相关论文: Path Developments and Tail Asymptotics of Signatur…
This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…
Neuroscientific studies of drawing-like movements usually analyze neural representation of either geometric (eg. direction, shape) or temporal (eg. speed) features of trajectories rather than trajectory's representation as a whole. This…
We present a method for drawing isolines indicating regions of equal joint exceedance probability for bivariate data. The method relies on bivariate regular variation, a dependence framework widely used for extremes. This framework enables…
This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity…
We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with…
We consider the problem of enumerating Dyck paths staying weakly above the x-axis with a limit to the number of consecutive up steps, or a limit to the number of consecutive down steps. We use Finite Operator Calculus to obtain formulas for…
In real-world systems, the relationships and connections between components are highly complex. Real systems are often described as networks, where nodes represent objects in the system and edges represent relationships or connections…
We investigate the computational complexity of finding temporally disjoint paths or walks in temporal graphs. There, the edge set changes over discrete time steps and a temporal path (resp. walk) uses edges that appear at monotonically…
In this work, we propose a class of importance sampling (IS) estimators for estimating the right tail probability of a sum of continuous random variables based on a change of variables to $L^1$ polar coordinates in which the radial and…
We classify which local problems with inputs on oriented paths have so-called Borel solution and show that this class of problems remains the same if we instead require a measurable solution, a factor of iid solution, or a solution with the…
The Shortest Path Reconfiguration problem has as input a graph G (with unit edge lengths) with vertices s and t, and two shortest st-paths P and Q. The question is whether there exists a sequence of shortest st-paths that starts with P and…
The simplest (3+1)D Regge calculus model (with three-dimensional discrete space and continuous time) is considered which describes evolution of the simplest closed two-tetrahedron piecewise flat manifold in the continuous time. The measure…
Path planning in robotics often requires finding high-quality solutions to continuously valued and/or high-dimensional problems. These problems are challenging and most planning algorithms instead solve simplified approximations. Popular…
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
The enumeration of lattice paths in wedges poses unique mathematical challenges. These models are not translationally invariant, and the absence of this symmetry complicates both the derivation of a functional recurrence for the generating…
We derive the sharp non-asymptotical uniform estimations for tails of distributions for classical normed sums of centered normed independent random vectors having a moderate decreasing individual tails of summands.
We study the Directed Steiner Tree (DST) problem in layered graphs through a simple path-based linear programming relaxation. This relaxation achieves an integrality gap of O(l log k), where k is the number of terminals and l is the number…
We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric $\Pi $-rough paths for $\Pi =\left( p_{1},\cdots ,p_{k}\right) $, $p_{i}\geq 1$. When there exists $ p\geq 1$ such that…
These lectures are intended as an introduction to the technique of path integrals and their applications in physics. The audience is mainly first-year graduate students, and it is assumed that the reader has a good foundation in quantum…
This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…