Search Results (60)

In this article, we develop a novel kernel-based estimation framework for functional regression models in the presence of missing responses, with particular emphasis on the Missing At Random (MAR) mechanism. The analysis is carried out in the setting of stationary and ergodic functional data, where we introduce apparently for the first time a local linear estimator of the regression operator. The principal theoretical contributions of the paper may be summarized as follows. First, we establish almost sure uniform rates of convergence for the proposed estimator, thereby quantifying its asymptotic accuracy in a strong sense. Second, we prove its asymptotic normality, which provides the foundation for distributional approximations and subsequent inference. Third, we derive explicit closed-form expressions for the associated asymptotic variance, yielding a precise characterization of the limiting law. These results are obtained under standard structural assumptions on the relevant functional classes and under mild regularity conditions on the underlying model, ensuring broad applicability of the theory. On the methodological side, the asymptotic analysis is exploited to construct pointwise confidence regions for the regression operator, thereby enabling valid statistical inference. Furthermore, a comprehensive set of simulation experiments is conducted, demonstrating that the proposed estimator exhibits superior finite-sample predictive performance when compared to existing procedures, while simultaneously retaining robustness in the presence of missingness governed by MAR mechanisms. Full article

The study investigates and analyzes certain qualitative properties of a stochastic dynamical multiscale model for hepatitis B viral infection. By formulating appropriate stochastic Lyapunov functions, the study derives sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions of the multiscale model. Additionally, the study establishes conditions under which the virus can be eradicated from the population. The findings indicate that low-intensity white noise guarantees a unique ergodic stationary distribution, while higher noise levels can result in viral extinction. Full article

Polycystic Ovary Syndrome (PCOS) is a widespread hormonal disorder affecting women of reproductive age, often leading to infertility and associated complications. This study presents a comprehensive stochastic mathematical framework to analyze the dynamics of PCOS with a particular focus on infertility and treatment outcomes. Here, the transitions between compartments represent progression of women through clinical states of PCOS (risk, diagnosis, treatment, recovery) rather than infection or transmission, since PCOS is a non-communicable disorder. The model incorporates probabilistic elements to break the symmetric and predictable assumptions inherent in deterministic approaches. This allows it to reflect the randomness and asymmetry in hormonal regulation and ovulation cycles, enabling a more realistic representation of disease progression. By utilizing stochastic differential equations, the study evaluates the impact of treatment adherence on fertility restoration. We establish the conditions for disease extinction versus the existence of an ergodic stationary distribution, which represents a form of long-term statistical symmetry. The results emphasize the importance of early diagnosis and consistent treatment. Furthermore, the proposed approach provides a valuable tool for clinicians to predict patient-specific trajectories and optimize individualized treatment plans, accounting for the asymmetric nature of patient responses. Full article

The paper advances the theory of queuing networks by presenting generalized product-form solutions that explicitly take into account the service intensity depending on the number of customers in the network nodes, including the presence of multiple service channels and multi-threaded nodes. This represents a significant extension of the classical results on the Jackson network by integrating graph-theoretic methods, including basic subgraphs with service rates depending on the number of requests. The originality of the article is in the combination of stationary and non-stationary approaches to modeling service networks within a single approach. In particular, acyclic networks with deterministic service time and non-stationary Poisson input flow are considered. Such systems present a significant difficulty, which is noted in well-known works. A stationary model of an open queuing network with service intensity depending on the number of customers in the network nodes is constructed. The stationary network model is related to the problem of marine linear navigation along a strictly defined route and schedule. A generalization of the product theorem with a new form of stationary distribution is developed for it. It is shown that even a small increase in the service intensity with a large number of requests in a queuing network node can significantly reduce its average value. A non-stationary model of an acyclic queuing network with deterministic service time in network nodes and a non-stationary Poisson input flow is constructed. The non-stationary model is associated with irregular (tramp) sea transportation. The intensities of non-stationary Poisson flows in acyclic networks are represented by product formulas using paths between the initial node and other network nodes. The parameters of Poisson distributions of the number of customers in network nodes are calculated. The simplest formulas for calculating such queuing networks are obtained for networks in the form of trees. Full article

This paper investigates a stochastic semi-parametric SEIR model characterized by infectivity during the incubation period and influenced by white noise perturbations. First, based on the theory of stochastic persistence, we derive the conditions required for the disease to persist within the model. Under these conditions, we apply Khasminskii’s ergodic theorem and Lyapunov functions to establish that the model possesses a unique ergodic stationary distribution. Finally, we utilize Khasminskii’s periodic theorem to examine the corresponding stochastic periodic SEIR model derived from the stochastic semi-parametric SEIR model, identifying sufficient conditions for the existence of non-trivial periodic solutions. Our theoretical results are further validated through numerical simulations. Full article

