相关论文: Computing hitting times via fluid approximation: a…
For any given $\epsilon>0$ we provide an algorithm for the Quadratic Knapsack Problem that has an approximation ratio within $O(n^{2/5+\epsilon})$ and a run time within $O(n^{9/\epsilon})$.
There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…
The (Non-Preemptive) Throughput Maximization problem is a natural and fundamental scheduling problem. We are given $n$ jobs, where each job $j$ is characterized by a processing time and a time window, contained in a global interval $[0,T)$,…
A stochastic timed automaton is a purely stochastic process defined on a timed automaton, in which both delays and discrete choices are made randomly. We study the almost-sure model-checking problem for this model, that is, given a…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
A basic primitive in quantum information is the computation of the moments $\mathbb{E}_U[{\rm Tr}[U\rho U^\dagger O]^t]$. These describe the distribution of expectation values obtained by sending a state $\rho$ through a random unitary $U$,…
We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…
We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…
In the absence of acceleration, the velocity formula gives "distance travelled equals speed multiplied by time". For a broad class of Markov chains such as circulant Markov chains or random walk on complete graphs, we prove a probabilistic…
Flowshop machine scheduling has been of main interest in several applications where the timing of its processes plays a fundamental role in the utilization of system resources. Addressing the optimal sequencing of the jobs when equivalent…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
We revisit a fundamental problem in string matching: given a pattern of length m and a text of length n, both over an alphabet of size $\sigma$, compute the Hamming distance between the pattern and the text at every location. Several…
Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…
For a number of applications like low-source reactor start-up or neutron coincidence counting it is necessary to take into account the stochastic nature of neutron transport and go beyond the average neutron density, which is solution of a…
We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
Quantum walks play an important role in the area of quantum algorithms. Many interesting problems can be reduced to searching marked states in a quantum Markov chain. In this context, the notion of quantum hitting time is very important,…