131 citations · 888 across the 48 of their papers we have counts for
4 papers · 1 filter
Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity
Viktor Stojkoski, Petar Jolakoski, Arnab Pal +3
We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and mobility, the feasibility of an ind…
Autocorrelation functions and ergodicity in diffusion with stochastic resetting
Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev +1
Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport…
Non-Markovian SIR epidemic spreading model
Lasko Basnarkov, Igor Tomovski, Trifce Sandev +1
We introduce non-Markovian SIR epidemic spreading model inspired by the characteristics of the COVID-19, by considering discrete- and continuous-time versions. The incubation perio…
Geometric Brownian Motion under Stochastic Resetting: A Stationary yet Non-ergodic Process
Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev +1
We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resettin…