相关论文: On integrability of quadratic harnesses
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
We propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…
We derive several entanglement criteria for bipartite continuous variable quantum systems based on the Shannon entropy. These criteria are more sensitive than those involving only second-order moments, and are equivalent to well-known…
We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
The stability of shear flows of electrically conducting fluids, with respect to finite amplitude three-dimensional localized disturbances is considered. The time evolution of the fluid impulse integral, characterizing such disturbances, for…
The uncertainty relation is a fundamental concept in quantum theory, plays a pivotal role in various quantum information processing tasks. In this study, we explore the additive uncertainty relation pertaining to two or more observables, in…
We investigate the small-time local controllability of systems in the vicinity of an equilibrium. Given a small time, an initial data and a final data close from the equilibrium, is it possible to find a control (a source term) that guides…
In this study, a new form of quadratic spline is obtained, where the coefficients are determined explicitly by variational methods. Convergence is studied and parity conservation is demonstrated. Finally, the method is applied to solve…
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…
We consider systems whose lifetime is measured by the time of physical degradation of components, as well as the degree of power each component contributes to the system. The lifetimes of the components of the system are random variables.…
We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…
In the Hammersley harness processes the real-valued height at each site i in Z^d is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process "a la Harris"…
We present quadratically convergent algorithms to compute the extremal value of a real parameter for which a given rational transfer function of a linear time-invariant system is passive. This problem is formulated for both continuous-time…
Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…
We construct optimally robust realizations of a given rational transfer function that represents a passive discrete-time system. We link it to the solution set of linear matrix inequalities defining passive transfer functions. We also…
Let $P$ be a set of points and $L$ a set of lines in the (extended) Euclidean plane, and $I \subseteq P\times L$, where $i =(p,l) \in I$ means that point $p$ and line $l$ are incident. The incidences can be interpreted as quadratic…