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Persistent link: https://www.econbiz.de/10005061373
It is well-known from the work of Sch ̈onbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose deterministic jump intensity is called local intensity. The Stochastic Local Intensity (SLI) models such as the one...
Persistent link: https://www.econbiz.de/10010607937
The Axelrod model is a spatial stochastic model for the dynamics of cultures which, similar to the voter model, includes social influence, but differs from the latter by also accounting for another social factor called homophily, the tendency to interact more frequently with individuals who are...
Persistent link: https://www.econbiz.de/10010580878
It is well-known from the work of Sch ̈onbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose deterministic jump intensity is called local intensity. The Stochastic Local Intensity (SLI) models such as the one...
Persistent link: https://www.econbiz.de/10010820873
We consider a stochastic model of N evolving particles studied by Brunet and Derrida. This model can be seen as a directed polymer in random medium with N sites in the transverse direction. Cook and Derrida use heuristic arguments to obtain a formula for the ground state energy of the polymer....
Persistent link: https://www.econbiz.de/10010907047
We present numerical results on a stochastic population dynamics model with reproduction rates depending on the density of particles in a neighborhood. In order to investigate the role of fluctuations some characteristics of the model are compared with those computed from its deterministic...
Persistent link: https://www.econbiz.de/10011057563
We consider a q-TASEP model started from step initial condition where all but finitely many particles have speed 1 and a few particles are slower. It is shown in Ferrari and Veto (2013) that the rescaled particles position of q-TASEP with identical hopping rates obeys a limit theorem à la...
Persistent link: https://www.econbiz.de/10011264613