Related papers: The perfect integrator driven by Poisson input and…
Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…
We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the rate of convergence to equilibrium is maximized. We solve…
This paper is concerned with numerical algorithms for gain function approximation in the feedback particle filter. The exact gain function is the solution of a Poisson equation involving a probability-weighted Laplacian. The problem is to…
We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit…
We consider a sequence of approximate solutions to the compressible Euler system admitting uniform energy bounds and/or satisfying the relevant field equations modulo an error vanishing in the asymptotic limit. We show that such a sequence…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
In this work, we introduce a quadratically convergent and dynamically consistent integrator specifically designed for the replicator dynamics. The proposed scheme combines a two-stage rational approximation with a normalization step to…
The convergence and optimality of adaptive mixed finite element methods for the Poisson equation are established in this paper. The main difficulty for mixed finite element methods is the lack of minimization principle and thus the failure…
A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting diffusion processes is obtained in the present paper. The…
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysis of such integrators to reveal their ability of being…
We show that the compositeness condition for the induced gauge boson in the four-fermion interaction theory actually works beyond the one-loop approximation. The next-to-leading contributions are calculated, and turn out to be reasonably…
We introduce a multi-species generalization of the symmetric simple exclusion process with open boundaries. This model possesses the property of being integrable and appears as physically relevant because the boundary conditions can be…
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…
We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…
Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…
By a hybrid integration of plasmonic and dielectric waveguide concepts, it is shown that coherent perfect absorption can be achieved in a co-propagant coupler geometry. The device holds promises for classical and quantum signal processing.…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…