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Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…

Mathematical Physics · Physics 2024-08-23 Yuta Sakamoto , Takahiro Sakaue

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

Probability · Mathematics 2024-10-04 Michael Levine , Xiaoguang Wang , Jian Frank Zou

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 stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

Query expansion is a well known method to improve the performance of information retrieval systems. In this work we have tested different approaches to extract the candidate query terms from the top ranked documents returned by the…

Information Retrieval · Computer Science 2008-12-18 José R. Pérez-Agüera , Lourdes Araujo

We revisit the problem of maximising the expected length of increasing subsequence that can be selected from a marked Poisson process by an online strategy. Resorting to a natural size variable, the problem is represented in terms of a…

Probability · Mathematics 2019-05-10 Alexander Gnedin , Amirlan Seksenbayev

Given a c\`adl\`ag process $X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let $\mathfrak{P}_{sem}$ be the…

Probability · Mathematics 2014-07-08 Ariel Neufeld , Marcel Nutz

Large Language Models (LLMs) have the potential to revolutionize automated traceability by overcoming the challenges faced by previous methods and introducing new possibilities. However, the optimal utilization of LLMs for automated…

Software Engineering · Computer Science 2023-08-02 Alberto D. Rodriguez , Katherine R. Dearstyne , Jane Cleland-Huang

The semimartingale stochastic approximation procedure, namely, the Robbins-Monro type SDE is introduced which naturally includes both generalized stochastic approximation algorithms with martingale noises and recursive parameter estimation…

Probability · Mathematics 2007-05-23 N. Lazrieva , T. Sharia , T. Toronjadze

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

Probability · Mathematics 2018-06-20 Pascal Maillard , Elliot Paquette

In this paper, we further explore the local-to-global approach for expansion of simplicial complexes that we call local spectral expansion. Specifically, we prove that local expansion in the links imply the global expansion phenomena of…

Combinatorics · Mathematics 2018-03-06 Izhar Oppenheim

We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…

Computation · Statistics 2021-09-27 Andrew Golightly , Chris Sherlock

We study a natural variant of the implicational fragment of propositional logic. Its formulas are pairs of conjunctions of positive literals, related together by an implicational-like connective; the semantics of this sort of implication is…

Logic in Computer Science · Computer Science 2023-06-22 Albert Atserias , José L. Balcázar , Marie Ely Piceno

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…

Probability · Mathematics 2026-03-30 Serge Cohen , James Norris , Michel Pain , Gennady Samorodnitsky

Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…

Probability · Mathematics 2015-03-17 Andreas Basse-O'Connor , Svend-Erik Graversen , Jan Pedersen

The effect of diffusional relaxation on the random sequential deposition process is studied in the limit of fast deposition. Expression for the coverage as a function of time are analytically derived for both the short-time and long-time…

Statistical Mechanics · Physics 2009-10-28 Eli Eisenberg , Asher Baram

Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification…

Machine Learning · Computer Science 2026-05-19 Boning Zhang , Matteo Zecchin , Mingzhao Guo , Dongzhu Liu , Osvaldo Simeone

This work introduces progressive spatio-temporal filtering, an efficient method to build all-frequency approximations to the light transport distribution into a scene by filtering individual samples produced by an underlying path sampler,…

Graphics · Computer Science 2020-05-26 Jacopo Pantaleoni

We extend classical results on simple varieties of trees (asymptotic enumeration, average behavior of tree parameters) to trees counted by their number of leaves. Motivated by genome comparison of related species, we then apply these…

Combinatorics · Mathematics 2016-10-03 Mathilde Bouvel , Marni Mishna , Cyril Nicaud

A self-similar growth-fragmentation describes the evolution of particles that grow and split as time passes. Its genealogy yields a self-similar continuum tree endowed with an intrinsic measure. Extending results of Haas for pure…

Probability · Mathematics 2018-04-13 François G. Ged

A new approach to the problem of finding the asymptotical behaviour of large orders of semiclassical expansion is suggested. Asymptotics of high orders not only for eigenvalues, but also for eigenfunctions, are constructed. Thus, one can…

Quantum Physics · Physics 2009-09-25 O. Yu. Shvedov