Related papers: Exact probability distribution functions for Parro…
We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
Flip a coin repeatedly, and stop whenever you want. Your payoff is the proportion of heads, and you wish to maximize this payoff in expectation. This so-called Chow-Robbins game is amenable to computer analysis, but while simple-minded…
Evolution of distribution of strategies in game theory is an interesting question that has been studied only for specific cases. Here I develop a general method to extend analysis of the evolution of continuous strategy distributions given…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…
The assignment problem is one of the most well-studied settings in social choice, matching, and discrete allocation. We consider the problem with the additional feature that agents' preferences involve uncertainty. The setting with…
In this note, we investigate combinatorial games where both players move randomly (each turn, independently selecting a legal move uniformly at random). In this model, we provide closed-form expressions for the expected number of turns in a…
We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…
The exact computation of the nearest-neighbor spacing distribution P(s) is performed for a rectangular billiard with point-like scatterer inside for periodic and Dirichlet boundary conditions and it is demonstrated that for large s this…
A quadratic discrete time probabilistic model, for optimal portfolio selection in (re-)insurance is studied. For positive values of underwriting levels, the expected value of the accumulated result is optimized, under constraints on its…
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
We revisit the game in which each of several players chooses a pattern and then a coin is flipped repeatedly until one of these patterns is generated. In particular, we demonstrate how to compute the probability of any one player winning…
In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that…
This paper aims to develop new mathematical and computational tools for modeling the distribution of portfolio returns across portfolios. We establish relevant mathematical formulas and propose efficient algorithms, drawing upon powerful…
We present a quantum implementation of Parrondo's game with randomly switched strategies using 1) a quantum walk as a source of ``randomness'' and 2) a completely positive (CP) map as a randomized evolution. The game exhibits the same…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
We present an accurate and efficient method to calculate the effect of random fluctuations of the local field at the muon, for instance in the case muon diffusion, within the framework of the strong collision approximation. The method is…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…