Seismic pounding occurs as a result of lateral vibration and insufficient separation distance between two adjacent structures during earthquake excitation. This research aims to evaluate the stochastic behavior of adjacent structures with equal heights under earthquake-induced pounding. For this purpose, many stochastic analyses through comprehensive numerical simulations are carried out. About...

Historical records for rivers in Fars Province are inadequate in comparison with the design period of hydraulic structures. In this study, time series techniques are applied to the records of three Iranian rivers in the Fars Province in order to generate forecast values of the mean monthly river flows. The autoregressive models (AR), moving average models (MA) and autoregressive moving ave...

Stochastic volatility determines, as a rule, the extreme risk in price fluctuations. We review some of the most important stochastic volatility models concerning their extreme behaviour. This includes the tail behaviour as well as the cluster possibilities of such models. The following pattern is common for discretetime and continuous-time models. In linear models the volatility inherits the ta...

Stochastic behavior—the probabilistic evolution of a system in time—is essential to modeling the complexity of real-world systems. It enables realistic performance modeling, quality-of-service guarantees, and especially simulations for biological systems. Languages like the stochastic pi calculus have emerged as effective tools to describe and reason about systems exhibiting stochastic behavior...

In this paper we present two interesting properties of stochastic cellular automata that can be helpful in analyzing the dynamical behavior of such automata. The first property allows calculating cell-wise probability distributions over the state set of a stochastic cellular automaton, i.e. images that show the average state of each cell during the stochastic cellular automaton evolution. The s...