Related papers: Random additive perturbation of a $k$ term recurre…

Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…

We study stochastic approximation algorithms with Markovian noise and constant step-size $\alpha$. We develop a method based on infinitesimal generator comparisons to study the bias of the algorithm, which is the expected difference between…

Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

We study a noise-induced bifurcation in the vicinity of the threshold by using a perturbative expansion of the order parameter, called the Poincar\'e-Lindstedt expansion. Each term of this series becomes divergent in the long time limit if…

We study the effect of a weak random additive noise in a linear chain of N locally-coupled logistic maps at the edge of chaos. Maps tend to synchronize for a strong enough coupling, but if a weak noise is added, very intermittent…

This paper studies the sample complexity of the stochastic Linear Quadratic Regulator when applied to systems with multiplicative noise. We assume that the covariance of the noise is unknown and estimate it using the sample covariance,…

We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…

We study the recurrence of the product of n functions, each of which satisfies the same recurrence relation.

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

We study the triangular array defined by the Graham--Knuth--Patashnik recurrence $T(n,k) = (\alpha n + \beta k + \gamma)\, T(n-1,k)+(\alpha' n + \beta' k + \gamma') \, T(n-1,k-1)$ with initial condition $T(0,k) = \delta_{k0}$ and parameters…

The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either…

A perturbative approach for non renormalizable theories is developed. It is shown that the introduction of an extra expansion parameter allows one to get rid of divergences and express physical quantities as series with finite coefficients.…

Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by…

We consider a misspecified optimization problem that requires minimizing a function f(x;q*) over a closed and convex set X where q* is an unknown vector of parameters that may be learnt by a parallel learning process. In this context, We…

We consider random systems of equations over the reals, with $m$ equations and $m$ unknowns $P_i(t)+X_i(t)=0$, $t\in\mathbb{R}^m$, $i=1,...,m$, where the $P_i$'s are non-random polynomials having degrees $d_i$'s (the "signal") and the…

Let $X_1,...,X_N$ denote $N$ independent $d$-dimensional L\'evy processes, and consider the $N$-parameter random field \[\X(\bm{t}):= X_1(t_1)+...+X_N(t_N).\] First we demonstrate that for all nonrandom Borel sets $F\subseteq\R^d$, the…

The solution form of the system of nonlinear difference equations \begin{equation*} x_{n+1} = \frac{x_{n-k+1}^{p}y_{n}}{a y_{n-k}^{p}+b y_{n}},\ y_{n+1} = \frac{y_{n-k+1}^{p}x_{n}}{\alpha x_{n-k}^{p}+\beta x_{n}}, \quad n, p \in…

We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…

A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions…

We consider an affine process $X$ which is only observed up to an additive white noise, and we ask for its law, for some time $t > 0 $, conditional on all observations up to this time $ t $. This is a general, possibly high dimensional…