Research Grants 23/13453-5 - Sistemas dinâmicos (matemática), Inferência - BV FAPESP
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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
Pesquisadores principais:
Anatoli Iambartsev ; Cristian Favio Coletti ; Fabio Prates Machado ; Florencia Graciela Leonardi ; Leonardo Trivellato Rolla ; Nancy Lopes Garcia ; Vladimir Belitsky
Associated researchers:Alexsandro Giacomo Grimbert Gallo ; Andressa Cerqueira ; Eduardo Jordao Neves ; Elcio Lebensztayn ; Miguel Natalio Abadi ; Pablo Almeida Gomes ; Renato Jacob Gava
Associated research grant(s):24/12778-0 - Communities in random graphs and other complex structures, AV.EXT
Associated scholarship(s):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
+ associated scholarships 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 (4)
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
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)
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)
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)