Related papers: On the quadratic random matching problem in two-di…
In this work, we study the parallel complexity of the Euclidean minimum-weight perfect matching (EWPM) problem. Here our graph is the complete bipartite graph $G$ on two sets of points $A$ and $B$ in $\mathbb{R}^2$ and the weight of each…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
The Neumann problem in two-dimensional domain with a narrow slit is studied. The width of the slit is a small parameter. The complete asymptotic expansion for the eigenvalue of the perturbed problem converging to a simple eigenvalue of the…
Estimating the rate of convergence of the empirical measure of an i.i.d. sample to the reference measure is a classical problem in probability theory. Extending recent results of Ambrosio, Stra and Trevisan on 2-dimensional manifolds, in…
We reconsider the problem of optimal trading in the presence of linear and quadratic costs, for arbitrary linear costs but in the limit where quadratic costs are small. Using matched asymptotic expansion techniques, we find that the trading…
Consider the length $L_{MM}^E$ of the minimum matching of N points in d-dimensional Euclidean space. Using numerical simulations and the finite size scaling law $< L_{MM}^E > = \beta_{MM}^E(d) N^{1-1/d}(1+A/N+... )$, we obtain precise…
We study the asymptotic behavior of the solutions to a family of discounted Hamilton Jacobi equations, posed in the Euclidean N dimensional space, when the discount factor goes to zero. The ambient space being noncompact, we introduce an…
It is known that for $K_{n,n}$ equipped with i.i.d. $exp(1)$ edge costs, the minimum total cost of a perfect matching converges to $\pi^2/6$ in probability. Similar convergence has been established for all edge cost distributions of…
Let $\mathcal{X}$ be a complex projective manifold of dimension $n$ defined over the reals and let $M$ be its real locus. We study the vanishing locus $Z\_{s\_d}$ in $M$ of a random real holomorphic section $s\_d$ of $\mathcal{E} \otimes…
We obtain new bounds for the optimal matching cost for empirical measures with unbounded support. For a large class of radially symmetric and rapidly decaying probability laws, we prove for the first time the asymptotic rate of convergence…
We consider the classical Merton problem of lifetime consumption-portfolio optimization problem with small proportional transaction costs. The first order term in the asymptotic expansion is explicitly calculated through a singular ergodic…
We consider the Euclidean bi-chromatic matching problem in the dynamic setting, where the goal is to efficiently process point insertions and deletions while maintaining a high-quality solution. Computing the minimum cost bi-chromatic…
We examine a mean-reverting Ornstein-Uhlenbeck process that perturbs an unknown Lipschitz-continuous drift and aim to estimate the drift's value at a predetermined time horizon by sampling the path of the process. Due to the time varying…
We study couplings $q^\bullet$ of two equivariant random measures $\lambda^\bullet$ and $\mu^\bullet$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the…
We study the unit-demand capacitated vehicle routing problem in the random setting of the Euclidean plane. The objective is to visit $n$ random terminals in a square using a set of tours of minimum total length, such that each tour visits…
Let $G_{n,p}$ be the standard Erd\H{o}s-R\'enyi-Gilbert random graph and let $G_{n,n,p}$ be the random bipartite graph on $n+n$ vertices, where each $e\in [n]^2$ appears as an edge independently with probability $p$. For a graph $G=(V,E)$,…
This paper provides a theorem to compare the minimum total cost of two different Euclidean Random Assignment Problems with the same number of points, using the stochastic order of the costs of one of the pairs in these two problems. The…
We consider the problem of recovering items matching a partially specified pattern in multidimensional trees (quadtrees and $k$-d trees). We assume the traditional model where the data consist of independent and uniform points in the unit…
We consider the problem of recovering items matching a partially specified pattern in multidimensional trees (quad trees and k-d trees). We assume the traditional model where the data consist of independent and uniform points in the unit…
The traveling-salesman problem is one of the most studied combinatorial optimization problems, because of the simplicity in its statement and the difficulty in its solution. We study the traveling salesman problem when the positions of the…