Related papers: On the Gaussian Moat Problem
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…
In the present paper, we introduce a new approach, relying on the Galois theory of difference equations, to study the nature of the generating series of walks in the quarter plane. Using this approach, we are not only able to recover many…
In this article we obtain new expressions for the generating functions counting (non-singular) walks with small steps in the quarter plane. Those are given in terms of infinite series, while in the literature, the standard expressions use…
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…
Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…
We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions. Similar estimates have…
Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…
Many recent papers deal with the enumeration of 2-dimensional walks with prescribed steps confined to the positive quadrant. The classification is now complete for walks with steps in $\{0, \pm 1\}^2$: the generating function is D-finite if…
We experimentally demonstrate a quantum walk on a line in phase space using one and two trapped ion. A walk with up to 23 steps is realized by subjecting an ion to state-dependent displacement operations interleaved with quantum coin…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
Building on the work of Miller et al. [Fibonacci Quarterly, 2022], we show that it is impossible to "walk to infinity" along the Fibonacci sequence in any integer base $b\geq 2$ when at most $N$ digits are appended per step. Our proof…
Existence of nonnegative weak solutions is shown for a thin film approximation of the Muskat problem with gravity and capillary forces taken into account. The model describes the space-time evolution of the heights of the two fluid layers…
The method of characteristics is a key tool for studying consistency of equations of motion; it allows issues such as predictability, maximal propagation speed, superluminality, unitarity and acausality to be addressed without requiring…
The aim of this article is to introduce a unified method to obtain explicit integral representations of the trivariate generating function counting the walks with small steps which are confined to a quarter plane. For many models, this…
We study the Muskat problem on the half-plane, which models motion of an interface between two fluids of distinct densities (e.g., oil and water) in a porous medium (e.g., an aquifer) that sits atop an impermeable layer (e.g., bedrock).…
This paper treats absorption problems for the one-dimensional quantum walk determined by a 2 times 2 unitary matrix U on a state space {0,1,...,N} where N is finite or infinite by using a new path integral approach based on an orthonormal…
We solve a randomized version of the following open question: is there a strictly convex, bounded curve \gamma in the plane such that the number of rational points on \gamma, with denominator $n$, approaches infinity with $n$? Although this…
The concept of number and its generalization has played a central role in the development of mathematics over many centuries and many civilizations. Noteworthy milestones in this long and arduous process were the developments of the real…
Assuming a uniform $q$-variant of the prime $k$-tuple conjecture, we compute moments of the number of primes in arithmetic progressions to a large modulus $q$ as the residue classes vary. Consequently, depending on the size of $\varphi(q)$,…