Related papers: Endogenous noise trackers in a Radner equilibrium
We consider stochastic perturbations of PDEs which have special pattern solutions, such as (nonlinear) travelling waves, solitons, and spiral waves. We show orbital stability of these patterns on a timescale which is exponential in the…
A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
In this paper, we consider an anticipative nonlinear filtering problem, in which the observation noise is correlated with the past of the signal. This new signal-observation model has its applications in both finance models with insider…
We provide a general framework for studying recurrent neural networks (RNNs) trained by injecting noise into hidden states. Specifically, we consider RNNs that can be viewed as discretizations of stochastic differential equations driven by…
In this article, we investigate the problem of exponential stabilization via output feedback for a cascaded system composed of an ordinary differential equation (ODE) and a wave partial differential equation (PDE) under boundary control.…
The development of disturbance estimators using extended state observers (ESOs) typically assumes that the system is observable. This paper introduces an improved method for systems that are initially unobservable, leveraging Taylor…
The notions of noise sensitivity and stability were recently extended for the voter model. In this model, the vertices of a graph have opinions that are updated by uniformly selecting edges. We further extend stability results to different…
Large-scale integration of inverter-based resources into power grids worldwide is challenging their stability and security. This paper takes a closer look at synchronous condensers as a solution to mitigate stability challenges caused by…
We find a novel correlation structure in the residual noise of stock market returns that is remarkably linked to the composition and stability of the top few significant factors driving the returns, and moreover indicates that the noise…
This paper proposes a Bayesian factor-augmented bundle choice model to estimate joint consumption as well as the substitutability and complementarity of multiple goods in the presence of endogenous regressors. The model extends the two…
This paper presents an adaptive ensemble control for stochastic systems subject to asymmetric noises and outliers. Asymmetric noises skew system observations, and outliers with large amplitude deteriorate the observations even further. Such…
We discuss the transient effects in the Anderson impurity model that occur when two fermionic continua with finite bandwidths are instantaneously coupled to a central level. We present results for the analytically solvable noninteracting…
We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary…
Oscillators coupled in a network can synchronize with each other to yield a coherent population rhythm. If multiple such networks are coupled together, the question arises whether these rhythms will synchronize. We investigate the impact of…
In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…
Sensing in the presence of environmental noise is a problem of increasing practical interest. In a master equation description, where the state of the environment is unobserved, the effect of signal and noise is described by system…
We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…
This paper studies the identification and estimation of heterogeneous effects of an endogenous treatment under interference and spillovers in a large single-network setting. We model endogenous treatment selection as an equilibrium outcome…