Related papers: Random Fixed Points, Limits and Systemic risk
Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one…
In this article, we introduce a finite element method designed for the robust computation of approximate signed distance functions to arbitrary boundaries in two and three dimensions. Our method employs a novel prediction-correction…
We equip the edges of a deterministic graph $H$ with independent but not necessarily identically distributed weights and study a generalized version of matchings (i.e. a set of vertex disjoint edges) in $H$ satisfying the property that…
We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
We consider two formulations of the random-link fractional matching problem, a relaxed version of the more standard random-link (integer) matching problem. In one formulation, we allow each node to be linked to itself in the optimal…
This paper investigates the global stability and the global asymptotic stability independent of the sizes of the delays of linear time-varying Caputo fractional dynamic systems of real fractional order possessing internal point delays. The…
We study invariant sets and measures generated by iterated function systems defined on countable discrete spaces that are uniform grids of a finite dimension. The discrete spaces of this type can be considered as models of spaces in which…
We propose a new practical adaptive refinement strategy for $hp$-finite element approximations of elliptic problems. Following recent theoretical developments in polynomial-degree-robust a posteriori error analysis, we solve two types of…
An one-parameter dynamical system is associated to the mathematical problem governing the membrane excitability of a ventricular cardiomyocyte, according to the Luo-Rudy I model. Limit cycles are described by the solutions of an extended…
Stability selection is a popular method for improving feature selection algorithms. One of its key attributes is that it provides theoretical upper bounds on the expected number of false positives, E(FP), enabling false positive control in…
Given a sequence of $n$ identically distributed random variables with common distribution $F$, the \emph{fragility distribution of order $m$}, represented by $\FD$, is the limit conditional distribution of the number of exceedances given…
We consider several special cases of iterations of random i.i.d. linear functions with beta distributed fixed points that generate nested interval schemes when iterated in a backward direction, and ergodic Markov chains in the forward…
We consider hamiltonian $N$ particle system on the finite segment with nearest-neighbor Coulomb interaction and external force $F$. We study the fixed points of such system and show that the distances between neighbors are asymptotically,…
The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory is the natural tool to approach this theme. Many of these…
In this paper, we study the existence of the random fixed points under mild continuity assumptions. The main theorems consider the almost lower semicontinuous operators defined on Frechet spaces and also operators having properties weaker…
We study the convergence of stochastic fixed point iterations in the consistent case (in the sense of Butnariu and Fl{\aa}m (1995)) in several different settings, under decreasingly restrictive regularity assumptions of the fixed point…
We consider the system of $N$ points on the segment of the real line with the nearest-neighbor Coulomb repulsive interaction and external force $F$. For the fixed points of such systems (fixed configurations) we study the asymptotics (in…
We study a dynamical random network model in which at every construction step a new vertex is introduced and attached to every existing vertex independently with a probability proportional to a concave function f of its current degree. We…
A generalized finite element method is proposed for solving a heterogeneous reaction-diffusion equation with a singular perturbation parameter $\varepsilon$, based on locally approximating the solution on each subdomain by solution of a…