Related papers: The exact probability distribution of saturating s…
This thesis presents Regenerative Rejection Sampling (RRS), a novel approximate sampling algorithm inspired by classical Rejection Sampling and Markov Chain Monte Carlo methods. The method constructs a continuous-time regenerative process…
In this paper, we discuss the potential for improvement of the simple random access scheme by utilizing local information such as the received signal-to-interference-plus-noise-ratio (SINR). We propose a spatially adaptive random access…
Employing numerical and theoretical methods, we investigate the structural characteristics of random sequential addition (RSA) of congruent spheres in $d$-dimensional Euclidean space $\mathbb{R}^d$ in the infinite-time or saturation limit…
We present analytical results for first-passage processes in a deterministic one-dimensional cellular automaton (CA) model of traffic flow. Starting at time $t=0$ from a random initial state with car density p, at every time step $t\ge 1$…
Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…
In social choice settings with linear preferences, random dictatorship is known to be the only social decision scheme satisfying strategyproofness and ex post efficiency. When also allowing indifferences, random serial dictatorship (RSD) is…
An asymmetric exclusion process type process, where cars move forward along a closed road that starts and terminates at a parking garage, displays dynamic phase transitions into two types of condensate phases where the garage becomes…
Estimating the ratio of two probability densities from finitely many samples, is a central task in machine learning and statistics. In this work, we show that a large class of kernel methods for density ratio estimation suffers from error…
We consider a family of distributions on spatial random partitions that provide a coupling between different models of interest: the ideal Bose gas; the zero-range process; particle clustering; and spatial permutations. These distributions…
The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…
This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…
We solve the problem of discrete translocation of a polymer through a pore, driven by the irreversible, random sequential adsorption of particles on one side of the pore. Although the kinetics of the wall motion and the deposition are…
A nonlinear saturation mechanism for reversed shear Alfven eigenmode (RSAE) is proposed and analysed, and is shown to be of relevance to typical reactor parameter region. The saturation is achieved through the generation of high-frequency…
We study the absorbing state transition in particulate systems under spatially inhomogeneous driving using a modified random organization model. For smoothly varying driving the steady state results map onto the homogeneous absorbing state…
We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…
Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $\alpha >1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) =…
Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…
Random permutation set (RPS), as a recently proposed theory, enables powerful information representation by traversing all possible permutations. However, the repetition of items is not allowed in RPS while it is quite common in real life.…
We characterize the jammed state structure of the random sequential adsorption of segments of two different sizes on a line. To this end, we define the size ratio as a dimensionless quantity measuring the length of the large segments in…
We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…