We provide a description of the Epidemics on Networks (EoN) python package designed for studying disease spread in static networks. The package consists of over $100$ methods available for users to pe...
We study a stochastic scheduling on an unreliable machine with general up-times and general set-up times which is described by a group of partial differential equations with Dirac-delta functions in t...
We study the stochastic combinatorial semi-bandit problem with unrestricted feedback delays under merit-based fairness constraints. This is motivated by applications such as crowdsourcing, and online ...
We study the improvement of Kennedy-Kuti's linear accept/reject algorithm with different ordering criterion and modified Bhanot-Kennedy estimator of $e^{ΔH}$ to reduce probability-bound violation. A ...
It is well known that excessive harvesting or hunting has driven species to extinction both on local and global scales. This leads to one of the fundamental problems of conservation ecology: how shoul...
Tri-level defender-attacker game models are a well-studied method for determining how best to protect a system (e.g., a transportation network) from attacks. Existing models assume that defender and a...
Context. In Gaia era, atmospheric turbulence, which causes stochastic wander of a star image, is a fundamental limitation to the astrometric accuracy of ground-based optical imaging. However, the posi...
The multiresolution diffusion entropy analysis is used to evaluate the stochastic information left in a time series after systematic removal of certain non-stationarities. This method allows us to est...
Contrary to the conventional view that noise is detrimental, we show that mixed noise can protect entanglement in a two-atom-cavity system. Specifically, the leakage of the cavity and the stochastic a...
Previous research on option strategies has primarily focused on their behavior near expiration, with limited attention to the transient value process of the portfolio. In this paper, we formulate Iron...
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convoluti...
GemPy is an open-source, Python-based 3-D structural geological modeling software, which allows the implicit (i.e. automatic) creation of complex geological models from interface and orientation data....
One of the fundamental open questions in computational complexity is whether the class of problems solvable by use of stochasticity under the Random Polynomial time (RP) model is larger than the class...
Recently, Hairer et. al (2012) showed that there exist SDEs with infinitely often differentiable and globally bounded coefficient functions whose solutions fail to be locally Lipschitz continuous in t...
Consider a set of jobs with independent random service times to be scheduled on a single machine. The jobs can be surgeries in an operating room, patients' appointments in outpatient clinics, etc. The...
This paper contributes to the study of class $(Σ^{r})$ as well as the càdlàg semi-martingales of class $(Σ)$, whose finite variational part is càdlàg instead of continuous. The two above-mention...
In this paper, we refine the Berry-Esseen bounds for the multivariate normal approximation of Polyak-Ruppert averaged iterates arising from the linear stochastic approximation (LSA) algorithm with dec...
The present study investigates the price (co)volatility of four dairy commodities -- skim milk powder, whole milk powder, butter and cheddar cheese -- in three major dairy markets. It uses a multivari...
Labeled state-to-function transition systems, FuTS for short, admit multiple transition schemes from states to functions of finite support over general semirings. As such they constitute a convenient ...
The paper provides simple formulas of Bayesian filtering for the exact recursive computation of state conditional probability density functions given quantized innovations signal measurements of a lin...