{"id":"https://openalex.org/W2501798345","doi":"https://doi.org/10.1109/acc.2016.7525372","title":"Poisson Process Driven Stochastic Differential Equations for bivariate heavy tailed distributions","display_name":"Poisson Process Driven Stochastic Differential Equations for bivariate heavy tailed distributions","publication_year":2016,"publication_date":"2016-07-01","ids":{"openalex":"https://openalex.org/W2501798345","doi":"https://doi.org/10.1109/acc.2016.7525372","mag":"2501798345"},"language":"en","primary_location":{"id":"doi:10.1109/acc.2016.7525372","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2016.7525372","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 American Control Conference (ACC)","raw_type":"proceedings-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/A5072692473","display_name":"Shan Lu","orcid":"https://orcid.org/0009-0003-3068-866X"},"institutions":[{"id":"https://openalex.org/I24603500","display_name":"University of Massachusetts Amherst","ror":"https://ror.org/0072zz521","country_code":"US","type":"education","lineage":["https://openalex.org/I24603500"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Shan Lu","raw_affiliation_strings":["department of Electrical and Computer Engineering, University of Machusetts, Amherst, MA"],"affiliations":[{"raw_affiliation_string":"department of Electrical and Computer Engineering, University of Machusetts, Amherst, MA","institution_ids":["https://openalex.org/I24603500"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051592584","display_name":"Gennady Samorodnitsky","orcid":"https://orcid.org/0000-0001-9947-2574"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gennady Samorodnitsky","raw_affiliation_strings":["school of Operations Research and Information Engineering, Cornell University, Ithaca, NY"],"affiliations":[{"raw_affiliation_string":"school of Operations Research and Information Engineering, Cornell University, Ithaca, NY","institution_ids":["https://openalex.org/I205783295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110939771","display_name":"Weibo Gong","orcid":null},"institutions":[{"id":"https://openalex.org/I24603500","display_name":"University of Massachusetts Amherst","ror":"https://ror.org/0072zz521","country_code":"US","type":"education","lineage":["https://openalex.org/I24603500"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Weibo Gong","raw_affiliation_strings":["department of Electrical and Computer Engineering, University of Machusetts, Amherst, MA"],"affiliations":[{"raw_affiliation_string":"department of Electrical and Computer Engineering, University of Machusetts, Amherst, MA","institution_ids":["https://openalex.org/I24603500"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101597771","display_name":"Bo Jiang","orcid":"https://orcid.org/0000-0002-9396-6298"},"institutions":[{"id":"https://openalex.org/I177605424","display_name":"Amherst College","ror":"https://ror.org/028vqfs63","country_code":"US","type":"education","lineage":["https://openalex.org/I177605424"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Bo Jiang","raw_affiliation_strings":["College of Information and Computer Science, University of of Machusetts, Amherst, MA"],"affiliations":[{"raw_affiliation_string":"College of Information and Computer Science, University of of Machusetts, Amherst, MA","institution_ids":["https://openalex.org/I177605424"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088034886","display_name":"Jieqi Kang","orcid":null},"institutions":[{"id":"https://openalex.org/I24603500","display_name":"University of Massachusetts Amherst","ror":"https://ror.org/0072zz521","country_code":"US","type":"education","lineage":["https://openalex.org/I24603500"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jieqi Kang","raw_affiliation_strings":["department of Electrical and Computer Engineering, University of Machusetts, Amherst, MA"],"affiliations":[{"raw_affiliation_string":"department of Electrical and Computer Engineering, University of Machusetts, Amherst, MA","institution_ids":["https://openalex.org/I24603500"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5036683370","display_name":"Don Towsley","orcid":"https://orcid.org/0000-0002-7808-7375"},"institutions":[{"id":"https://openalex.org/I177605424","display_name":"Amherst College","ror":"https://ror.org/028vqfs63","country_code":"US","type":"education","lineage":["https://openalex.org/I177605424"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Don Towsley","raw_affiliation_strings":["College of Information and Computer Science, University of of Machusetts, Amherst, MA"],"affiliations":[{"raw_affiliation_string":"College of Information and Computer Science, University of of Machusetts, Amherst, MA","institution_ids":["https://openalex.org/I177605424"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5072692473"],"corresponding_institution_ids":["https://openalex.org/I24603500"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.07706775,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"286","issue":null,"first_page":"2977","last_page":"2982"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10064","display_name":"Complex