Search results for "Stochastic"

showing 10 items of 1018 documents

Complex Systems: an Interdisciplinary Approach

2011

Two main peculiarities characterize complex systems: the nonlinearity and the noisy environmental interaction. The comprehension of noise role in the dynamics of nonlinear systems plays a key aspect in the efforts devoted to understand and model so-called complex systems.

Complex systems Interdisciplinary Physics Noise induced effects nonlinear stochastic dynamics noise enhanced stability stochastic resonance resonant activationSettore FIS/03 - Fisica Della Materia
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Complex dynamics of leukemic cells under intermittent therapy

2009

The evolutionary dynamics of cancerous cell populations in a model of Chronic Myeloid Leukemia (CML) is investigated. A Monte Carlo approach is applied to model the cancer development and progression by simulating the stochastic evolution of initially healthy cells which can experience genetic mutations and modify their reproductive behavior, becoming leukemic clones. Front line therapy for the treatment of this kind of tumor is achieved by tyrosine kinase inhibitors, namely imatinib (Gleevec) or, more recently, dasatinib or nilotinib. Despite they represent the first example of a successful molecular targeted therapy, the development of resistance to these drugs is observed in a proportion…

Complex systemsStochastic dynamicSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Cancer evolution
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Appearances of pseudo-bosons from Black-Scholes equation

2016

It is a well known fact that the Black-Scholes equation admits an alternative representation as a Schr\"odinger equation expressed in terms of a non self-adjoint hamiltonian. We show how {\em pseudo-bosons}, linear or not, naturally arise in this context, and how they can be used in the computation of the pricing kernel.

ComputationFOS: Physical sciencesStatistical and Nonlinear PhysicsBlack–Scholes modelMathematical Physics (math-ph)Mathematics::Spectral Theory01 natural sciences010305 fluids & plasmasSchrödinger equationsymbols.namesakeStochastic discount factor0103 physical sciencessymbols010306 general physicsHamiltonian (quantum mechanics)Settore MAT/07 - Fisica MatematicaMathematical PhysicsStatistical and Nonlinear PhysicBosonMathematical physicsMathematics
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Stochastic analysis of dynamical systems with delayed control forces

2006

Abstract Reduction of structural vibration in actively controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-normal delta-correlated random process with delayed control forces. Taylor series expansion of the control forces has been introduced and the statistics of the dynamical response have been obtained by means of the extended Ito differential rule. Numerical application provided shows the capabilities of the proposed method to analyze stochastic dynamic systems with delayed actions under delta-correlated process contrasting statist…

Computational methods in classical mechanicNumerical AnalysisDynamical systems theoryStochastic processApplied MathematicsStochastic analysis methodsProcess (computing)General linear dynamical systemDynamical systemLinear dynamical systemsymbols.namesakeControl theoryModeling and SimulationTaylor seriessymbolsNonlinear dynamics and nonlinear dynamical systemDifferential (infinitesimal)Reduction (mathematics)MathematicsCommunications in Nonlinear Science and Numerical Simulation
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Performance analysis of user-centric SBS deployment with load balancing in heterogeneous cellular networks: A Thomas cluster process approach

2020

Abstract In conventional heterogeneous cellular networks (HCNets), the locations of user equipments (UEs) and base stations (BSs) are modeled randomly using two different homogeneous Poisson point processes (PPPs). However, this might not be a suitable assumption in case of UE distribution because UE density is not uniform everywhere in HCNets. Keeping in view the existence of nonuniform UEs, the small base stations (SBSs) are assumed to be deployed in the areas with high UE density, which results in correlation between UEs and BS locations. In this paper, we analyse the performance of HCNets with nonuniform UE deployment containing a union of clustered and uniform UE sets. The clustered UE…

Computer Networks and CommunicationsComputer scienceDistributed computing020206 networking & telecommunications02 engineering and technologyLoad balancing (computing)Poisson distributionsymbols.namesakeBase station0202 electrical engineering electronic engineering information engineeringsymbolsCellular network020201 artificial intelligence & image processingNetwork performanceStochastic geometryComputer Networks
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Learning Automata-based Misinformation Mitigation via Hawkes Processes

2021

AbstractMitigating misinformation on social media is an unresolved challenge, particularly because of the complexity of information dissemination. To this end, Multivariate Hawkes Processes (MHP) have become a fundamental tool because they model social network dynamics, which facilitates execution and evaluation of mitigation policies. In this paper, we propose a novel light-weight intervention-based misinformation mitigation framework using decentralized Learning Automata (LA) to control the MHP. Each automaton is associated with a single user and learns to what degree that user should be involved in the mitigation strategy by interacting with a corresponding MHP, and performing a joint ra…