An $MAP/PH/N$-type queuing system functioning within a finite-state Markovian random environment is studied. The random environment’s state impacts the number of available servers, the underlying processes of customer arrivals and service, and the impatience rate of customers. The impact on the state space of the underlying processes of customer arrivals and of the more general, as compared to exponential, service time distribution defines the novelty of the model. The behavior of the system is described by a multidimensional Markov chain that belongs to the classes of the level-independent quasi-birth-and-death processes or asymptotically quasi-Toeplitz Markov chains, depending on whether or not the customers are absolutely patient in all states of the random environment or are impatient in at least one state of the random environment. Using the tools of the corresponding processes or chains, a stationary analysis of the system is implemented. In particular, it is shown that the system is always ergodic if customers are impatient in at least one state of the random environment. Expressions for the computation of the basic performance measures of the system are presented. Examples of their computation for the system with three states of the random environment are presented as 3-D surfaces. The results can be useful for the analysis of a variety of real-world systems with parameters that may randomly change during system operation. In particular, they can be used for optimally matching the number of active servers and the bandwidth used by the transmission channels to the current rate of arrivals, and vice versa. Full article

Despite numerous clinical attempts to treat tumors, malignant tumors remain a significant threat to human health due to associated side effects. Consequently, researchers are dedicated to studying the dynamical evolution of tumors in order to provide guidance for therapeutic treatment. This paper presents a stochastic tumor–immune model to discover the role of the regime switching in microenvironments and analyze tumor evolution under comprehensive pulse effects. By selecting an appropriate Lyapunov function and applying Itô’s formula, the ergodicity theory of Markov chains, and inequality analysis methods, we undertake a systematic investigation of a tumor’s behavior, focusing on its extinction, its persistence, and the existence of a stationary distribution. Our detailed analysis uncovers a profound impact of environmental regime switching on the dynamics of tumor cells. Specifically, we find that when the system is subjected to a high-intensity white noise environment over an extended duration, the growth of tumor cells is markedly suppressed. This critical finding reveals the indispensable role of white noise intensity and exposure duration in the long-term evolution of tumors. The tumor cells exhibit a transition from persistence to extinction when the environmental regime switches between two states. Furthermore, the growth factor of the tumor has an essential influence on the steady-state distribution of the tumor evolution. The theoretical foundations in this paper can provide some practical insights to develop more effective tumor treatment strategies, ultimately contributing to advancements in cancer research and care. Full article

Understanding the impact of unpredictable environmental fluctuations is crucial in population ecology because such fluctuations are an important feature of natural population systems. In this paper, we consider a stochastic single-species Kolmogorov system under Markovian switching. By using the Lyapunov method, we establish sufficient conditions for stochastic permanence, exponential ergodicity, and extinction of the system. Some examples are presented to illustrate corollaries, showing that our results generalize and improve on some known ones. Full article

Recently, several papers identified technical issues related to equivalent time-domain and frequency-domain “characterization of the n–block or transmission” feedback capacity formula and its asymptotic limit, the feedback capacity, of additive Gaussian noise (AGN) channels, first introduce by Cover and Pombra in 1989 (IEEE Transactions on Information Theory). The main objective of this paper is to derive new results on the Cover and Pombra characterization of the n–block feedback capacity formula, and to clarify the main points of confusion regarding the time-domain results that appeared in the literature. The first part of this paper derives new equivalent time-domain sequential characterizations of feedback capacity of AGN channels driven by non-stationary and non-ergodic Gaussian noise. It is shown that the optimal channel input processes of the new equivalent sequential characterizations are expressed as functionals of a sufficient statistic and a Gaussian orthogonal innovations process. Further, the Cover and Pombra n–block capacity formula is expressed as a functional of two generalized matrix difference Riccati equations (DREs) of the filtering theory of Gaussian systems, contrary to results that appeared in the literature and involve only one DRE. It is clarified that prior literature deals with a simpler problem that presupposes the state of the noise is known to the encoder and the decoder. In the second part of this paper, the existence of the asymptotic limit of the n–block feedback capacity formula is shown to be equivalent to the convergence properties of solutions of the two generalized DREs. Further, necessary and or sufficient conditions are identified for the existence of asymptotic limits, for stable and unstable Gaussian noise, when the optimal input distributions are asymptotically time-invariant but not necessarily stationary. This paper contains an in-depth analysis, with various examples, and identifies the technical conditions on the feedback code and state space noise realization, so that the time-domain capacity formulas that appeared in the literature, for AGN channels with stationary noises, are indeed correct. Full article

