Related papers: Low discrepancy sequences: Theory and Applications
The interest for uniformly distributed (u.d.) sequences of points, in particular for sequences with small discrepancy, arises from various applications. For instance, low-discrepancy sequences, which are sequences with a discrepancy of…
We provide an ergodic theory framework to study statistical properties of smooth sequences over the odd alphabet {1, 3}. The arithmetic nature of this alphabet yields a partition of the subshift of smooth sequences based on their local…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of ordinary differential equations. In particular, we use results from ergodic theory and the asymptotic theory of $C_0$-semigroups to obtain a…
In [Mas82] and [Vee78] it was proved independently that almost every interval exchange transformation is uniquely ergodic. The Birkhoff ergodic theorem implies that these maps mainly have uniformly distributed orbits. This raises the…
We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…
We investigate a parametric extension of the classical s-dimensional Halton sequence, where the bases are special Pisot numbers. In a one- dimensional setting the properties of such sequences have already been in- vestigated by several…
In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…
This thesis is divided into three parts. In the first part, we give an introduction to J. Harrison's theory of differential chains. In the second part, we apply these tools to generalize the Cauchy theorems in complex analysis. Instead of…
We present a novel formulation of ergodic trajectory optimization that can be specified over general domains using kernel maximum mean discrepancy. Ergodic trajectory optimization is an effective approach that generates coverage paths for…
Low-discrepancy points are designed to efficiently fill the space in a uniform manner. This uniformity is highly advantageous in many problems in science and engineering, including in numerical integration, computer vision, machine…
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…
The aim of this paper is to develop greedy algorithms which generate uniformly distributed sequences in the $d$-dimensional unit cube $[0,1]^d$. The figures of merit are three different variants of $L_2$ discrepancy. Theoretical results…
We consider the classical Merton problem of lifetime consumption-portfolio optimization problem with small proportional transaction costs. The first order term in the asymptotic expansion is explicitly calculated through a singular ergodic…
This paper has two themes that are intertwined: The first is the dynamics of certain piecewise affine maps on the Euclidean space that arise from a class of analog-to-digital conversion methods called Sigma-Delta quantization. The second is…
We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…
We provide the detailed asymptotic behavior for first-order aggregation models of heterogeneous oscillators. Due to the dissimilarity of natural frequencies, one could expect that all relative distances converge to definite positive value…
This is my dissertation. Its research object is a symmetric group of permutations acting on a finite set. The density of permutations with a given cycle structure pattern is explored when the group order tends to infinity. New and sharper…
The main interest of this paper is to study the relationship between the low-discrepancy sequence and the static solution to the multi-bodies problem in high-dimensional space. An assumption that the static solution to the multi-bodies…
In the context of the multi-dimensional infinite horizon optimal consumption-investment problem with proportional transaction costs, we provide the first order expansion in small transact costs. Similar to the one-dimensional derivation in…
Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…