Computer Networks and CommunicationsComputer scienceDistributed computingStochastic optimizationSocial media Misinformation02 engineering and technologyCrisis mitigationArticleTheoretical Computer ScienceLearning automata020204 information systemsConvergence (routing)0202 electrical engineering electronic engineering information engineeringState spaceSocial mediaMisinformationVDP::Teknologi: 500::Informasjons- og kommunikasjonsteknologi: 550Social networkLearning automatabusiness.industryAutomaton020201 artificial intelligence & image processingStochastic optimizationbusinessHawkes processesSoftwareInformation Systems
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Classes of sum-of-cisoids processes and their statistics for the modeling and simulation of mobile fading channels

2013

Published version of an article in the journal: EURASIP Journal on Wireless Communications and Networking. Also available from the publisher at: http://dx.doi.org/10.1186/1687-1499-2013-125 Open access In this paper, we present a fundamental study on the stationarity and ergodicity of eight classes of sum-of-cisoids (SOC) processes for the modeling and simulation of frequency-nonselective mobile Rayleigh fading channels. The purpose of this study is to determine which classes of SOC models enable the design of channel simulators that accurately reproduce the channel’s statistical properties without demanding information on the time origin or the time-consuming computation of an ensemble ave…

Computer Networks and CommunicationsComputer scienceStochastic processAutocorrelationEnsemble averageErgodicityVDP::Technology: 500::Information and communication technology: 550Computer Science ApplicationsModeling and simulationVDP::Mathematics and natural science: 400::Information and communication science: 420Signal ProcessingStatisticsErgodic theoryFadingCommunication channelRayleigh fadingEURASIP Journal on Wireless Communications and Networking
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Noise assisted image processing by ensembles of R-SETs

2017

AbstractWe study how noise can assist the processing of an image in a resistance-single electron transistor (R-SET) model. The image is an 8-bit black and white picture. Every grey level is codified linearly into a sub-threshold input potential applied for a prescribed time window to an ensemble of R-SETs that transforms it into a spiking frequency. The addition of a background white noise potential of high amplitude permits the ensemble to process the image by means of the stochastic resonance phenomenon. Aside from the positive aspects, we analyse the negative impact of using noise and how we can minimize it using redundancy and a longer measuring time. The results are compared with the c…

Computer Networks and CommunicationsComputer scienceStochastic resonancebusiness.industryImage processing02 engineering and technologyWhite noise021001 nanoscience & nanotechnologyMachine learningcomputer.software_genre03 medical and health sciencesNoise0302 clinical medicineRedundancy (information theory)Dark-frame subtractionImage noiseMedian filterArtificial intelligence0210 nano-technologybusinesscomputerAlgorithm030217 neurology & neurosurgerySoftwareInternational Journal of Parallel, Emergent and Distributed Systems
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A novel faster failure detection strategy for link connectivity using Hello messaging in mobile ad hoc networks

2019

Faster failure detection is one of the main steps responsible for efficient link connectivity in mobile ad hoc networks (MANETs). Under a random behaviour of network nodes and link/node failure, th...

Computer Networks and CommunicationsComputer sciencebusiness.industryStochastic processNode (networking)020206 networking & telecommunications02 engineering and technologyLink (geometry)Mobile ad hoc networkHardware and Architecture0202 electrical engineering electronic engineering information engineeringbusinessSoftwareComputer networkInternational Journal of Ad Hoc and Ubiquitous Computing
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On the first- and second-order statistics of the capacity of N*Nakagami-m channels for applications in cooperative networks

2012

This article deals with the derivation and analysis of the statistical properties of the instantaneous channel capacitya of N*Nakagami-m channels, which has been recently introduced as a suitable stochastic model for multihop fading channels. We have derived exact analytical expressions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the instantaneous channel capacity of N*Nakagami-m channels. For large number of hops, we have studied the first-order statistics of the instantaneous channel capacity by assuming that the fading amplitude of the channel can approximately be modeled as a lognor…

Computer Networks and CommunicationsStochastic modellingComputer scienceCumulative distribution functionNakagami distributionComputer Science ApplicationsComputer Science::PerformanceChannel capacitySignal ProcessingLog-normal distributionStatisticsComputer Science::Networking and Internet ArchitectureFadingStatistical physicsComputer Science::Information TheoryCommunication channelEURASIP Journal on Wireless Communications and Networking
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