Related papers: Distributional Response to Biases in Deterministic…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival and service time distributions. We address this extremal queue problem by…
We examine numerically and analytically the problem of the relativistic velocity distribution in a 1-dim relativistic gas in thermal equilibrium. Our derivation is based on the special theory of relativity, the central limit theorem and the…
A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…
We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
Traffic scenarios are inherently interactive. Multiple decision-makers predict the actions of others and choose strategies that maximize their rewards. We view these interactions from the perspective of game theory which introduces various…
Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…
We consider the problem of allocating a fixed amount of resource among nodes in a network when each node suffers a cost which is a convex function of the amount of resource allocated to it. We propose a new deterministic and distributed…
We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…
In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…
Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…
A finite dimensional-system whose physics is governed by a Gaussian distribution can be regarded as a subsystem of an infinite dimensional-underlying system described by a uniform distribution on the (infinite dimensional) sphere. In turn,…
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
Front propagation in time dependent laminar flows is investigated in the limit of very fast reaction and very thin fronts, i.e. the so-called geometrical optics limit. In particular, we consider fronts evolving in time correlated random…
To explain day-to-day (DTD) route-choice behaviors and traffic dynamics observed in a series of lab experiments, Part I of this research proposed a discrete choice-based analytical dynamic model (Qi et al., 2023). Although the deterministic…
Linear response theory asserts that sufficiently small external biases produce currents proportional to the applied force and forms the theoretical foundation of nonequilibrium transport. Here we demonstrate that linear response can break…