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There is sustained and widespread interest in understanding the limit, if there is any, to the human life span. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social security sys ...
Dynamic optimization problems affected by uncertainty are ubiquitous in many application domains. Decision makers typically model the uncertainty through random variables governed by a probability distribution. If the distribution is precisely known, then ...
Characterizing the dynamics of suspended sediment is crucial when investigating the long-term evolution of tidal landscapes. Here we apply a widely tested mathematical model which describes the dynamics of cohesive and noncohesive sediments, driven by the ...
We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...
We investigate lower and upper bounds for the blowup times of a system of semilinear SPDEs. Under certain conditions on the system parameters, we obtain explicit solutions of a related system of random PDEs, which allows us to use a formula due to Yor to o ...
In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...
We study stationary max-stable processes {n(t): t is an element of R} admitting a representation of the form n(t) = max(i is an element of N) (U-i +Y-i(t)), where Sigma(infinity)(i=1) delta U-i is a Poisson point process on R with intensity e(-u)du, and Y1 ...
Consider a stream of status updates generated by a source, where each update is of one of two types: high priority or ordinary (low priority). These updates are to be transmitted through a network to a monitor. However, the transmission policy of each pack ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...