Related papers: L\'evy flights as an underlying mechanism for glob…
An important focus of current research in the field of Micro Aerial Vehicles (MAVs) is to increase the safety of their operation in general unstructured environments. Especially indoors, where GPS cannot be used for localization, reliable…
We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…
This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…
We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. driven by a L\'evy process. Our results are valid for a large…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
The evolution of several physical and biological systems, ranging from neutron transport in multiplying media to epidemics or population dynamics, can be described in terms of branching exponential flights, a stochastic process which…
Animal movements have been related to optimal foraging strategies where self-similar trajectories are central. Most of the experimental studies done so far have focused mainly on fitting statistical models to data in order to test for…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
We discuss a unified approach to stochastic optimization of pseudo-Boolean objective functions based on particle methods, including the cross-entropy method and simulated annealing as special cases. We point out the need for auxiliary…
Airline operations are subject to many uncertainties, such as weather, varying demand, maintenance events, congestion, etc. Large amounts of information are currently ignored due to difficulties in processing big data sets. We explore the…
Flight diversions are rare but high-impact events in aviation, making their reliable prediction vital for both safety and operational efficiency. However, their scarcity in historical records impedes the training of machine learning models…
In this paper, we consider the Heston-CIR model with L\'{e}vy process for pricing in the foreign exchange (FX) market by providing a new formula that better fits the distribution of prices. To do that, first, we study the existence and…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
We consider trawl processes, which are stationary and infinitely divisible stochastic processes and can describe a wide range of statistical properties, such as heavy tails and long memory. In this paper, we develop the first…
Flight trajectory data plays a vital role in the traffic management community, especially for downstream tasks such as trajectory prediction, flight recognition, and anomaly detection. Existing works often utilize handcrafted features and…
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting…
Significant advances in sensing, robotics, and wireless networks have enabled the collaborative utilization of autonomous aerial, ground and underwater vehicles for various applications. However, to successfully harness the benefits of…
Logic-Geometric Programming (LGP) is a powerful motion and manipulation planning framework, which represents hierarchical structure using logic rules that describe discrete aspects of problems, e.g., touch, grasp, hit, or push, and solves…
To prolong the lifetime of the unmanned aerial vehicles (UAVs), the UAVs need to fulfill their missions in the shortest possible time. In addition to this requirement, in many applications, the UAVs require a reliable internet connection…
The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbances which affect the dynamics. Recently, stochastic optimal…