Related papers: Comparison of probabilistic and deterministic poin…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…
In this paper I show that, for a class of reaction networks, the discrete stochastic nature of the reacting species and reactions results in qualitative and quantitative differences between the mean of exact stochastic simulations and the…
In this paper, we establish two different results. The first result is a characterization theorem saying that if the stationary state probabilities for originally described Markovian discriminatory processor sharing (DPS) system have a…
We study the extreme and the periodic $L_p$ discrepancy of point sets in the $d$-dimensional unit cube. The extreme discrepancy uses arbitrary sub-intervals of the unit cube as test sets, whereas the periodic discrepancy is based on…
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed stochastic dissipativity notions extend the classic notion…
We introduce persistence spheres, a novel functional representation of persistence diagrams. Unlike existing embeddings (such as persistence images, landscapes, or kernel methods), persistence spheres provide a bi-continuous mapping: they…
The geometry of Arithmetic Random Waves has been extensively investigated in the last fifteen years, starting from the seminal papers [RW08, ORW08]. In this paper we study the correlation structure among different functionals such as nodal…
Cumulative link models have been widely used for ordered categorical responses. Uniform allocation of experimental units is commonly used in practice, but often suffers from a lack of efficiency. We consider D-optimal designs with ordered…
Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…
We construct rather general random ensembles that yield the optimal (isomorphic) estimate in the Dvoretzky-Milman Theorem. This is the first construction of non gaussian/spherical ensembles that exhibit the optimal behaviour. The ensembles…
Semiparametric discrete choice models are widely used in a variety of practical applications. While these models are point identified in the presence of continuous covariates, they can become partially identified when covariates are…
We construct a system of $N$ interacting particles on the unit sphere $S^{d-1}$ in $d$-dimensional space, which has $d$-body interactions only. The equations have a gradient formulation derived from a rotationally-invariant potential of a…
Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…
We prove that universal differentiability sets in Euclidean spaces possess distinctive structural properties. Namely, we show that any universal differentiability set contains a `kernel' in which the points of differentiability of each…
A Ryser design $\mathcal{D}$ on $v$ points is a collection of $v$ proper subsets (called blocks) of a point-set with $v$ points such that every two blocks intersect each other in $\lambda$ points (and $\lambda < v$ is a fixed number) and…