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We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
In compact settings, the convergence rate of the empirical optimal transport cost to its population value is well understood for a wide class of spaces and cost functions. In unbounded settings, however, hitherto available results require…
Chance-constrained motion planning requires uncertainty in dynamics to be propagated into uncertainty in state. When nonlinear models are used, Gaussian assumptions on the state distribution do not necessarily apply since almost all random…
In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on…
Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…
Using probabilistic approach, the transient dynamics of sparsely connected Hopfield neural networks is studied for arbitrary degree distributions. A recursive scheme is developed to determine the time evolution of overlap parameters. As…
We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…
We propose an alternative interpretation of Markovian transport models based on the well-mixedness condition, in terms of the properties of a random velocity field with second order structure functions scaling linearly in the space time…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…
We introduce a general class of mean-field-like spin systems with random couplings that comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. We are interested in quantitative estimates…
The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…
In this paper, we study randomized and cyclic coordinate descent for convex unconstrained optimization problems. We improve the known convergence rates in some cases by using the numerical semidefinite programming performance estimation…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…
The paper established sufficient conditions of predictability with degeneracy for the spectrum at $M$-periodically located isolated points on the unit circle. It is also shown that $m$-periodic subsequences of these sequences are also…
In this paper we investigate the problem of detecting a change in the drift parameters of a generalized Ornstein-Uhlenbeck process which is defined as the solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in…