Related papers: Maximally distributed random fields under sublinea…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
Motivated by recent studies of population coding in theoretical neuroscience, we examine the optimality of a recently described form of stochastic resonance known as suprathreshold stochastic resonance, which occurs in populations of noisy…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
The maximum achievable rate or mutual informa- tion of multidimensional rotationally invariant distributions in the presence of additive white Gaussian noise is analyzed. A simple expression for the special case of multisphere distributions…
Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…
In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We show that, for two non-trivial random variables X and Y under a sublinear expectation space, if X is independent from Y and Y is independent from X, then X and Y must be maximally distributed.
We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in $C\left([0,1]^k\right)$ by interpolating its realizations at finitely many points is proposed. The…
The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…
Monotone linear relations play important roles in variational inequality problems and quadratic optimizations. In this paper, we give explicit maximally monotone linear subspace extensions of a monotone linear relation in finite dimensional…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
This article studies the scaling limit of a class of shot-noise fields defined on an independently marked stationary Poisson point process and with a power law response function. Under appropriate conditions, it is shown that the shot-noise…
We consider distributed computation of functions of distributed data in random planar networks with noisy wireless links. We present a new algorithm for computation of the maximum value which is order optimal in the number of transmissions…