This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximatio...

A number of studies have shown that people exploit transitional probabilities between successive syllables to segment a stream of artificial continuous speech into words. It is often assumed that what is actually exploited are the forward transitional probabilities (given XY, the probability that X will be followed by Y), even though the backward transitional probabilities (the probability that...

The tails of prehistory probability density in nonlinear multistable stochastic systems driven by white Gaussian noise, which has been a subject of recent study, are analyzed by employing the concepts of nonstationary optimal fluctuations. Results of numerical simulations evidence that the prehistory probability density is non-Gaussian and highly asymmetrical that is an essential feature of noi...

In state mixture modelling (SMM), the temporal structure of the observation sequences is represented by the state joint probability distribution where mixtures of states are considered. This technique is considered in an iterative scheme via maximum likelihood estimation. A fuzzy estimation approach is also introduced to cooperate with the SMM model. This new approach not only saves calculation...

KIF1A, a processive single headed kinesin superfamily motor, hydrolyzes Adenosine triphosphate (ATP) to move along a filamentous track called microtubule. The stochastic movement of KIF1A on the track is characterized by an alternating sequence of pause and translocation. The sum of the durations of pause and the following translocation defines the dwell time. Using the NOSC model (Nishinari et...

the present paper aimed at studying the current models of credit portfolio management. there are currently three types of models which consider the risk of credit portfolio: the structural models (moody's kmv model, and credit- metrics model), the intensity models (the actuarial models) and the econometric models (the macro-factors model). the development of these three types of models is based...

Analytic expressions for the exact probability of erasure for systematic, rate-1/2 convolutional codes used to communicate over the binary erasure channel and decoded using the soft-input, soft-output (SISO) and a posteriori probability (APP) algorithms are given. An alternative forward-backward algorithm which produces the same result as the SISO algorithm is also given. This low-complexity im...