Related papers: Loewner Evolution as It\^o Diffusion
In this paper I prove good estimates on the moments and tail distribution of $k$-fold Wiener--It\^o integrals and also present their natural counterpart for polynomials of independent Gaussian random variables. The proof is based on the…
Internal Diffusion Limited Aggregation (IDLA) is a model that describes the growth of a random aggregate of particles from the inside out. Shellef proved that IDLA processes on supercritical percolation clusters of integer-lattices fill…
We examine a recently-proposed family of nonlinear Schr\"odinger equations [J. Phys. A: Math. Gen. 27:1771(1994)] with respect to a group of transformations that linearize a subfamily of them. We investigate the structure of the whole…
We present a novel backward It{\^o}-Ventzell formula and an extension of the Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform…
This is a natural generalization of the previous work by Dan, "Modeling and Simulation of Diffusion Phenomena on Social Networks," to appear in The proceedings of 2011 Third International Conference on Computer Modeling and Simulation. In…
We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…
Multilayer diffusion problems have found significant important that they arise in many medical, environmental and industrial applications of heat and mass transfer. In this article, we study the solvability of one-dimensional nonhomogeneous…
Internal Diffusion Limited Aggregation is an interacting particle system that describes the growth of a random cluster governed by the boundary harmonic measure seen from an internal point. Our paper studies IDLA in $\mathbb{Z}^d$ driven by…
In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…
An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different…
Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
The aim of this article is to give several results related to Walsh's spider diffusions living on a star-shaped network that have a spinning measure selected from the own local time of the motion at the vertex (cf.[17]). We prove the…
Interactive Evolutionary Computation (IEC) provides a powerful framework for optimizing subjective criteria such as human preferences and aesthetics, yet it suffers from a fundamental limitation: in high-dimensional generative…
It\^{o} processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such It\^{o} processes. We are interested in the…
In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…
Diffusion theory is a central tool of modern population genetics, yielding simple expressions for fixation probabilities and other quantities that are not easily derived from the underlying Wright-Fisher model. Unfortunately, the textbook…
In information retrieval (IR), learning-to-rank (LTR) methods have traditionally limited themselves to discriminative machine learning approaches that model the probability of the document being relevant to the query given some feature…
The article is devoted to the expansions of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the sense of norm in the space $L_2([t, T]^k),$ $k\in\mathbb{N}.$ The method of generalized multiple…
Recently several authors have proposed stochastic evolutionary models for the growth of complex networks that give rise to power-law distributions. These models are based on the notion of preferential attachment leading to the ``rich get…