Related papers: Extremal solutions for stochastic equations indexe…
Extremal Optimization, a recently introduced meta-heuristic for hard optimization problems, is analyzed on a simple model of jamming. The model is motivated first by the problem of finding lowest energy configurations for a disordered spin…
We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…
We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…
We consider the grand canonical ensemble of the static and extremal black holes, when the equivalence of the electric charge and mass of individual black hole is postulated. Assuming uniform distribution of black holes in space, we are…
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…
We compare some algebras appeared in the recent attempts to prove resolution of singularities in positive characteristic. We also construct an algebra which encodes the same information and it is equivalent, up to integral closure, to the…
A variant of the optimal control problem is considered which is nonstandard in that the performance index contains "stochastic" integrals, that is, integrals against very irregular functions. The motivation for considering such performance…
Some problems of statistics can be reduced to extremal problems of minimizing functionals of smooth functions defined on the cube $[0,1]^m$, $m\geq 2$. In this paper, we study a class of extremal problems that is closely connected to the…
This paper investigates the behavior of sets and functions at infinity by introducing new concepts, namely directional normal cones at infinity for unbounded sets, along with limiting and singular subdifferentials at infinity in the…
We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ when the coefficients are nonnegative and $B$ is an "inverse exponential decay" (IED) random variable. We provide theorems on the left tail of $X$ which…
The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…
Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…
This paper contains selected applications of the new tangential extremal principles and related results developed in Part I to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite…
We study the sharp bounds of $\mathbb{E}[X_1\cdots X_d]$ when the univariate marginal distributions are known, but the dependence structure between them is unspecified. Maximizing products over non-negative variables is straightforward via…
We refine previous results to provide examples, and in some cases precise classifications, of extremal subsets of {1,...,n} containing no solutions to a wide class of non-invariant, homogeneous linear equations in three variables, i.e.:…
Convex sets of completely positive maps and positive semidefinite kernels are considered in the most general context of modules over $C^*$-algebras and a complete charaterization of their extreme points is obtained. As a byproduct, we…
We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…
We study the inverse problem of deducing the dynamical characteristics (such as the potential field) of large systems from kinematic observations. We show that, for a class of steady-state systems, the solution is unique even with…