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Florida Institute of Technology

Theses and Dissertations

Random walk

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Full-Text Articles in Physical Sciences and Mathematics

Time Sensitive Functionals Of Marked Random Measures In Real Time, Kizza M. Nandyose Frisbee Oct 2018

Time Sensitive Functionals Of Marked Random Measures In Real Time, Kizza M. Nandyose Frisbee

Theses and Dissertations

In this dissertation, we study marked random measures that model stochastic networks (under attacks), status of queueing systems during vacation modes, responses to cancer treatments (such as chemotherapy and radiation), hostile actions in economics and warfare. We extend the recently developed time sensitivity technique for investigating the processes’ behavior about a fixed threshold to a novel time sensitive technique in three important directions: (1) real-time monotone stochastic processes; (2) two-dimensional signed random measures; and (3) antagonistic stochastic games with two active players and one passive player. The need for the time sensitive feature in our study (i.e., an analytical association …


Random Walks On Random Lattices And Their Applications, Ryan Tyler White May 2015

Random Walks On Random Lattices And Their Applications, Ryan Tyler White

Theses and Dissertations

This work studies a class of continuous-time, multidimensional random walk processes with mutually dependent random step sizes and their exits from hyperrectangles. Fluctuations of the process about the critical boundary are studied extensively by stochastic analysis and operational calculus. Further, information on the process can be ascertained only upon observations occurring according to a delayed renewal process, rather than in real time. Passage times are thus obscured and results are first derived pertaining to the pre-passage and post-passage observations. Two distinct strategies are developed to combat the crudeness of delayed observations in order to derive more refined information about the …