相关论文: On the one dimensional Euclidean matching problem:…

We present a simulation scheme for simulating Brownian bridges on complete and connected Lie groups. We show how this simulation scheme leads to absolute continuity of the Brownian bridge measure with respect to the guided process measure.…

We find a relation between the semiclassical approximation of the temperature (Matsubara) 2-point correlator and the corresponding classical Green function in real time at finite temperature. The anharmonic oscillator at finite temperature…

We derive an efficient algorithm to find solutions to Euler's concordant form problem and rational points on elliptic curves associated with this problem.

We study quotients of quadratic forms and associated polar lines in the projective plane. Our results, applied pointwise to quadratic differential forms, shed some light on classical binary differential equations (BDEs) associated to…

Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional processes, we develop a formalism to take into account both…

In 1966, Jenkins and Serrin gave existence and uniqueness results for infinite boundary value problems of minimal surfaces in the Euclidean space, and after that such solutions have been studied by using the univalent harmonic mapping…

We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with $\sqrt{n}$-rate on the assumption that the smoothness of the functionals is larger than the…

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…

We study the on-line minimum weighted bipartite matching problem in arbitrary metric spaces. Here, $n$ not necessary disjoint points of a metric space $M$ are given, and are to be matched on-line with $n$ points of $M$ revealed one by one.…

An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to…

We consider the so called Calder\'on problem which corresponds to the determination of a conductivity appearing in an elliptic equation from boundary measurements. Using several known results we propose a simplified and self contained proof…

We introduce the notion of de Bruijn entropy of an Eulerian quiver and show how the corresponding relative entropy can be applied to practical string similarity problems. This approach explicitly links the combinatorial and…

We investigate open quantum Brownian motions as quantum analogues of classical diffusion processes under interaction with an external enviroment. Building upon the microscopic derivation by Sinayskiy and Petruccione [20], we revisit the…

We develop an inferential toolkit for analyzing object-valued responses, which correspond to data situated in general metric spaces, paired with Euclidean predictors within the conformal framework. To this end we introduce conditional…

In this paper, we study a retailer price optimization problem which includes the practical constraints: maximum number of price changes and minimum amount of price change (if a change is recommended). We provide a closed-form formula for…

In this paper we establish a comparison result through symmetrization for solutions to some boundary value problems involving the fractional Laplacian. This allows to get sharp estimates for the solutions, obtained by comparing them with…

Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve…

Maximum bipartite matching is a fundamental algorithmic problem which can be solved in polynomial time. We consider a natural variant in which there is a separation constraint: the vertices on one side lie on a path or a grid, and two…

We prove concentration bounds for random Euclidean combinatorial optimization problems with $p$--costs. For bipartite matching and for the (mono- and bi-partite) traveling salesperson problem in dimension $d\ge 3$, we obtain concentration…