We examine the Rosencrantz coin that can “stick” in states for extended periods. Non-ergodic dynamics is highlighted by logarithmically growing block lengths in sequences. Traditional entropy decomposition into predictable and unpredictable components fails due to the absence of stationary distributions. Instead, sequence structure is characterized by block probabilities and Stirling numbers of the second kind, peaking at block size $n/\log n$. For large n, combinatorial growth dominates probability decay, creating a deterministic-like structure. This approach shifts the focus from predicting states to predicting temporal horizons, providing insights into systems beyond traditional equilibrium frameworks. Full article

This article establishes and studies a SEIR infectious disease model with higher-order perturbation. Firstly, we proved the existence and uniqueness of the overall positive solution of the model. Secondly, by constructing a Lyapunov function, we obtained sufficient conditions for the existence and uniqueness of the ergodic stationary distribution of the positive solution of the model. Then, it was proved that infectious diseases would become extinct under certain conditions. Finally, this article verified the theoretical analysis results by numerically simulating the process of infectious diseases from outbreak to extinction, the numerical simulation results are symmetrical with the theoretical analysis. Full article

In this paper, we create a framework for the uniform algorithmic analysis of queueing systems with the Markov arrival process and the simultaneous service of a restricted number of customers, described by a multidimensional Markov chain. This chain behaves as the finite-state quasi-death process between successive service-beginning epochs, with jumps occurring at these epochs. Such a description of the service process generalizes many known mechanisms of restricted resource sharing and is well suited for describing various future mechanisms. Scenarios involving customers who cannot enter service upon arrival, access via waiting in an infinite buffer, and access via retrials are considered. We compare the generators of the multidimensional Markov chains describing the operation of queueing systems with a buffer and with retrials and show that the sufficient conditions for the ergodicity of these systems coincide. The computation of the stationary distributions of these chains is briefly discussed. The results can be used for performance evaluation and capacity planning of various queueing models with the Markov arrival process and a variety of different service mechanisms that provide simultaneous service to many customers. Full article

Norovirus is a leading global cause of viral gastroenteritis, significantly affecting mortality, morbidity, and healthcare costs. This paper develops and analyzes a stochastic $\mathsf{S}\mathsf{E}\mathsf{I}\mathsf{Q}\mathsf{R}$ epidemic model for norovirus dynamics, incorporating temporal immunity and a generalized incidence rate. The model is proven to have a unique positive global solution, with extinction conditions explored. Using Khasminskii’s method, the model’s ergodicity and equilibrium distribution are investigated, demonstrating a unique ergodic stationary distribution when ${\widehat{\mathcal{R}}}_s>1$. Extinction occurs when ${\mathcal{R}}_0^E<1$. Computer simulations confirm that noise level significantly influences epidemic spread. Full article

Symmetry in mathematical models often refers to invariance under certain transformations. In stochastic models, symmetry considerations must also account for the probabilistic nature of inter- actions and events. In this paper, a stochastic vector-borne model with plant virus disease resistance and nonlinear incidence is investigated. By constructing suitable stochastic Lyapunov functions, we show that if the related threshold $R_0^s<1$, then the disease will be extinct. By using the reproduction number $R_0$, we establish sufficient conditions for the existence of ergodic stationary distribution to the stochastic model. Furthermore, we explore the results graphically in numerical section and find that random fluctuations introduced in the stochastic model can suppress the spread of the disease, except for increasing plant virus disease resistance and decreasing the contact rate between infected plants and susceptible vectors. The results reveal the correlation between symmetry and stochastic vector-borne models and can provide deeper insights into the dynamics of disease spread and control, potentially leading to more effective and efficient management strategies. Full article

A vector–host model of dengue with multiple stages and independent fluctuations is investigated in this paper. Firstly, the existence and uniqueness of the positive solution are shown by contradiction. When the death rates of aquatic mosquitoes, adult mosquitoes, and human beings respectively control the intensities of white noises, and if ${\mathcal{R}}_0^s>1$, then the persistence in the mean for both infective mosquitoes and infective human beings is derived. When ${\mathcal{R}}_0^s>1$ is valid, the existence of stationary distribution is derived through constructing several appropriate Lyapunov functions. If the intensities of white noises are controlled and $\phi <0$ is valid, then the extinction for both infective mosquitoes and infective human beings is obtained by applying the comparison theorem and ergodic theorem. Further, the main findings are verified through numerical simulations by using the positive preserving truncated Euler–Maruyama method (PPTEM). Moreover, several numerical simulations on the infection scale of dengue in Fuzhou City were conducted using surveillance data. The main results indicate that the decrease in the transfer proportion from aquatic mosquitoes to adult mosquitoes reduces the infection scale of infective human beings with dengue virus, and the death rates of aquatic mosquitoes and adult mosquitoes affect the value of the critical threshold ${\mathcal{R}}_0^s$. Further, the controls of the death rates of mosquitoes are the effective routes by the decision-makers of the Chinese mainland against the spread of dengue. Full article