Related papers: On optimal stationary couplings between stationary…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
Given an initial (resp., terminal) probability measure $\mu$ (resp., $\nu$) on $\mathbb{R}^d$, we characterize those optimal stopping times $\tau$ that maximize or minimize the functional $\mathbb{E} |B_0 - B_\tau|^{\alpha}$, $\alpha > 0$,…
Based on the tools of limiting variational analysis, we derive a sequential necessary optimality condition for nonsmooth mathematical programs which holds without any additional assumptions. In order to ensure that stationary points in this…
Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for many time series may be…
Consider a unit-intensity point process $\Pi$ on the vertex set $V$ of a transitive non-amenable unimodular graph. We study invariant matchings between $\Pi$ and $V$ having small typical matching distances. When $\Pi$ is either a Poisson…
This paper studies the maximum cardinality matching problem in stochastically evolving graphs. We formally define the arrival-departure model with stochastic departures. There, a graph is sampled from a specific probability distribution and…
The aim of this paper is to prove results about the existence and stability of multiple steady states in a system of ordinary differential equations introduced by R. Lev Bar-Or to model the interactions between T cells and macrophages.…
Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…
This article describes a method for computing limits of a class of non-stationary Markov chains motivated by healthcare sojourn-time cycles. A mathematical validation of the computation method is also given. Applications are described that…
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
A nonlinear equation describing curved stationary flames with arbitrary gas expansion $\theta = \rho_{{\rm fuel}}/\rho_{{\rm burnt}}$, subject to the Landau-Darrieus instability, is obtained in a closed form without an assumption of weak…
We study the dynamical regimes that emerge from the strongly coupling between two Chua's circuits with parameters mismatch. For the region around the perfect synchronous state we show how to combine parameter diversity and coupling in order…
In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…
Classical coupling constructions arrange for copies of the \emph{same} Markov process started at two \emph{different} initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which…
For the classical N-body problem, an approach is proposed based on the introduction of some natural in the physical sense optimization problems of mathematical programming for finding a conditional minimum for the characteristics of the…
We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…
We investigate the entanglement within a system undergoing a random, local process. We find that there is initially a phase of very fast generation and spread of entanglement. At the end of this phase the entanglement is typically maximal.…