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We study the dynamics of systems with deterministic trajectories randomly forced by instantaneous discontinuous jumps occurring according to two different compound Poisson processes. One process, with constant frequency, causes instantaneous positive rando ...
We present Fuzzy Prophet, a probabilistic database tool for constructing, simulating and analyzing business scenarios with uncertain data. Fuzzy Prophet takes externally defined probability distribution (so called VG-Functions) and a declarative descriptio ...
We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...
We present an experiment-based characterization of passive suppression and active self-interference cancellation mechanisms in full-duplex wireless communication systems. In particular, we consider passive suppression due to antenna separation at the same ...
We describe a prototype approach to flexible modelling for maxima observed at sites in a spatial domain, based on fitting of max-stable processes derived from underlying Gaussian random fields. The models we propose have generalised extreme-value marginal ...
We revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a determinant of a ...
Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative gaussian w ...
In this paper, we propose an "arbitrarily varying channel" (AVC) approach to study the capacity of non-coherent transmission in a network that employs randomized linear network coding. The network operation is modeled by a matrix channel over a finite fiel ...
Microsimulation of transportation and land use evolution require base year, individual characteristics and disaggregate locations of the households and persons living in the study area. On the other hand at best, the census and travel survey, which are the ...
When examining complex problems, such as the folding of proteins, coarse grained descriptions of the system drive our investigation and help us to rationalize the results. Oftentimes collective variables (CVs), derived through some chemical intuition about ...