Related papers: Rescaled weighted determinantal random balls
This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…
In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…
We consider the persistent exclusion process in which a set of persistent random walkers interact via hard-core exclusion on a hypercubic lattice in $d$ dimensions. We work within the ballistic regime whereby particles continue to hop in…
We present a numerical approach for computing attractive-repulsive power law equilibrium measures in arbitrary dimension. We prove new recurrence relationships for radial Jacobi polynomials on $d$-dimensional ball domains, providing a…
In this survey, we discuss volumetric and combinatorial results concerning (mostly finite) intersections or unions of balls (mostly of equal radii) in the $d$-dimensional real vector space, mostly equipped with the Euclidean norm. Our first…
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…
The weighting of critical-point samples in the weighted randomized maximum likelihood method depend on the magnitude of the data mismatch at the critical points and on the Jacobian of the transformation from the prior density to the…
We introduce and study several random combinatorial billiard trajectories. Such a system, which depends on a fixed parameter $p\in(0,1)$, models a beam of light that travels in a Euclidean space, occasionally randomly reflecting off of a…
This paper offers an overview of the mobile Boolean stochastic geometric model which is a time-dependent version of the ordinary Boolean model in a Euclidean space of dimension $d$. The main question asked is that of obtaining the law of…
The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…
We revisit the random allocation model in which $n$ balls are independently placed into $N$ boxes with probabilities $q_1,\ldots,q_N$. A classical asymptotic result due to Kolchin, Sevastyanov, and Chistyakov for the expectations,…
The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…
A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…
In this work we study randomised reduction strategies,a notion already known in the context of abstract reduction systems, for the $\lambda$-calculus. We develop a simple framework that allows us to prove a randomised strategy to be…
A collection of spherical obstacles in the ball in Euclidean space is said to be avoidable for Brownian motion if there is a positive probability that Brownian motion diffusing from some point in the ball will avoid all the obstacles and…
This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
Diffusion probabilistic models (DPMs), while effective in generating high-quality samples, often suffer from high computational costs due to their iterative sampling process. To address this, we propose an enhanced ODE-based sampling method…
This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…