Related papers: Existence of independent random matching
We study uncoordinated matching markets with additional local constraints that capture, e.g., restricted information, visibility, or externalities in markets. Each agent is a node in a fixed matching network and strives to be matched to…
We use freeness assumptions of random matrix theory to analyze the dynamical behavior of inference algorithms for probabilistic models with dense coupling matrices in the limit of large systems. For a toy Ising model, we are able to recover…
We consider dynamical systems arising from substitutions over a finite alphabet. We prove that such a system is linearly repetitive if and only if it is minimal. Based on this characterization we extend various results from primitive…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We consider an interacting particle Markov process for Darwinian evolution in an asexual population with non-constant population size, involving a linear birth rate, a density-dependent logistic death rate, and a probability $\mu$ of…
We consider an infinite horizon dynamic mechanism design problem with interdependent valuations. In this setting the type of each agent is assumed to be evolving according to a first order Markov process and is independent of the types of…
Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…
Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…
The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…
This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…
Two-sided matching markets, environments in which two disjoint groups of agents seek to partner with one another, arise in several contexts. In static, centralized markets where agents know their preferences, standard algorithms can yield a…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
Results regarding probable bifurcations from fixed points are presented in the context of general dynamical systems (real, random matrices), time-delay dynamical systems (companion matrices), and a set of mappings known for their properties…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
This is a chapter for the forthcoming New Handbook of Mathematical Psychology, to be published by Cambridge University Press. A systematic theory of random variables and joint distributions under varying conditions is presented. This is a…
This review paper presents the known results on the asymptotics of the survival probability and limit theorems conditioned on survival of critical and subcritical branching processes in IID random environments. The key assumptions of the…
We consider the Moran process with two populations competing under an iterated Prisoners' Dilemma in the presence of mutation, and concentrate on the case where there are multiple Evolutionarily Stable Strategies. We perform a complete…
The analysis of equilibrium points in random games has been of great interest in evolutionary game theory, with important implications for understanding of complexity in a dynamical system, such as its behavioural, cultural or biological…