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When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…
We present a general method to construct couplings of stochastic differential equations driven by L\'{e}vy noise in terms of coupling operators. This approach covers both coupling by reflection and refined basic coupling which are often…
This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…
We consider so-called Leray regularization of the convective contributions. This gives rise to a subgrid parameterization which involves both explicit filtering and (approximate) inversion. The Leray model also arises from the…
Recency bias is a useful inductive prior for sequential modeling: it emphasizes nearby observations and can still allow longer-range dependencies. Standard Transformer attention lacks this property, relying on all-to-all interactions that…
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…
Stochastic dynamic models have been extensively used for the description of processes with uncertainties arising in the operations research, behavioral sciences, and many other application areas. A large class of the problems from these…
Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative L\'evy process $X$, as well as of a one-dimensional diffusion. Many of the aforementioned results are either implicitly or…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…
Connected Vehicles (CVs) have the potential to significantly increase the safety, mobility, and environmental benefits of transportation applications. In this research, we have developed a real time adaptive traffic signal control algorithm…
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…
The transport of individual particles in inhomogeneous environments is complex and exhibits non-Markovian responses. The latter may be quantified by a memory function within the framework of the linear generalised Langevin equation (GLE).…
A relation between equilibrium, steady-state, and waiting-time dependent dynamical two-time correlation functions in dense glass-forming liquids subject to homogeneous steady shear flow is discussed. The systems under study show pronounced…
The current leading computer vision models are typically feed forward neural models, in which the output of one computational block is passed to the next one sequentially. This is in sharp contrast to the organization of the primate visual…
We present a general functional central limit theorem started at a point also known under the name of quenched. As a consequence, we point out several new classes of stationary processes, defined via projection conditions, which satisfy…
The ubiquitous effects of the environment on quantum-mechanical systems generally cause temporally correlated fluctuations. This particularly holds for systems of interest for quantum computation where such effects lead to correlated…
We show a linear response statement for fixed points of a family of Markov operators which are perturbations of mixing and regularizing operators. We apply the statement to random dynamical systems on the interval given by a deterministic…
We consider a fluid queue fed by multiple On-Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The…
In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of L\'evy input, covering compound Poisson, $\alpha$-stable L\'evy motion (with $1<\alpha<2$), and Brownian…
We consider scheduling in a quantum switch with stochastic entanglement generation, finite quantum memories, and decoherence. The objective is to design a scheduling algorithm with polynomial-time computational complexity that stabilizes a…