributed networks. An external accurate time server is used to ensure convergence of the node clocks to the exact time. These systems have much in common with mathematical models of opinion formation in multiagent systems. There is a direct analogy between ...
Added: May 19, 2018