Browsing by Subject "RANDOM-WALKS"

Sort by: Order: Results:

Now showing items 1-4 of 4
  • Niu, Pingping; Helin, Tapio; Zhang, Zhidong (2020)
    In this work the authors consider an inverse source problem the stochastic fractional diffusion equation. The interested inverse problem is to reconstruct the unknown spatial functions f and g (the latter up to the sign) in the source by the statistics of the final time data u(x, T). Some direct problem results are proved at first, such as the existence, uniqueness, representation and regularity of the solution. Then a reconstruction scheme for f and g up to the sign is given. To tackle the ill-posedness, Tikhonov regularization is adopted and some numerical results are displayed.
  • Gurarie, Eliezer; Fleming, Christen H.; Fagan, William F.; Laidre, Kristin L.; Hernandez-Pliego, Jesus; Ovaskainen, Otso (2017)
    Background: Continuous time movement models resolve many of the problems with scaling, sampling, and interpretation that affect discrete movement models. They can, however, be challenging to estimate, have been presented in inconsistent ways, and are not widely used. Methods: We review the literature on integrated Ornstein-Uhlenbeck velocity models and propose four fundamental correlated velocity movement models (CVM's): random, advective, rotational, and rotational-advective. The models are defined in terms of biologically meaningful speeds and time scales of autocorrelation. We summarize several approaches to estimating the models, and apply these tools for the higher order task of behavioral partitioning via change point analysis. Results: An array of simulation illustrate the precision and accuracy of the estimation tools. An analysis of a swimming track of a bowhead whale (Balaena mysticetus) illustrates their robustness to irregular and sparse sampling and identifies switches between slower and faster, and directed vs. random movements. An analysis of a short flight of a lesser kestrel (Falco naumanni) identifies exact moments when switches occur between loopy, thermal soaring and directed flapping or gliding flights. Conclusions: We provide tools to estimate parameters and perform change point analyses in continuous time movement models as an R package (smoove). These resources, together with the synthesis, should facilitate the wider application and development of correlated velocity models among movement ecologists.
  • Barrera, Gerardo; Högele, Michael A.; Pardo, Juan C. (2021)
    This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems with small additive Lévy noise and any nonzero initial value.
  • Hägele, Miriam; Lehtomaa, Jaakko (2021)
    Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the main problems is to decide if there is any type of dependence between the components of the vector and, if so, what type of dependence structure should be used for accurate modelling. We study a class of heavy-tailed multivariate random vectors under a non-parametric shape constraint on the tail decay rate. This class contains, for instance, elliptical distributions whose tail is in the intermediate heavy-tailed regime, which includes Weibull and lognormal type tails. The study derives asymptotic approximations for tail events of random walks. Consequently, a full large deviations principle is obtained under, essentially, minimal assumptions. As an application, an optimisation method for a large class of Quota Share (QS) risk sharing schemes used in insurance and finance is obtained.