Related papers: ERRATUM: Stochastic evolution equations for large …
The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…
The purpose of [1] was as follows. ?We consider special sets of continuants which occur in applications. For these sets we solve the problem of finding maximal and minimal continuants. There are several methods for finding extremum such as…
This note points out a gap in the proof of the main theorem of the article "Birationally rigid hypersurfaces" published in Invent. Math. 192 (2013), 533-566, and provides a new proof of the theorem.
Boris Shoikhet noticed that the proof of lemma 1 in section 2.3 of math.QA/0504420 contains an error. In this note I give a correct proof of this lemma which was suggested to me by Dmitry Tamarkin. The correction does not change the results…
The purpose of this note is to point to a gap in an argument in our paper "Stabilization for the automorphisms of free groups with boundaries", and explain how to fill it.
We correct a partial mistake for a metric presented in the article "Lattice constellation and codes from quadratic number fields" [IEEE Trans. Inform. Theory, vol. 47, No. 4, May. 2001]. We show that the metric defined in the article is not…
This is an erratum to our previously published paper.
Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We here present a generic stochastic model…
In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential…
In the erratum we correct a mistake (due to a wrong choice of basic polynomial invariants over Z[1/2]) in the original paper (v1). Using the correct basic polynomial invariants we improve our results and bounds on the annihilator. We also…
Two typos in the published paper are pointed out. Both are just typos and the calculations in that paper are based on the correct formulism.
This note corrects Example 3.2 in Two-Variable Wiman-Valiron Theory and PDEs by the authors which appeared in Ann. Acad. Sci. Fenn Math. (35) (2010), 571-580.
A probability model exhibits instability if small changes in a data outcome result in large, and often unanticipated, changes in probability. This instability is a property of the probability model, given by a distributional form and a…
This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…
Evolutionary algorithms have been widely used for a range of stochastic optimization problems in order to address complex real-world optimization problems. We consider the knapsack problem where the profits involve uncertainties. Such a…
An equation describing the evolution of phenotypic distribution is derived using methods developed in statistical physics. The equation is solved by using the singular perturbation method, and assuming that the number of bases in the…
We study the exponential stability of evolutionary equations. The focus is laid on second order problems and we provide a way to rewrite them as a suitable first order evolutionary equation, for which the stability can be proved by using…
We correct the proofs of the main theorems in our paper "Limit theorems for Betti numbers of random simplicial complexes".
The optimization of a large random portfolio under the Expected Shortfall risk measure with an $\ell_2$ regularizer is carried out by analytical calculation. The regularizer reins in the large sample fluctuations and the concomitant…
The discrepancy between realized volatility and the market's view of volatility has been known to predict individual equity options at the monthly horizon. It is not clear how this predictability depends on a forecast's ability to predict…