Related papers: Local Statistics and Concentration for Non-interse…
Let C(n,k) denote the number of connected graphs with n labeled vertices and n+k-1 edges. For any sequence (k_n), the limit of C(n,k_n) as n tends to infinity is known. It has been observed that, if k_n=o(\sqrt{n}), this limit is…
This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…
We study the dynamics of an open membrane with a cylindrical topology, in the background of a constant three form. We use the action, due to Bergshoeff, London and Townsend, to study the noncommutativity properties of the boundary string…
We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…
In this paper, the problem of bridge consensus is presented and solved. Bridge consensus consists of a network of nodes, some of whom are participating and others are non-participating. The objective is for all the agents to reach average…
A watermelon is a set of $p$ Bernoulli paths starting and ending at the same ordinate, that do not intersect. In this paper, we show the convergence in distribution of two sorts of watermelons (with or without wall condition) to processes…
In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…
We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…
Consider the {$\ell_{\alpha}$} regularized linear regression, also termed Bridge regression. For $\alpha\in (0,1)$, Bridge regression enjoys several statistical properties of interest such as sparsity and near-unbiasedness of the estimates…
Mean density of lower dimensional random closed sets, as well as the mean boundary density of full dimensional random sets, and their estimation are of great interest in many real applications. Only partial results are available so far in…
An ongoing challenge in animal ecology is developing movement models that account for the autocorrelation, and often temporal irregularity, in telemetry data. Continuous-time Langevin diffusion models have been proposed to model temporally…
In this paper we consider non-compact non-flat simply connected harmonic manifolds. In particular, we show that the Martin boundary and Busemann boundary coincide for such manifolds. For any finite volume quotient we show that (up to…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…
We consider the role of non-localities in speed-density data used to fit fundamental diagrams from vehicle trajectories. We demonstrate that the use of anticipated densities results in a clear classification of speed-density data into…
In this paper, we introduce a new conservation-based approach to model traffic dynamics, and apply the model predictive control (MPC) approach to control the boundary traffic inflow and outflow, so that the traffic congestion is reduced. We…
Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…
A synthetic study of Pitman's and L\'evy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.
Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.