Related papers: Practical drift conditions for subgeometric rates …
This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…
In massive data analysis, training and testing data often come from very different sources, and their probability distributions are not necessarily identical. A feature example is nonparametric classification in posterior drift model where…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…
We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.
We study the convergence of stochastic fixed point iterations in the consistent case (in the sense of Butnariu and Fl{\aa}m (1995)) in several different settings, under decreasingly restrictive regularity assumptions of the fixed point…
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…
Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…
In this paper, the dimension-free Harnack inequality is proved for the associated transition semigroups to a large class of stochastic evolution equations with monotone drifts. As applications, the ergodicity, hyper-(or ultra-)contractivity…
We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant…
We first provide some properties of the Mellin transform of nonnegative random variables, such that monotonicity, injectivity and effect of size biasing. Convergence of Mellin transforms is also entirely formalized through convergence in…
The equations of secular evolution for dust grains in mean motion resonances with a planet are solved for stationary points. This is done including both Poynting-Robertson effect and stellar wind. The solutions are stationary in semimajor…
Given a public transportation network of stations and connections, we want to find a minimum subset of stations such that each connection runs through a selected station. Although this problem is NP-hard in general, real-world instances are…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers…
Motivated by the study of reversal behaviour of myxobacteria, in this article we are interested in a kinetic model for reversal dynamics, in which particles with directions close to be opposite undergo binary collision resulting in…
We give necessary and sufficient conditions for joint ergodicity results of collections of sequences with respect to systems of commuting measure preserving transformations. Combining these results with a new technique that we call…
For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…
In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…
In this paper, we derive differential conditions guaranteeing the orbital stability of nonlinear hybrid limit cycles. These conditions are represented as a series of pointwise linear matrix inequalities (LMI), enabling the search for…