相关论文: Exit Probabilities and Balayage of Constrained Ran…

Most approximation algorithms for #P-complete problems (e.g., evaluating the permanent of a matrix or the volume of a polytope) work by reduction to the problem of approximate sampling from a distribution $\pi$ over a large set $\S$. This…

A simple analytical solution is proposed for the stationary loss system of two parallel queues with finite capacity $K$, in which new customers join the shortest queue, or one of the two with equal probability if their lengths are equal.…

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

We consider traffic flow dynamics for a network of signalized intersections, where the outflow from every link is constrained to be equal to a given capacity function if the queue length is positive, and equal to the minimum of cumulative…

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Planar graph navigation is an important problem with significant implications to both point location in geometric data structures and routing in networks. However, whilst a number of algorithms and existence proofs have been proposed, very…

We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…

This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…

We prove tight mixing time bounds for natural random walks on bases of matroids, determinantal distributions, and more generally distributions associated with log-concave polynomials. For a matroid of rank $k$ on a ground set of $n$…

The number of steps until termination of a probabilistic program is a random variable. Probabilistic program termination therefore requires qualitative analysis via almost-sure termination (AST), while also providing quantitative answers…

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Graph clustering is an important technique to understand the relationships between the vertices in a big graph. In this paper, we propose a novel random-walk-based graph clustering method. The proposed method restricts the reach of the…

In this paper we consider the problem of estimating the parameters of a Poisson arrival process where the rate function is assumed to lie in the span of a known basis. Our goal is to estimate the basis expansions coefficients given a…

We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…

We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$,…

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…

We introduce the P\'olya Web, a system of coalescing random walks based on the classic P\'olya urn model. This construction serves as an analogue to the web of coalescing random walks studied by T\'oth and Werner (1998), replacing simple…

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…