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This paper is devoted to the study of stochastic optimization problems under the generalized smoothness assumption. By considering the unbiased gradient oracle in Stochastic Gradient Descent, we provide strategies to achieve in bounds the…

Optimization and Control · Mathematics 2025-05-26 Aleksandr Lobanov , Alexander Gasnikov

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

Statistics Theory · Mathematics 2021-02-17 A. Amiri , S Dachian

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

Optimization and Control · Mathematics 2024-01-11 Daniela Lupu , Ion Necoara

We point out how geometric features affect the scaling properties of non-equilibrium dynamic processes, by a model for surface growth where particles can deposit and evaporate only in dimer form, but dissociate on the surface. Pinning…

Statistical Mechanics · Physics 2009-10-31 Jae Dong Noh , Hyunggyu Park , Marcel den Nijs

We propose a simple model for sample space reducing (SSR) stochastic process, where the dynamical variable denoting the size of the state space is continuous. In general, one can view the model as a multiplicative stochastic process, with a…

Statistical Mechanics · Physics 2025-07-25 Rahul Chhimpa , Avinash Chand Yadav\

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

The percolated random geometric graph $G_n(\lambda, p)$ has vertex set given by a Poisson Point Process in the square $[0,\sqrt{n}]^2$, and every pair of vertices at distance at most 1 independently forms an edge with probability $p$. For a…

Probability · Mathematics 2025-09-22 Lyuben Lichev , Bas Lodewijks , Dieter Mitsche , Bruno Schapira

We study the porous medium equation (PME) in one space dimension in presence of additive non-conservative white noise, and interpreted as a stochastic growth equation for the height field of an interface. We predict the values of the two…

Statistical Mechanics · Physics 2026-03-05 Maximilien Bernard , Andrei A. Fedorenko , Pierre Le Doussal , Alberto Rosso

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

An asymptotic series in Ramanujan's second notebook (Entry 10, Chapter 3) is concerned with the behavior of the expected value of $\phi(X)$ for large $\lambda$ where $X$ is a Poisson random variable with mean $\lambda$ and $\phi$ is a…

Statistics Theory · Mathematics 2009-10-25 Yaming Yu

We study planar random motions with finite velocities, of norm $c>0$, along orthogonal directions and changing at the instants of occurrence of a non-homogeneous Poisson process with rate function $\lambda(t),\ t\ge0$. We focus on the…

Probability · Mathematics 2021-08-24 Fabrizio Cinque , Enzo Orsingher

We give some natural sufficient conditions for balls in a metric space to have small intersection. Roughly speaking, this happens when the metric space is (i) expanding and (ii) well-spread, and (iii) a certain random variable on the…

Combinatorics · Mathematics 2022-01-04 Jaehoon Kim , Hong Liu , Tuan Tran

We have performed a detailed Monte Carlo study of a diffusionless $(1+1)$-dimensional solid-on-solid model of particle deposition and evaporation that not only tunes the roughness of an equilibrium surface but also demonstrates the need for…

Statistical Mechanics · Physics 2008-05-20 S. L. Narasimhan , A. Baumgaertner

We use X-ray imaging to study viscous resuspension. In a Taylor-Couette geometry, we shear an initially settled layer of spherical glass particles immersed in a Newtonian fluid and measure the local volume fraction profiles. In this…

Soft Condensed Matter · Physics 2019-12-19 Brice Saint-Michel , Sébastien Manneville , Steven Meeker , Guillaume Ovarlez , Hugues Bodiguel

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

Probability · Mathematics 2021-05-11 Xavier Erny

Fundamental thermodynamics and an earlier elastic solid-state point defect model [P. Varotsos and K. Alexopoulos, Phys. Rev B 15, 4111 (1977); 18, 2683 (1978)] are employed to formulate an analytical second-order polynomial function…

Soft Condensed Matter · Physics 2009-03-31 A. N. Papathanassiou

We study a family of parametric statistical models based on gamma distributions, which do give realistic descriptions for other stochastic porous media. Gamma distributions contain as a special case the exponential distributions, which…

Astrophysics · Physics 2016-08-30 C. T. J. Dodson

For 3D geometries, we consider stones (modeled as convex polyhedra) subject to weathering with planar slices of random orientation and depth successively removing material, ultimately yielding smooth and round (i.e. spherical) shapes. An…

Statistical Mechanics · Physics 2020-03-10 D. J. Priour

The universal, scaled order parameter profiles $P_{\pm}(z/\xi)$ for critical adsorption of a fluid or fluid mixture onto a wall or interface, and for the extraordinary transition of the semi-infinite Ising model, are discussed…

Condensed Matter · Physics 2007-05-23 M. Smock , H. W. Diehl , D. P. Landau

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…

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