Related papers: Explicit solution of the optimal fluctuation probl…
We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…
Recently, the complete left tail asymptotic for the density of the {\it martingale limit} of the classical Galton-Watson process has been derived. The derivation is based on the properties of a special function (whose inverse Fourier…
In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The…
We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…
The behavior of thermal fluctuations of a superconducting order parameter with extended $ s $ and chiral $ d + id $ symmetry is investigated. The study is carried out on a triangular lattice within the framework of the quasi-two-dimensional…
The problem of determining the correct order of fluctuation of the optimal alignment score of two random strings of length $n$ has been open for several decades. It is known that the biased expected effect of a random letter-change on the…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…
We introduce the Fluctuating Two-Ray (FTR) fading model, a new statistical channel model that consists of two fluctuating specular components with random phases plus a diffuse component. The FTR model arises as the natural generalization of…
Taking into account the nonequivalence of fixed-force and fixed-length ensembles in the weak-force regime, equations of state are derived that describe the equilibrium extension or compression of an ideal Gaussian polymer chain in response…
We prove results for first-passage percolation on the configuration model with i.i.d. degrees having finite mean, infinite variance and i.i.d. weights with strictly positive support of the form Y=a+X, where a is a positive constant. We…
This article explores an optimal stopping problem for branching diffusion processes. It consists in looking for optimal stopping lines, a type of stopping time that maintains the branching structure of the processes under analysis. By using…
Recently some papers, such as Aban, Meerschaert and Panorska (2006), Nuyts (2010) and Clark (2013), have drawn attention to possible truncation in Pareto tail modelling. Sometimes natural upper bounds exist that truncate the probability…
The paper assesses stationary probability distributions in out of equilibrium systems. In the phenomenology proposed, no free energy can be well defined. Fluctuations of Landau free energy couplings arise when the intrinsic chemical…
We examine the stability of a 1D electrical transmission line in the simultaneous presence of PT-symmetry and fractionality. The array contains a binary gain/loss distribution $\gamma_{n}$ and a fractional Laplacian characterized by a…
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…
We investigate the propagation of a suddenly applied tension along a thermally excited semi-flexible polymer using analytical approximations, scaling arguments and numerical simulation. This problem is inherently non-linear. We find…
Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…
Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…