{"id":"https://openalex.org/W3174790489","doi":"https://doi.org/10.1017/jpr.2021.35","title":"Exact simulation of extrinsic stress-release processes","display_name":"Exact simulation of extrinsic stress-release processes","publication_year":2022,"publication_date":"2022-02-14","ids":{"openalex":"https://openalex.org/W3174790489","doi":"https://doi.org/10.1017/jpr.2021.35","mag":"3174790489"},"language":"en","primary_location":{"id":"doi:10.1017/jpr.2021.35","is_oa":false,"landing_page_url":"https://doi.org/10.1017/jpr.2021.35","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100389580","display_name":"Young Lee","orcid":null},"institutions":[{"id":"https://openalex.org/I2801851002","display_name":"Harvard University Press","ror":"https://ror.org/006v7bf86","country_code":"US","type":"other","lineage":["https://openalex.org/I136199984","https://openalex.org/I2801851002"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Young Lee","raw_affiliation_strings":["Harvard University"],"raw_orcid":"https://orcid.org/0000-0003-0400-698X","affiliations":[{"raw_affiliation_string":"Harvard University","institution_ids":["https://openalex.org/I2801851002"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074711275","display_name":"Patrick J. Laub","orcid":"https://orcid.org/0000-0002-8442-7524"},"institutions":[{"id":"https://openalex.org/I31746571","display_name":"UNSW Sydney","ror":"https://ror.org/03r8z3t63","country_code":"AU","type":"education","lineage":["https://openalex.org/I31746571"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Patrick J. Laub","raw_affiliation_strings":["University of New South Wales"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of New South Wales","institution_ids":["https://openalex.org/I31746571"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5089135298","display_name":"Thomas Taimre","orcid":"https://orcid.org/0000-0003-4470-7668"},"institutions":[{"id":"https://openalex.org/I165143802","display_name":"The University of Queensland","ror":"https://ror.org/00rqy9422","country_code":"AU","type":"education","lineage":["https://openalex.org/I165143802"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Thomas Taimre","raw_affiliation_strings":["University of Queensland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Queensland","institution_ids":["https://openalex.org/I165143802"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070431645","display_name":"Hongbiao Zhao","orcid":"https://orcid.org/0000-0002-1698-8434"},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Hongbiao Zhao","raw_affiliation_strings":["Shanghai University of Finance and Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Shanghai University of Finance and Economics","institution_ids":["https://openalex.org/I181679659"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5065210457","display_name":"Jiancang Zhuang","orcid":"https://orcid.org/0000-0002-9708-3871"},"institutions":[{"id":"https://openalex.org/I4210134673","display_name":"The Institute of Statistical Mathematics","ror":"https://ror.org/03jcejr58","country_code":"JP","type":"facility","lineage":["https://openalex.org/I1319490839","https://openalex.org/I4210134673","https://openalex.org/I4210158934"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Jiancang Zhuang","raw_affiliation_strings":["Institute of Statistical Mathematics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Statistical Mathematics","institution_ids":["https://openalex.org/I4210134673"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5065210457","https://openalex.org/A5070431645","https://openalex.org/A5074711275","https://openalex.org/A5089135298","https://openalex.org/A5100389580"],"corresponding_institution_ids":["https://openalex.org/I165143802","https://openalex.org/I181679659","https://openalex.org/I2801851002","https://openalex.org/I31746571","https://openalex.org/I4210134673"],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":1.0322,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.6928282,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"59","issue":"1","first_page":"105","last_page":"117"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11830","display_name":"Point processes and geometric inequalities","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11830","display_name":"Point processes and geometric inequalities","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13187","display_name":"Diffusion and Search Dynamics","score":0.9943000078201294,"subfield":{"id":"https://openalex.org/subfields/1312","display_name":"Molecular Biology"},"field":{"id":"https://openalex.org/fields/13","display_name":"Biochemistry, Genetics and Molecular Biology"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7887786626815796},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.6908184289932251},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.6865054965019226},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5536864995956421},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.444083034992218},{"id":"https://openalex.org/keywords/generator","display_name":"Generator (circuit theory)","score":0.4355516731739044},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.36430877447128296},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.33193427324295044}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7887786626815796},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.6908184289932251},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.6865054965019226},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5536864995956421},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.444083034992218},{"id":"https://openalex.org/C2780992000","wikidata":"https://www.wikidata.org/wiki/Q17016113","display_name":"Generator (circuit theory)","level":3,"score":0.4355516731739044},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.36430877447128296},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.33193427324295044},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C163258240","wikidata":"https://www.wikidata.org/wiki/Q25342","display_name":"Power (physics)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/jpr.2021.35","is_oa":false,"landing_page_url":"https://doi.org/10.1017/jpr.2021.35","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.8199999928474426}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W206086817","https://openalex.org/W304767539","https://openalex.org/W1545580081","https://openalex.org/W1963921091","https://openalex.org/W1966955614","https://openalex.org/W1994367483","https://openalex.org/W1995522593","https://openalex.org/W1998384273","https://openalex.org/W1999090895","https://openalex.org/W2002756530","https://openalex.org/W2007839873","https://openalex.org/W2041129400","https://openalex.org/W2052923946","https://openalex.org/W2081877251","https://openalex.org/W2085401875","https://openalex.org/W2087822214","https://openalex.org/W2090248608","https://openalex.org/W2093835489","https://openalex.org/W2095446348","https://openalex.org/W2120497903","https://openalex.org/W2152828142","https://openalex.org/W2166904177","https://openalex.org/W2171442490","https://openalex.org/W2330237570","https://openalex.org/W2479761636","https://openalex.org/W2731003373","https://openalex.org/W3145866547","https://openalex.org/W4229844634","https://openalex.org/W4293092461","https://openalex.org/W6610688985"],"related_works":["https://openalex.org/W2046435967","https://openalex.org/W4231775656","https://openalex.org/W2383646825","https://openalex.org/W2371018915","https://openalex.org/W2354191502","https://openalex.org/W1972225038","https://openalex.org/W3134658850","https://openalex.org/W2355938171","https://openalex.org/W2780079842","https://openalex.org/W2115091349"],"abstract_inverted_index":{"Abstract":[0],"We":[1],"present":[2],"a":[3,14],"new":[4],"and":[5,31,46,56],"straightforward":[6],"algorithm":[7],"that":[8],"simulates":[9],"exact":[10,22],"sample":[11],"paths":[12],"for":[13],"generalized":[15],"stress-release":[16],"process.":[17],"The":[18],"computation":[19],"of":[20,24,41,54,63],"the":[21,25,38,42,61],"law":[23],"joint":[26],"inter-arrival":[27],"times":[28],"is":[29,44],"detailed":[30],"used":[32,58],"to":[33,59],"derive":[34],"this":[35],"algorithm.":[36,66],"Furthermore,":[37],"martingale":[39],"generator":[40],"process":[43],"derived,":[45],"induces":[47],"theoretical":[48],"moments":[49],"which":[50],"generalize":[51],"some":[52],"results":[53],"[3]":[55],"are":[57],"demonstrate":[60],"validity":[62],"our":[64],"simulation":[65]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