Network Analysis Techniques","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10064","display_name":"Complex Network Analysis Techniques","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12592","display_name":"Opinion Dynamics and Social Influence","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9869999885559082,"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/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7482680678367615},{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.7198317646980286},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.6319841146469116},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.572536289691925},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5527997612953186},{"id":"https://openalex.org/keywords/continuous-time-stochastic-process","display_name":"Continuous-time stochastic process","score":0.5160538554191589},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.512358546257019},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4825560450553894},{"id":"https://openalex.org/keywords/stochastic-modelling","display_name":"Stochastic modelling","score":0.4563579559326172},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.450914204120636},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.44054919481277466},{"id":"https://openalex.org/keywords/power-law","display_name":"Power law","score":0.4380049705505371},{"id":"https://openalex.org/keywords/differential","display_name":"Differential (mechanical device)","score":0.4123656153678894},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.22700512409210205},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.16934925317764282},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.16021573543548584}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7482680678367615},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.7198317646980286},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.6319841146469116},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.572536289691925},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5527997612953186},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.5160538554191589},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.512358546257019},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4825560450553894},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.4563579559326172},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.450914204120636},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.44054919481277466},{"id":"https://openalex.org/C87040749","wikidata":"https://www.wikidata.org/wiki/Q428971","display_name":"Power law","level":2,"score":0.4380049705505371},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.4123656153678894},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.22700512409210205},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.16934925317764282},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.16021573543548584},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/acc.2016.7525372","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2016.7525372","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 American Control Conference (ACC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.75}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W131619556","https://openalex.org/W1993803315","https://openalex.org/W1998908151","https://openalex.org/W2000042664","https://openalex.org/W2008620264","https://openalex.org/W2048324994","https://openalex.org/W2086597188","https://openalex.org/W3103362336","https://openalex.org/W3122843801"],"related_works":["https://openalex.org/W1560814075","https://openalex.org/W2060658157","https://openalex.org/W620239920","https://openalex.org/W109055908","https://openalex.org/W2786718931","https://openalex.org/W1546584948","https://openalex.org/W637506955","https://openalex.org/W278962333","https://openalex.org/W1481803963","https://openalex.org/W2595984260"],"abstract_inverted_index":{"Stochastic":[0,19],"differential":[1],"equations":[2],"have":[3,64],"been":[4],"used":[5],"intensively":[6],"in":[7,78],"stochastic":[8],"control.":[9],"In":[10],"this":[11],"paper,":[12],"we":[13],"present":[14],"2-dimensional":[15],"Poisson":[16],"Counter":[17],"Driven":[18],"Differential":[20],"Equation":[21],"(PCSDE)":[22],"models":[23,39,77],"that":[24],"lead":[25],"to":[26],"correlated":[27],"bivariated":[28],"power":[29],"law":[30],"behaviors.":[31],"We":[32,71],"propose":[33],"two":[34],"types":[35],"of":[36,75],"2D":[37],"PCSDE":[38],"and":[40,69],"study":[41],"their":[42],"tail":[43,50],"dependence":[44,51],"behavior.":[45],"The":[46],"first":[47],"model":[48,62],"generates":[49],"coefficient":[52],"with":[53],"values":[54,66],"either":[55],"0":[56,68],"or":[57],"1;":[58],"while":[59],"the":[60,65],"second":[61],"could":[63],"between":[67],"1.":[70],"discuss":[72],"plausible":[73],"application":[74],"our":[76],"complex":[79],"network":[80],"generative":[81],"models.":[82]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}