Related papers: A Linear Programming Approach to Error Bounds for …
We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the…
We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…
In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…
The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…
Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders.…
We consider the problem of tracking a target whose dynamics is modeled by a continuous It\=o semi-martingale. The aim is to minimize both deviation from the target and tracking efforts. We establish the existence of asymptotic lower bounds…
The paper investigates the techniques of quantum computation in metrological predictions, with a particular emphasis on enhancing prediction potential through variational parameter estimation. The applicability of quantum simulations and…
Quantum random walks have been much studied recently, largely due to their highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum random walk on the line: the use of multiple…
While the theory of operator approximation with any given accuracy is well elaborated, the theory of {best constrained} constructive operator approximation is still not so well developed. Despite increasing demands from applications this…
We consider continuous-time, finite-horizon, optimal quadratic control of semi-Markov jump linear systems (S-MJLS), and develop principled approximations through Markov-like representations for the holding-time distributions. We adopt a…
In this work we address the problem of finding feasible policies for Constrained Markov Decision Processes under probability one constraints. We argue that stationary policies are not sufficient for solving this problem, and that a rich…
We revisit the method of Carleman linearization for systems of ordinary differential equations with polynomial right-hand sides. This transformation provides an approximate linearization in a higher-dimensional space through the exact…
The definition of factor space and a unified optimization based classification model were developed for linear programming. Intelligent behaviour appeared in a decision process can be treated as a point y, the dynamic state observed and…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…
We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…