We consider continuous space–time decay–surge population models, which are semi-stochastic processes for which deterministically declining populations, bound to fade away, are reinvigorated at random times by bursts or surges of random sizes. In a pa…
Motivated by recent studies of big samples, this work aims to construct a parametric model which is characterized by the following features: (i) a ‘local’ reinforcement, i.e. a reinforcement mechanism mainly based on the last observations, (ii) a rando…
We use probabilistic methods to study properties of mean-field models, which arise as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that n particles move forward on the real line. S…
In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of the order
for the nth i…
In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of the order
for the nth i…
We consider a sequence of Poisson cluster point processes on
: at step
of the construction, the cluster centers have intensity
for some
, and each cluster consists of the particles of a branching random walk up to generation n—g…