Related papers: On the ergodicity of a three-factor CIR model
We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…
In equilibrium liquid crystals, chirality leads to a variety of spectacular three-dimensional structures, but chiral and achiral phases with the same broken continuous symmetries have identical long-time, large-scale dynamics. In this…
The system of falling balls is an autonomous Hamiltonian system with a smooth invariant measure and non-zero Lyapunov exponents almost everywhere. For almost three decades new, the question of its ergodicity remains open. We contribute to…
We study a nonlinear fluid-structure interaction problem in which the fluid is described by the three-dimensional incompressible Navier-Stokes equations, and the elastic structure is modeled by the nonlinear plate equation which includes a…
The local statistical and geometric structure of three-dimensional turbulent flow can be described by properties of the velocity gradient tensor. A stochastic model is developed for the Lagrangian time evolution of this tensor, in which the…
The success of autoregressive models largely depends on the effectiveness of vector quantization, a technique that discretizes continuous features by mapping them to the nearest code vectors within a learnable codebook. Two critical issues…
In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-space Markov chains which are (possibly) not irreducible.…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…
Wasserstein distributionally robust control (DRC) recently emerges as a principled paradigm for handling uncertainty in stochastic dynamical systems. However, it constructs data-driven ambiguity sets via uniform distribution shifts before…
We show that topological 3D gravity with torsion can be formulated as a Chern-Simons gauge theory, provided a specific parameter, known as the effective cosmological constant, is negative. In that case, the boundary dynamics of the theory…
The paper reports the recent results on application and extension of the matrix formulation of lagrangian hydrodynamic equations. The matrix approach is based on the notion of continuous deformation of infinitesimal material elements and…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
We introduce several new models whose common feature is to take into account effects from topological vorticity. The macroscopic unknown is driven by a dissipative anomalous diffusion (of SQG-type) and is coupled with the orientation of the…
The effects of treatments are often heterogeneous, depending on the observable characteristics, and it is necessary to exploit such heterogeneity to devise individualized treatment rules (ITRs). Existing estimation methods of such ITRs…
The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…
The two-layer quasigeostrophic flow model is an intermidiate system between the single-layer 2D barotropic flow model and the continuously stratified, 3D baroclinic flow model. This model is widely used to investigate basic mechanisms in…
We consider an electrodiffusion model describing the evolution of $N$ ionic species in a three-dimensional fluid flowing through a porous medium and forced by added body charges. We address the global well-posedness and long-time dynamics…