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Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…
The assignment problem is one of the most well-studied settings in social choice, matching, and discrete allocation. We consider the problem with the additional feature that agents' preferences involve uncertainty. The setting with…
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…
Employing a generalized definition of Pratt (1964) and Arrow's (1965, 1971) probability premium, we introduce a new concept of attitude towards probability. We illustrate in a problem of risk sharing that whether attitude towards…
This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…
In the unidimensional unfolding model, given m objects in general position there arise 1+m(m-1)/2 rankings. The set of rankings is called the ranking pattern of the m given objects. By changing these m objects, we can generate various…
In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…
This article considers the stochastic on-time arrival problem in transit networks where both the travel time and the waiting time for transit services are stochastic. A specific challenge of this problem is the combinatorial solution space…
The basic random $k$-SAT problem is: Given a set of $n$ Boolean variables, and $m$ clauses of size $k$ picked uniformly at random from the set of all such clauses on our variables, is the conjunction of these clauses satisfiable? Here we…
A very popular class of models for networks posits that each node is represented by a point in a continuous latent space, and that the probability of an edge between nodes is a decreasing function of the distance between them in this latent…
We study a new modification of the Arrival problem, which allows for nodes that exhibit random as well as controlled behaviour, in addition to switching nodes. We study the computational complexity of these extensions, building on existing…
Given a survival distribution on the positive half-axis and a Brownian motion, a solution of the inverse first-passage problem consists of a boundary so that the first passage time over the boundary has the given distribution. We show that…
Position probability distribution of a set of massive mutually exclusive particles in one dimension has been defined. Examples with a given two mutually exclusive particles system are considered. It is emphasized that quantum particles at…
A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…
The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer…
Inspired by the Japanese game Pachinko, we study simple (perfectly "inelastic" collisions) dynamics of a unit ball falling amidst point obstacles (pins) in the plane. A classic example is that a checkerboard grid of pins produces the…
The aim of this paper is to study the law of the last passage time of a linear diffusion to a curved boundary. We start by giving a general expression for the density of such a random variable under some regularity assumptions. Following…
Airplane boarding process is an example where disorder properties of the system are relevant to the emergence of universality classes. Based on a simple model, we present a systematic analysis of finite-size effects in boarding time, and…
We present an analysis of a coin-tossing problem posed by Daniel Litt which has generated some popular interest. We demonstrate a recursive identity which leads to relatively simple formulas for the excess number of wins for one player over…
Students' decisions on whether to take a class are strongly affected by whether their friends plan to take the class with them. A student may prefer to be assigned to a course they likes less, just to be with their friends, rather than…