Related papers: Fast calculation of boundary crossing probabilitie…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…
A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…
If you take a superposition of n IID copies of a point process and thin that by a factor of 1/n, then the resulting process tends to a Poisson point process as n tends to infinity. We give a simple proof of this result that highlights its…
The Poisson equation has wide applications in many areas of science and engineering. Although there are some quantum algorithms that can efficiently solve the Poisson equation, they generally require a fault-tolerant quantum computer which…
Additive Fourier Transform is sdudied. A fast multiplication algorithm for polynomials over the binary field is given. The bit complexity of the algorithm is $O(n(log n)(\log\log n)^2)$.
Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistical tests have been proposed in the literature to check the…
In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
We study the best-choice problem for processes which generalise the process of records from Poisson-paced i.i.d. observations. Under the assumption that the observer knows distribution of the process and the horizon, we determine the…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
We consider transient nearest-neighbor random walks in random environment on Z. For a set of environments whose probability is converging to 1 as time goes to infinity, we describe the fluctuations of the hitting time of a level n, around…
Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…
We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…
We propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution in a general large deviations regime. Our estimator is based…
We present a new strongly polynomial algorithm for generalized flow maximization that is significantly simpler and faster than the previous strongly polynomial algorithm [V\'egh16]. For the uncapacitated problem formulation, the complexity…
A short note to propose a procedure to construct excess maps, probability maps and to calculate point source flux upper limits.
Evaluating the Torontonian function is a central computational challenge in the simulation of Gaussian Boson Sampling (GBS) with threshold detection. In this work, we propose a recursive algorithm providing a polynomial speedup in the exact…
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…
Distance covariance and distance correlation have been widely adopted in measuring dependence of a pair of random variables or random vectors. If the computation of distance covariance and distance correlation is implemented directly…