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Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit…
Most general renormalizable interaction in the system with a set of scalar fields having identical quantum numbers generates naturally mixed kinetic terms in the Lagrangian. Taking into account these terms leads to modification both the…
This is a preprint of Chapter 2 in the following work: Marta Lewicka, A Course on Tug-of-War Games with Random Noise, 2020, Springer, reproduced with permission of Springer Nature Switzerland AG. We present the basic relation between the…
In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…
In this paper we study a substantial generalization of the model of excited random walk introduced in [Electron. Commun. Probab. 8 (2003) 86-92] by Benjamini and Wilson. We consider a discrete-time stochastic process $(X_n,n=0,1,2,...)$…
In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general…
We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.
Electromagnetic duality of Maxwell theory is a symmetry of equations but not of the action. The usual application of the `complexity=action' conjecture would thus loose this duality. It was recently proposed in arxiv:1901.00014 that the…
We introduce the notion of \emph{localization at the boundary} for conditioned random walks in i.i.d. and uniformly elliptic random environment on $\mathbb{Z}^d$, in dimensions two and higher. Informally, this means that the walk spends a…
This paper proposes a suite of rationality measures and associated theory for reinforcement learning agents, a property increasingly critical yet rarely explored. We define an action in deployment to be perfectly rational if it maximises…
We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…
The injunction to `analyze the way you randomize' is well-known to statisticians since Fisher advocated for randomization as the basis of inference. Yet even those convinced by the merits of randomization-based inference seldom follow this…
Smale's 17th problem asks for an algorithm which finds an approximate zero of polynomial systems in average polynomial time (see Smale 2000). The main progress on Smale's problem is Beltr\'an-Pardo (2011) and B\"urgisser-Cucker (2010). In…
This paper presents a new approach to conditional inference, based on the simulation of samples conditioned by a statistics of the data. Also an explicit expression for the approximation of the conditional likelihood of long runs of the…
This paper investigates the long-time behavior of double branching annihilating random walkers with nearest-neighbor dependent rates. The system consists of even number of particles which can execute nearest-neighbor random walk and they…
Finite mixture models are widely used for unsupervised learning, but maximum likelihood estimation via EM suffers from degeneracy as components collapse. We introduce transcendental regularization, a penalized likelihood framework with…
We consider transient random walks in random environment on Z in the positive speed (ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitting time of level $n$, after proper…
We show, using symmetrization techniques, that it is possible to prove a comparison principle (we are mainly focused on $L^1$ comparison) between solutions to an elliptic partial differential equation on a smooth bounded set $\Omega$ with a…
We prove some sufficient conditions implying $l^p$ inequalities of the form $||x||_p \leq ||y||_p$ for vectors $ x, y \in [0,\infty)^n$ and for $p$ in certain positive real intervals. Our sufficient conditions are strictly weaker than the…
We study an exactly solvable random walk model with long-range memory on arbitrary networks. The walker performs unbiased random steps to nearest-neighbor nodes and intermittently resets to previously visited nodes in a preferential way,…