Related papers: Optimizing stakes in simultaneous bets
For any finite horizon Sinai billiard map T on the two-torus, we find t_*>1 such that for each t in (0,t_*) there exists a unique equilibrium state $\mu_t$ for $- t\log J^uT$, and $\mu_t$ is T-adapted. (In particular, the SRB measure is the…
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Park and Pham's recent proof of the Kahn-Kalai conjecture was a major breakthrough in the field of graph and hypergraph thresholds. Their result gives an upper bound on the threshold at which a probabilistic construction has a $1-\epsilon$…
We generalize the optimal coupling theorem to multiple random variables: Given a collection of random variables, it is possible to couple all of them so that any two differ with probability comparable to the total-variation distance between…
We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic…
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Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…