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  • Search: subject:"Interacting Particle System"
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Subject
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Interacting particle system 5 Assembly process 1 Cellular automata 1 Clock model 1 Credit Risk 1 Credit risk 1 Default Contagion 1 Discretization 1 Finite homogeneous Markov chain 1 Gibbs measures 1 Hyperparameter 1 Input–output model 1 Interacting Particle System 1 Ising model 1 Kreditrisiko 1 Kriging 1 Manufacturing systems 1 Markov chain 1 Mean-field 1 Monte Carlo Method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Non-equilibrium 1 Non-ergodicity 1 Optimisation 1 Option pricing theory 1 Optionspreistheorie 1 Probabilistic cellular automaton 1 Probability 1 Rare event 1 Rotation 1 Stopping time 1 Surrogate model 1 Time-inconsistency 1 Voter model 1 Wasserstein distance 1 XY-model 1 Zero-sum Dynkin game 1
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Undetermined 4 Free 1
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Article 6
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Article in journal 2 Aufsatz in Zeitschrift 2
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Undetermined 4 English 2
Author
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Agapie, Alexandru 1 Balesdent, Mathieu 1 Djehiche, Boualem 1 Ezaki, Takahiro 1 Jacquemart, Damien 1 Jahnel, Benedikt 1 Külske, Christof 1 Marzat, Julien 1 Morio, Jérôme 1 Nishinari, Katsuhiro 1 Takada, Hideyuki 1 Yanagisawa, Daichi 1
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Physica A: Statistical Mechanics and its Applications 2 Computational Statistics & Data Analysis 1 Journal of mathematical finance 1 Mathematics and financial economics 1 Stochastic Processes and their Applications 1
Source
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RePEc 4 ECONIS (ZBW) 2
Showing 1 - 6 of 6
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On the value of a time-inconsistent mean-field zero-sum Dynkin game
Djehiche, Boualem - In: Mathematics and financial economics 18 (2024) 2/3, pp. 483-513
Persistent link: https://www.econbiz.de/10015189212
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Dynamics of assembly production flow
Ezaki, Takahiro; Yanagisawa, Daichi; Nishinari, Katsuhiro - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 62-73
Despite recent developments in management theory, maintaining a manufacturing schedule remains difficult because of production delays and fluctuations in demand and supply of materials. The response of manufacturing systems to such disruptions to dynamic behavior has been rarely studied. To...
Persistent link: https://www.econbiz.de/10011209691
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A class of non-ergodic probabilistic cellular automata with unique invariant measure and quasi-periodic orbit
Jahnel, Benedikt; Külske, Christof - In: Stochastic Processes and their Applications 125 (2015) 6, pp. 2427-2450
We provide an example of a discrete-time Markov process on the three-dimensional infinite integer lattice with Zq-invariant Bernoulli-increments which has as local state space the cyclic group Zq. We show that the system has a unique invariant measure, but remarkably possesses an invariant set...
Persistent link: https://www.econbiz.de/10011209771
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Multi-name extension to the credit grades and an efficient Monte Carlo method
Takada, Hideyuki - In: Journal of mathematical finance 4 (2014) 3, pp. 188-206
Persistent link: https://www.econbiz.de/10010400105
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Optimisation of interacting particle systems for rare event estimation
Morio, Jérôme; Jacquemart, Damien; Balesdent, Mathieu; … - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 117-128
The interacting particle system (IPS) is a recent probabilistic model proposed to estimate rare event probabilities for …
Persistent link: https://www.econbiz.de/10010871484
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Simple form of the stationary distribution for 3D cellular automata in a special case
Agapie, Alexandru - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 13, pp. 2495-2499
3D cellular automata can be analyzed by means of finite homogeneous Markov chains. If the automaton is allowed to change only one cell per iteration, and the transition probability depends linearly on the number of ones in the neighborhood, the Markov chain has two attractors at all zeroes and...
Persistent link: https://www.econbiz.de/10010591786
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