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We study traffic flow on roads with a localized periodic inhomogeneity such as traffic signals, using a stochastic car-following model. We find that in cases of congestion, traffic flow can be optimized by controlling the inhomogeneity's…

Statistical Mechanics · Physics 2007-05-23 Elad Tomer , Leonid Safonov , Nilly Madar , Shlomo Havlin

Motivated by applications of statistical mechanics in which the system of interest is spatially unconfined, we present an exact solution to the maximum entropy problem for assigning a stationary probability distribution on the phase space…

Statistical Mechanics · Physics 2021-12-17 Bruno Arderucio Costa , Pedro Pessoa

Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a correspondence when the marginal distributions vary. In problems of optimal transport, continuity…

Risk Management · Quantitative Finance 2020-09-29 Mario Ghossoub , David Saunders

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

Probability · Mathematics 2007-06-13 S. Ekisheva , C. Houdré

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

Probability · Mathematics 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…

Adaptation and Self-Organizing Systems · Physics 2016-05-04 Milan Krbalek , Tomas Hobza

A long-standing question is what invariant sets can be shared by two maps acting on the same space. A similar question stands for invariant measures. A particular interesting case are expanding Markov maps of the circle. If the two involved…

Dynamical Systems · Mathematics 2021-11-04 Georgios Lamprinakis

Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

The theory of optimal transportation has developed into a powerful and elegant framework for comparing probability distributions, with wide-ranging applications in all areas of science. The fundamental idea of analyzing probabilities by…

Methodology · Statistics 2025-03-14 Florian F Gunsilius

Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an \alpha-stable law with 1 < \alpha <= 2. Assuming that S_1 is either…

Probability · Mathematics 2012-03-19 Vladislav Vysotsky

Traffic prediction remains a key challenge in spatio-temporal data mining, despite progress in deep learning. Accurate forecasting is hindered by the complex influence of external factors such as traffic accidents and regulations, often…

Machine Learning · Computer Science 2025-12-11 Hongjun Wang , Jiawei Yong , Jiawei Wang , Shintaro Fukushima , Renhe Jiang

In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…

Computation · Statistics 2021-03-12 Leo L. Duan

We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020),…

Operator Algebras · Mathematics 2021-04-13 Ethan Davis , David Jekel , Zhichao Wang

Iterating between a router and a traffic micro-simulation is an increasibly accepted method for doing traffic assignment. This paper, after pointing out that the analytical theory of simulation-based assignment to-date is insufficient for…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Kai Nagel , Marcus Rickert , Patrice M. Simon , Martin Pieck

We define a new independence in non-commutative probability, called $\alpha$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone,…

Operator Algebras · Mathematics 2022-12-22 Takahiro Hasebe

Motivated by microscopic traffic modeling, we analyze dynamical systems which have a piecewise linear concave dynamics not necessarily monotonic. We introduce a deterministic Petri net extension where edges may have negative weights. The…

Optimization and Control · Mathematics 2010-01-26 Nadir Farhi , Maurice Goursat , Jean-Pierre Quadrat

We study dynamic traffic assignment with side-constraints. We first give a counter-example to a key result from the literature regarding the existence of dynamic equilibria for volume-constrained traffic models in the classical edge-delay…

Optimization and Control · Mathematics 2024-09-17 Lukas Graf , Tobias Harks

This paper extends a recently introduced theory describing particle transport for random statistically homogeneous systems in which the distribution function p(s) for chord lengths between scattering centers is non-exponential. Here, we…

Mathematical Physics · Physics 2016-02-03 Richard Vasques , Edward W. Larsen

We propose a framework for constructing microscopic traffic models from microscopic acceleration patterns that can in principle be experimental measured and proper averaged. The exact model thus obtained can be used to justify the…

Adaptation and Self-Organizing Systems · Physics 2015-04-07 Bo Yang , Xihua Xu , John Z. F. Pang , Christopher Monterola