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A simple stochastic model for the dynamics of condensation
 J. Phys. A
, 1998
"... Abstract. We consider the dynamics of a model introduced recently by Bialas, Burda and Johnston. At equilibrium the model exhibits a transition between a fluid and a condensed phase. For long evolution times the dynamics of condensation possesses a scaling regime that we study by analytical and nume ..."
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Cited by 6 (0 self)
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for publication to Journal of Physics A 1 Introduction. Recently a number of studies have been devoted to the dynamics of the Backgammon model, a simple stochastic model which exhibits some of the features of glassy systems such as slow dynamics, nonstationary properties of twotimes correlations, violation
A simple stochastic model of spatially complex neurons
"... Abstract A method for studying the coding properties of a multicompartmental integrateandfire neuron of arbitrary geometry is presented. Depolarization at each compartment evolves like a leaky integrator with an afterfiring reset imposed only at the trigger zone. The frequency of firing at the s ..."
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method gives an estimate of the mean interspike interval that can be used to study the inputoutput transfer function of the system. Both types of the stochastic inputs result in broadening the transfer function with respect to the deterministic case.
Simple stochastic models showing strong anomalous diusion
, 2000
"... Abstract. We show that strong anomalous diusion, i.e. hjx(t)jqi tq(q) where q(q) is a nonlinear function of q, is a generic phenomenon within a class of generalized continuoustime random walks. For such class of systems it is possible to compute analytically (2n) where n is an integer number. The ..."
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Abstract. We show that strong anomalous diusion, i.e. hjx(t)jqi tq(q) where q(q) is a nonlinear function of q, is a generic phenomenon within a class of generalized continuoustime random walks. For such class of systems it is possible to compute analytically (2n) where n is an integer number. The presence of strong anomalous diusion implies that the data collapse of the probability density function P (x; t) = t−F (x=t) cannot hold, a part (sometimes) in the limit of very small x=t , now = limq!0 (q). Moreover the comparison with previous numerical results shows that the shape of F (x=t) is not universal, i.e., one can have systems with the same but dierent F. PACS. 05.45.a Nonlinear dynamics and nonlinear dynamical systems { 05.60.k Transport processes 1
Bayesian Analysis of Stochastic Volatility Models
, 1994
"... this article is to develop new methods for inference and prediction in a simple class of stochastic volatility models in which logarithm of conditional volatility follows an autoregressive (AR) times series model. Unlike the autoregressive conditional heteroscedasticity (ARCH) and gener alized ARCH ..."
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Cited by 601 (26 self)
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this article is to develop new methods for inference and prediction in a simple class of stochastic volatility models in which logarithm of conditional volatility follows an autoregressive (AR) times series model. Unlike the autoregressive conditional heteroscedasticity (ARCH) and gener alized
Learning Stochastic Logic Programs
, 2000
"... Stochastic Logic Programs (SLPs) have been shown to be a generalisation of Hidden Markov Models (HMMs), stochastic contextfree grammars, and directed Bayes' nets. A stochastic logic program consists of a set of labelled clauses p:C where p is in the interval [0,1] and C is a firstorder r ..."
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Cited by 1194 (81 self)
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Stochastic Logic Programs (SLPs) have been shown to be a generalisation of Hidden Markov Models (HMMs), stochastic contextfree grammars, and directed Bayes' nets. A stochastic logic program consists of a set of labelled clauses p:C where p is in the interval [0,1] and C is a first
2002b Correlation eects in a simple stochastic model of the thermohaline circulation
 Stoch. Dyn
"... A simple model of the thermohaline circulation of the World Ocean is considered, in which
uctuations in internal oceanic mixing and in freshwater forcing are represented by stochastic processes. The eects on the stationary probability density function of correlations between
uctuations in mixing ..."
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Cited by 1 (0 self)
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A simple model of the thermohaline circulation of the World Ocean is considered, in which
uctuations in internal oceanic mixing and in freshwater forcing are represented by stochastic processes. The eects on the stationary probability density function of correlations between
uctuations
Empirical Analysis on the Dynamics of Tourists with a Simple Stochastic Model: Case of Okinawa
, 2013
"... (RIETI) on regional development studies.We thank useful comments from the study group members of ..."
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(RIETI) on regional development studies.We thank useful comments from the study group members of
Contour Tracking By Stochastic Propagation of Conditional Density
, 1996
"... . In Proc. European Conf. Computer Vision, 1996, pp. 343356, Cambridge, UK The problem of tracking curves in dense visual clutter is a challenging one. Trackers based on Kalman filters are of limited use; because they are based on Gaussian densities which are unimodal, they cannot represent s ..."
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Cited by 661 (23 self)
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simultaneous alternative hypotheses. Extensions to the Kalman filter to handle multiple data associations work satisfactorily in the simple case of point targets, but do not extend naturally to continuous curves. A new, stochastic algorithm is proposed here, the Condensation algorithm  Conditional
Results 1  10
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126,993