Stochastic modelling of genetic regulatory networks with burst process. This project will develop the next generation of stochastic modelling to study the fundamental principles of genetic regulation. Simulations will yield deeper insight into the origin of bistability and oscillation in gene networks.
New Stochastic Processes with Applications in Finance. This project investigates the properties and the use of two new families of models with applications in Finance, and beyond. It will contribute to the development of fundamental research in mathematics and its applications. The project will produce more realistic financial models that will benefit researchers in this field. This will in turn have a flow on effect to benefit the wider community. The project will provide for postgraduate train ....New Stochastic Processes with Applications in Finance. This project investigates the properties and the use of two new families of models with applications in Finance, and beyond. It will contribute to the development of fundamental research in mathematics and its applications. The project will produce more realistic financial models that will benefit researchers in this field. This will in turn have a flow on effect to benefit the wider community. The project will provide for postgraduate training and international scientific exchange. Overall, the project will strengthen Australia's standing at the forefront of fundamental and applied research.Read moreRead less
Modelling with stochastic differential equations. We will develop methodology for modelling and analysis of phenomena subjected to random and uncertain influences, such as behaviour of investors in the market, evolution of economy, values of stocks and ant colonies. This methodology will enable scientists to achieve more accurate description and analysis of their models and provide better understanding of these phenomena. Creating the tools for understanding such complex systems will have far re ....Modelling with stochastic differential equations. We will develop methodology for modelling and analysis of phenomena subjected to random and uncertain influences, such as behaviour of investors in the market, evolution of economy, values of stocks and ant colonies. This methodology will enable scientists to achieve more accurate description and analysis of their models and provide better understanding of these phenomena. Creating the tools for understanding such complex systems will have far reaching benefits both nationally and internationally and will allow Australia to strengthen its position in international research. The project will also provide for postgraduate training and international scientific exchange.Read moreRead less
Stochastic systems with applications to Biology and Finance. This project is concerned with stochastic systems. These mathematical systems, which are controlled by statistical uncertainty and variability, have profound importance in the fields of biology and finance. They are recognised worldwide as being of primary scientific importance. Important questions to be examined are: 1) Branching processes in DNA Polymerase Chain Reaction, 2) long term stationarity in metastable systems, and 3) Sto ....Stochastic systems with applications to Biology and Finance. This project is concerned with stochastic systems. These mathematical systems, which are controlled by statistical uncertainty and variability, have profound importance in the fields of biology and finance. They are recognised worldwide as being of primary scientific importance. Important questions to be examined are: 1) Branching processes in DNA Polymerase Chain Reaction, 2) long term stationarity in metastable systems, and 3) Stochastic Volatility in Finance. The answers to these questions will underpin the statistical theory for potential breakthroughs in the respective areas. This project will contribute to the theory and applications of Stochastic Processes, as well as modelling in biology and finance.Read moreRead less
Measure-valued analysis of stochastic populations. The project aims to develop new mathematical models and tools for the rigorous analysis of very general stochastic populations that are subject to internal competition and feedback. The proposed mathematical framework is that of measure-valued processes, a setting needed to encompass the complexity and random structure inherent in such systems. Models of this kind have real-world applications in evolutionary biology, cell kinetics and cancer res ....Measure-valued analysis of stochastic populations. The project aims to develop new mathematical models and tools for the rigorous analysis of very general stochastic populations that are subject to internal competition and feedback. The proposed mathematical framework is that of measure-valued processes, a setting needed to encompass the complexity and random structure inherent in such systems. Models of this kind have real-world applications in evolutionary biology, cell kinetics and cancer research, and are essential to our understanding of the persistence of endemic disease and of the preservation of endangered species. The results of this project are expected to provide insight into the behaviour and (in-)stabilities of complex stochastic populations, and offer guidance for their management.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE150101044
Funder
Australian Research Council
Funding Amount
$315,000.00
Summary
