Related papers: Optimal Markovian coupling for finite activity L\'…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
We describe the solution of an optimal stopping problem for a stable L\'evy process killed at state-dependent rate, which can be seen as a model for bankruptcy. The killing rate is chosen in such a way that the killed process remains…
We show bounds on total variation and $L^{\infty}$ mixing times, spectral gap and magnitudes of the complex valued eigenvalues of a general (non-reversible non-lazy) Markov chain with a minor expansion property. This leads to the first…
Platooning connected and autonomous vehicles (CAVs) provide significant benefits in terms of traffic efficiency and fuel economy. However, most existing platooning systems assume the availability of pre-determined plans, which is not…
Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…
L\'evy walks are random walk processes whose step-lengths follow a long-tailed power-law distribution. Due to their abundance as movement patterns of biological organisms, significant theoretical efforts have been devoted to identifying the…
Connected Automated Vehicles (CAVs) offer unparalleled opportunities to revolutionize existing transportation systems. In the near future, CAVs and human-driven vehicles (HDVs) are expected to coexist, forming a mixed traffic system.…
A general method to describe stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems. The determination of an optimal coordinate for the description of stochastic dynamics. The reconstruction of…
Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…
Platooning connected and autonomous vehicles (CAVs) can improve traffic and fuel efficiency. However, scalable platooning operations require junction-level coordination, which has not been well studied. In this paper, we study the…
In the present paper, we consider a class of Markov processes on the discrete circle which has been introduced by K\"onig, O'Connell and Roch. These processes describe movements of exchangeable interacting particles and are discrete…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
L\'{e}vy flights is a random walk where the step-lengths have a probability distribution that is heavy-tailed. It has been shown that L\'{e}vy flights can maximize the efficiency of resource searching in uncertain environments, and also…
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…
This paper is interested in proving correlation inequalities of the FKG-type for various stochastic processes in continuous time. The pivotal tool which yields these correlation inequalities is an approximation with (possibly conditioned)…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…
We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by L\'evy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary…
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…
In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…