Related papers: Introduction to rough paths theory
Through the development of efficient algorithms, data structures and preprocessing techniques, real-world shortest path problems in street networks are now very fast to solve. But in reality, the exact travel times along each arc in the…
Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to H\"older continuous multiplicative functionals in the case of Lipschitz coefficients…
Lecture notes for the course "Batalin-Vilkovisky formalism and applications in topological quantum field theory" given at the University of Notre Dame in the Fall 2016 for a mathematical audience. In these lectures we give a slow…
Recent progress on the understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the…
The theory of random real numbers is exceedingly well-developed, and fascinating from many points of view. It is also quite challenging mathematically. The present notes are intended as no more than a gateway to the larger theory. They…
The problem of comparing concepts of dependence in general rough sets with those in probability theory had been initiated by the present author in some of her recent papers. This problem relates to the identification of the limitations of…
This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…
This paper deals with stochastic integrals of form $\int_0^T f(X_u)d Y_u$ in a case where the function $f$ has discontinuities, and hence the process $f(X)$ is usually of unbounded $p$-variation for every $p\geq 1$. Consequently,…
This is a brief pedagogical introduction to the theory of large deviations. It appeared in the ICTS Newsletter 2017 (Volume 3, Issue 2), goo.gl/pZWA6X.
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…
In this paper, rough approximations of Cayley graphs are studied and rough edge Cayley graphs are introduced. Furthermore, a new algebraic definition called pseudo-Cayley graphs containing Cayley graphs is proposed. Rough approximation is…
We consider paths in weighted and directed temporal networks, introducing tools to compute sets of paths of high probability. We quantify the relative importance of the most probable path between two nodes with respect to the whole set of…
At the 2023 Les Houches Summer School on Theoretical Biological Physics, several students asked for some background on information theory, and so we added a tutorial to the scheduled lectures. This is largely a transcript of that tutorial,…
These are lecture notes for a 4h mini-course held in Toulouse, May 9-12th, at the thematic school on "Quantum topology and geometry". The goal of these lectures is to (a) explain some incarnations, in the last ten years, of the idea of…
We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…
Notes for a Course on Probability and Statistics: L1: Elements of Probability; L2: Bayesian Inference; L3: Monte Carlo Methods
The goal of these notes is to provide an informal introduction to Gromov-Witten theory with an emphasis on its role in counting curves in surfaces. These notes are based on a talk given at the Fields Institute during a week-long conference…