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Stochastic Systems Modeling

Grant number:23/13453-5
Support Opportunities:Research Projects - Thematic Grants
Start date: June 01, 2024
End date: May 31, 2029
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics
Principal Investigator:Luiz Renato Gonçalves Fontes
Grantee:Luiz Renato Gonçalves Fontes
Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
City of the host institution:São Paulo
Principal investigatorsAlexsandro Giacomo Grimbert Gallo ; Anatoli Iambartsev ; Cristian Favio Coletti ; Fabio Prates Machado ; Florencia Graciela Leonardi ; Leonardo Trivellato Rolla ; Miguel Natalio Abadi ; Nancy Lopes Garcia ; Vladimir Belitsky
Associated researchers:Alexsandro Giacomo Grimbert Gallo ; Andressa Cerqueira ; Conrado Freitas Paulo da Costa ; Eduardo Jordao Neves ; Elcio Lebensztayn ; Miguel Natalio Abadi ; Pablo Almeida Gomes ; Renato Jacob Gava
Associated research grant(s):25/09653-4 - XXVIII Brazilian School of Probability, AR.BR
24/12778-0 - Communities in random graphs and other complex structures, AV.EXT
Associated scholarship(s):25/14038-7 - Study of models with latent variables: optimal estimation in high dimensions, BE.PQ
25/18765-0 - Application of Variational Methods in Community Detection, BP.IC
25/04134-9 - Frog model on random graph generated by Poisson point processes in R^d, BP.PD
+ associated scholarships 25/02700-7 - Community detection on the Ising model, BP.PD
25/05787-6 - C-SHIFT normalization method and random networks, BP.PD
25/10177-2 - Non-monotone random growth processes, BP.PD
25/06016-3 - Randomized confidence and credibility intervals for point processes., BP.DR
25/03804-0 - Catastrophe Models: Binomial, Uniform, and Geometric, BP.PD
25/04228-3 - Comparative Study of Model Selection Methods for Networks, BP.MS
25/06174-8 - Waiting times for patterns in Markov chains, BP.IC
24/21482-8 - Homology of simplicial geometric complexes associated with random graphs., BP.DR
25/04550-2 - Multirange percolation of words on the square lattice, BP.PD
25/02707-1 - On the percolation threshold of the contact process with stirring, BP.PD
25/06138-1 - Markov random fields with temporal evolution and applications to neuroscience, BP.IC
25/00805-6 - Stochastic chains with unbounded memory: statistical properties and applications, BP.DR
25/02013-0 - Some spatial processes with contact dynamics and generalizations, BP.PD
24/13099-0 - Spatiotemporal Models for Sequential Data from Multiple Sources through Markov Chains of Variable Length incorporating Exogenous Covariates, BP.DR
24/16744-3 - Using EEG Signals in Determining Respondents on Placebo, BP.MS
24/18106-4 - Theoretical and Computational Study of Random Cellular Automata and Their Applications, BP.IC
24/16972-6 - Analytical and computational development of Ising models in non-magnetic contexts, BP.IC
24/06341-9 - Fluctuations of generalized Fermat distances, BE.PQ
24/09519-3 - Martingales: Theorems and applications, BP.IC
24/13253-9 - Consistency of the Bayesian Information Criterion for Hidden Markov Models, BP.DD
24/06021-4 - Growth models subject to catastrophes and dispersion in varying and random environments, BP.PD
24/09099-4 - Percolation and Particle Systems: Theory and Simulations, BP.IC - associated scholarships

