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On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

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Propagation Models for Biochemical Reaction Networks

Maria-Emanuela-Canini Mateescu

In this thesis we investigate different ways of approximating the solution of the chemical master equation (CME). The CME is a system of differential equations that models the stochastic transient behaviour of biochemical reaction networks. It does so by d ...

EPFL2011

Model misspecification in peaks over threshold analysis

Anthony Christopher Davison, Mária Süveges

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...

2010

Jump-diffusions in Hilbert spaces: existence, stability and numerics

Damir Filipovic

By means of an original approach, called 'method of the moving frame', we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path-dependent coefficients driven by an i ...

2010

The age of gossip: Spatial mean-field regime

Jean-Yves Le Boudec, Nikodin Ristanovic

Disseminating a piece of information, or updates for a piece of information, has been shown to benefit greatly from simple randomized procedures, sometimes referred to as gossiping, or epidemic algorithms. Similarly, in a network where mobile nodes occasio ...

2009

Applying combined field integral equation technique to analyze quasi-waveguide structures

Juan Ramon Mosig, Michael Mattes, Laleh Golestanirad

In this paper a detailed mathematical procedure is described to evaluate modal scattering parameters conventionally defined in planar multilayered structures excited by wave ports. Combined Field Integral Equation technique is implemented and solved using ...

2009

The non-linear stochastic wave equation in high dimensions

Daniel Conus

The main topic of this thesis is the study of the non-linear stochastic wave equation in spatial dimension greater than 3 driven by spatially homogeneous Gaussian noise that is white in time. We are interested in questions of existence and uniqueness of so ...

EPFL2008

A path integral formalism of DNA looping probability

Ludovica Cotta-Ramusino

In this thesis we describe a path integral formalism to evaluate approximations to the probability density function for the location and orientation of one end of a continuum polymer chain at thermodynamic equilibrium with a heat bath. We concentrate on th ...

EPFL2008

Percolation in the signal to interference ratio graph

Patrick Thiran, Nicolas Macris, Olivier Dousse

Continuum percolation models in which pairs of points of a two-dimensional Poisson point process are connected if they are within some range to each other have been extensively studied. This paper considers a variation in which a connection between two poi ...

2006

Ultrawide Bandwidth Signals as Shot-Noise: a Unifying Approach

Andrea Ridolfi

This paper presents general methods for obtaining power spectra of a large class of signals and random fields driven by an underlying point processes, in particular spatial shot noises with random impulse response and arbitrary basic stationary point proce ...

2005

Percolation in the signal to interference ratio graph

Patrick Thiran, Nicolas Macris, Olivier Dousse

2005