New computational approaches for branching processes in population biology. Branching processes are powerful modelling tools in population biology. They describe how individuals live and reproduce according to specific probability laws, and can be used to answer a wide range of population-related questions. This project aims to develop new algorithmic methods for a tractable class of branching processes called Markovian binary trees. Following a matrix analytic approach, it will deliver new resu ....New computational approaches for branching processes in population biology. Branching processes are powerful modelling tools in population biology. They describe how individuals live and reproduce according to specific probability laws, and can be used to answer a wide range of population-related questions. This project aims to develop new algorithmic methods for a tractable class of branching processes called Markovian binary trees. Following a matrix analytic approach, it will deliver new results on the efficient estimation of model parameters, and on the effects of random environments on population dynamics. These results will be used to study significant problems in evolutionary and conservation biology, thereby establishing the relevance of the developed techniques.Read moreRead less
New Approaches to Modelling and Analysing Long-Memory Random Processes. The project aims to develop new approaches using infinite-dimensional Markov processes to solving important long-standing problems from the theory of long memory random processes and their applications. It aims to: construct a class of new representations of random processes; derive inequalities for the key numerical characteristics; and, devise and investigate numerical methods for computing the characteristics and for perf ....New Approaches to Modelling and Analysing Long-Memory Random Processes. The project aims to develop new approaches using infinite-dimensional Markov processes to solving important long-standing problems from the theory of long memory random processes and their applications. It aims to: construct a class of new representations of random processes; derive inequalities for the key numerical characteristics; and, devise and investigate numerical methods for computing the characteristics and for performing statistical inference on the long memory models. The accuracy of numerical approximations will be analysed using simulations on supercomputers. Expected outcomes include models and results of practical importance with applications such as intrusion detection problems, cell motility for biological data and telecommunication.Read moreRead less
New Methods in Theory and Cosmic Applications of Spherical Random Fields. This project aims to investigate and model spherical random fields which are described as solutions of stochastic differential equations on a sphere or a ball. The project plans to study properties and develop spectral analysis of these solutions. It then plans to use the obtained theoretical results to construct new methods for numerical approximation and statistical estimation of these random fields. In particular, it pl ....New Methods in Theory and Cosmic Applications of Spherical Random Fields. This project aims to investigate and model spherical random fields which are described as solutions of stochastic differential equations on a sphere or a ball. The project plans to study properties and develop spectral analysis of these solutions. It then plans to use the obtained theoretical results to construct new methods for numerical approximation and statistical estimation of these random fields. In particular, it plans to develop novel asymptotic and statistical methodology for tensor random fields. The project will apply the results to model and analyse cosmic microwave background data. Expected outcomes will improve the accuracy in determining cosmological parameters and provide novel tools for better understanding of the universe during its early stages.Read moreRead less
Stochastic populations: theory and applications. The project aims to study models of evolution and cancer development. It will produce new mathematical results and open up new applications of advanced modern mathematical analysis that can be used by evolutionary biologists and cancer researchers, in particular for the understanding of radiation on cell motility.
Finite Markov chains in statistical mechanics and combinatorics. Finite Markov chains can be viewed as random walks in a finite set. In applications, this set often consists of certain combinatorial objects whose typical properties are to be understood. If the set is large, obtaining exact solutions to such problems is generally infeasible. Markov chains can provide a highly efficient method to generate randomised approximations in such cases, but only if they equilibrate at a rate that grows sl ....Finite Markov chains in statistical mechanics and combinatorics. Finite Markov chains can be viewed as random walks in a finite set. In applications, this set often consists of certain combinatorial objects whose typical properties are to be understood. If the set is large, obtaining exact solutions to such problems is generally infeasible. Markov chains can provide a highly efficient method to generate randomised approximations in such cases, but only if they equilibrate at a rate that grows slowly with the size of the set of objects under study. The project will study several classes of Markov chains that have been developed to study a number of notoriously difficult problems in statistical mechanics and combinatorics, and determine under what conditions they provide efficient approximation schemes.Read moreRead less