相关论文: Maxima of moving maxima of continuous functions

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Contrast maximization (CMAX) is a direct geometric framework for event-based motion estimation, but its iterative warp-and-accumulate pipeline incurs input-dependent computation and frequent memory accesses, challenging real-time, low-power…

In combinatorial optimization, partial variable assignments are called persistent if they agree with some optimal solution. We propose persistency criteria for the multicut and max-cut problem as well as fast combinatorial routines to…

Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

We establish that a mode-coupling approximation for the dynamics of multi-component systems obeying Smoluchowski dynamics preserves a subtle yet fundamental property: the matrices of partial density correlation functions are completely…

We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…

We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…

We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…

Milestoning is a computational procedure that reduces the dynamics of complex systems to memoryless jumps between intermediates, or milestones, and only retains some information about the probability of these jumps and the time lags between…

In this paper we propose a decentralized sensor network scheme capable to reach a globally optimum maximum likelihood (ML) estimate through self-synchronization of nonlinearly coupled dynamical systems. Each node of the network is composed…

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…

The tail correlation function (TCF) is one of the most popular bivariate extremal dependence measures that has entered the literature under various names. We study to what extent the TCF can distinguish between different classes of…

It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The main contributions are as follows. First, we refine the…

We study the problem of finding a maximum matching in a graph given by an input stream listing its edges in some arbitrary order, where the quantity to be maximized is given by a monotone submodular function on subsets of edges. This…

We synthesize monolithic topologies of constant output (CoFM) and input (CiFM) force mechanisms. During synthesis, we capture all possible aspects of member deformation including finite displacements, buckling, interaction between members,…