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Considering an M/M/1 queue with an additional lounge facility (LF), the quest of this paper is to understand the instances when LF is an attractive option, from customer perspective as well as from system perspective: will the customers…
We study the semiclassical fluctuation problem around bounce solutions for a self-interacting scalar field in curved space. As in flat space, the fluctuation problem separates into partial waves labeled by an integer l, and we determine the…
We consider a central trading desk which aggregates the inflow of clients' orders with unobserved toxicity, i.e. persistent adverse directionality. The desk chooses either to internalise the inflow or externalise it to the market in a cost…
In this work we look at the original fractional calculus of variations problem in a somewhat different way. As a simple consequence, we show that a fractional generalization of a classical problem has a solution without any restrictions on…
Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…
We consider the {\em multi-shop ski rental} problem. This problem generalizes the classic ski rental problem to a multi-shop setting, in which each shop has different prices for renting and purchasing a pair of skis, and a \emph{consumer}…
Like the majority of spiral galaxies, the Milky Way contains a central non-axisymmetric bar component. Our position in the Galactic plane renders it rather hard to see, but also allows us to make measurements of the bar that are completely…
We apply a particular form of the inverse scattering theory to turbulent magnetic fluctuations in a plasma. In the present note we develop the theory, formulate the magnetic fluctuation problem in terms of its electrodynamic turbulent…
Online reviews enable consumers to engage with companies and provide important feedback. Due to the complexity of the high-dimensional text, these reviews are often simplified as a single numerical score, e.g., ratings or sentiment scores.…
We consider the decay of solution to fractional diffusion equation with the distributed order Caputo derivative. We assume that the elliptic operator is time-dependent and that the weight function contained in the definition of the…
Many e-commerce websites use recommender systems to recommend items to users. When a user or item is new, the system may fail because not enough information is available on this user or item. Various solutions to this `cold-start problem'…
Multi-flavour (N_f>=3) Chiral Perturbation Theory (ChPT) may exhibit instabilities due to vacuum fluctuations of sea q-bar q pairs. Keeping the fluctuations small would require a very precise fine-tuning of the low-energy constants L_4 and…
The Hilbert hotel is an old mathematical paradox about sets of infinite numbers. This paradox deals with the accommodation of a new guest in a hotel with an infinite number of occupied rooms. Over the past decade, there have been many…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential,…
The changing nature of the relationship between a retail bank and its customers is examined, particularly with respect to new financial concepts, debt and regulation. The traditional image of a bank is portrayed as a physical building a…
In this paper, we describe the result of our experiments on Algorithms for the Food-Selection Problem, which is the fundamental problem first stated and addressed in the seminal paper \cite{pigout}. Because the key aspect of any…
We consider quantum algorithms for the unique sink orientation problem on cubes. This problem is widely considered to be of intermediate computational complexity. This is because there no known polynomial algorithm (classical or quantum)…
We present a theoretical discussion of the reversible parking problem, which appears to be one of the simplest systems exhibiting glassy behavior. The existence of slow relaxation, nontrivial fluctuations, and an annealing effect can all be…
We consider robust counterparts of uncertain combinatorial optimization problems, where the difference to the best possible solution over all scenarios is to be minimized. Such minmax regret problems are typically harder to solve than their…