Related papers: Rescaled weighted determinantal random balls
A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework that seems suitable to handle fairly broad generalizations of Polya urns. To show the applicability of the results we determine the limiting…
This paper deals with a one-dimensional wave equation being subjected to a unilateral boundary condition. An approximation of this problem combining the finite element and mass redistribution methods is proposed. The mass redistribution…
The aim of this paper is to extend Azzalini's method. This extension is done in two stages: consider two dependent and non-identically distributed random variables say $X_1$ and $X_2$; model the dependence between $X_1$ and $X_2$ by a…
This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard l1 -minimization algorithm, originally proposed in the context…
We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We investigate how the choice of spatial point process for generating random sampling patterns affects the numerical stability of non-uniform generalized sampling between Fourier bases and Daubechies scaling functions. Specifically, we…
We study an urn process with two urns, initialized with a ball each. Balls are added sequentially, the urn being chosen independently with probability proportional to the $\alpha^{th}$ power $(\alpha >1)$ of the existing number of balls. We…
In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…
We consider controlled differential equations and give new estimates for higher order Euler schemes. Our proofs are inspired by recent work of A. M. Davie who considers first and second order schemes. In order to implement the general case…
We develop an ab initio analytic theory of random lasing in an ensemble of atoms that both scatter and amplify light. The theory applies all the way from low to high density of atoms. The properties of the random laser are controlled by an…
Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…
For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of…
In this work, we examine a generic class of simple distributed balls-into-bins algorithms. Exploiting the strong concentration bounds that apply to balls-into-bins games, we provide an iterative method to compute accurate estimates of the…
In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a…
Rotational effects are commonly neglected when considering the dynamics of freely rising or settling isotropic particles. Here, we demonstrate that particle rotations play an important role for rising as well as for settling cylinders in…
Weighted Triebel-Lizorkin and Besov spaces on the unit ball $B^d$ in $\Rd$ with weights $\W(x)= (1-|x|^2)^{\mu-1/2}$, $\mu \ge 0$, are introduced and explored. A decomposition scheme is developed in terms of almost exponentially localized…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.