Abstract

The Thematic Project proposed here brings together a significant portion of theProbability and Stochastic Processes research group in the state of São Paulo. This group iswell-established in the Departments of Statistics and Mathematics at USP, Unicamp, UFSCar,and UFABC and has gained international visibility and recognition due to several factors: (i) itsconsistent and noteworthy publications in high-impact journals, (ii) the organization of eventsthat attract leading researchers in the field, (iii) its proven ability to attract and educate bothBrazilian and foreign students in the associated graduate programs, (iv) its role as a hub foryoung Ph.D. graduates in postdoctoral programs, and (v) its robust and long-standing exchangewith researchers from the world's top research centers.This proposal is a continuation of the successful Thematic Projects titled "Stochastic Modelingof Interacting Systems," funded by FAPESP under grant numbers 04/07276-2, 09/52379-8, and2017/10555-0, with the research team now expanded to include additional members. Theexperience gained from previous projects, along with the incorporation and renewal of researchersin this project, enables the team to focus its research activities in the upcoming period on centraland contemporary topics in Probability Theory and Stochastic Processes, as well as related areas.These topics encompass the study of properties of random walks on graphs and interlacements,interacting particle systems, percolation and its variations such as epidemic and rumor models,biological models including mutation-selection and population dynamics, processes in randomenvironments, scaling limits, and aging dynamics of disordered systems. (AU)

Articles published in Agência FAPESP Newsletter about the research grant:
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Scientific publications (11)
(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)
FONTES, LUIZ RENATO; DELGADO, ANDREA KARINA. Scaling limits of the Bouchaud and Dean trap model on Parisi's tree in ergodic and aging time scales. Journal of Mathematical Physics, v. 66, n. 12, p. 25-pg., . (23/13453-5, 17/10555-0)
GLINSKIY, VLADIMIR; LOGACHOV, ARTEM; LOGACHOVA, OLGA; ROJAS, HELDER; SERGA, LYUDMILA; YAMBARTSEV, ANATOLY. Asymptotic Properties of a Statistical Estimator of the Jeffreys Divergence: The Case of Discrete Distributions. MATHEMATICS, v. 12, n. 21, p. 16-pg., . (23/13453-5)
DE CARVALHO, GUSTAVO O.; MACHADO, FABIO P.. Frog model on Z with random survival parameter. Stochastic Processes and their Applications, v. 194, p. 9-pg., . (23/13453-5)
GOMES, PABLO A.; PEREIRA, ALAN; SANCHIS, REMY. Upper bounds for critical probabilities in Bernoulli percolation models. JOURNAL OF APPLIED PROBABILITY, v. N/A, p. 12-pg., . (23/13453-5, 20/02636-3)
GLINSKIY, VLADIMIR; ISMAYILOVA, YULIA; KHRUSHCHEV, SERGEY; LOGACHOV, ARTEM; LOGACHOVA, OLGA; SERGA, LYUDMILA; YAMBARTSEV, ANATOLY; ZAYKOV, KIRILL. Modifications to the Jarque-Bera Test. MATHEMATICS, v. 12, n. 16, p. 16-pg., . (23/13453-5)
PUERRES, JHON F.; V. JUNIOR, VALDIVINO; RODRIGUEZ, PABLO M.. Critical thresholds in stochastic rumors on trees. CHAOS SOLITONS & FRACTALS, v. 201, p. 13-pg., . (23/13453-5)
LOGACHOV, A.; YAMBARTSEV, A.. The law of the iterated logarithm for functionals of the Wiener process. Statistics & Probability Letters, v. 219, p. 4-pg., . (23/13453-5)
LEONARDI, FLORENCIA; SEVERINO, MAGNO T. F.. Model selection for Markov random fields on graphs under a mixing condition. Stochastic Processes and their Applications, v. 180, p. 12-pg., . (13/07699-0, 23/13453-5)
BACCA, ANA C. DIAZ; RODRIGUEZ, PABLO M.; RUA-ALVAREZ, CATALINA M.. How far can a rumor travel without shortcuts?. CHAOS SOLITONS & FRACTALS, v. 205, p. 12-pg., . (23/13453-5)
JUNIOR, VALDIVINO V.; MACHADO, FABIO P.; ROLDAN-CORREA, ALEJANDRO. Uniform dispersion in growth models on homogeneous trees. ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, v. 22, p. 20-pg., . (23/13453-5, 22/08948-2)
LEBENSZTAYN, ELCIO; SANTOS, LUCAS SOUSA. The law of large numbers for stochastic rumor models. EXPOSITIONES MATHEMATICAE, v. 43, n. 5, p. 12-pg., . (23/13453-5)