Related papers: Denseness of adapted processes among causal coupli…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
We propose a safe approximation to joint chance-constrained programming where the constraint functions are additively dependent on a normally-distributed random vector. The approximation is analytical, meaning that it requires neither…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
We consider a system of two coupled particles evolving in a periodic and spatially symmetric potential under the influence of external driving and damping. The particles are driven individually in such a way that in the uncoupled regime,…
Perturbation theory is a powerful tool in manipulating dynamical system. However, it is legal only for infinitesimal perturbations. We propose to dispose this problem by means of perturbation group, and find that the coupling constant…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…
We study the stability of non-conservative deterministic cross diffusion models and prove that they are approximated by stochastic population models when the populations become locally large. In this model, the individuals of two species…
Networks of caustics can occur in the distribution of particles suspended in a randomly moving gas. These can facilitate coagulation of particles by bringing them into close proximity, even in cases where the trajectories do not coalesce.…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…
A general setting for nested subdivisions of a bounded real set into intervals defining the digits $X_1,X_2,...$ of a random variable $X$ with a probability density function $f$ is considered. Under the weak condition that $f$ is almost…
We show that spontaneous density segregation in dense systems of aligning circle swimmers is a condensation phenomenon at odds with the phase separation scenarios usually observed in two-dimensional active matter. The condensates, which…
A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…
We study causal dynamic approximation of non-bandlimited processes by band-limited processes such that a part of the historical path of the underlying process is approximated in $L_2$-norm by the trace of a band-limited process. This allows…