相关论文: Geodesic L\'evy flights and expected stopping time…
Sampling based probabilistic roadmap planners (PRM) have been successful in motion planning of robots with higher degrees of freedom, but may fail to capture the connectivity of the configuration space in scenarios with a critical narrow…
In many real-world scenarios, the underlying random fluctuations are non-Gaussian, particularly in contexts where heavy-tailed data distributions arise. A typical example of such non-Gaussian phenomena calls for L\'evy noise, which…
Motivated by GW170817 we examine constraints that observations put on the angular structure of long gamma-ray burst (GRB) jets. First, the relatively narrow observed distribution of $E_{X}/E_{\gamma}$ (the isotropic equivalent early X-ray…
We address the problem of catching all speed $1$ geodesics of a Riemannian manifold with a moving ball: given a compact Riemannian manifold $(M,g)$ and small parameters $\varepsilon>0$ and $v>0$, is it possible to find $T>0$ and an…
We resolve a question of Bramson and Griffeath by showing that the expected capture time of four independent Brownian predators pursuing one Brownian prey on a line is finite. Our main tool is an eigenvalue estimate for a particular…
In natural foraging, many organisms seem to perform two different types of motile search: directed search (taxis) and random search. The former is observed when the environment provides cues to guide motion towards a target. The latter…
We consider the parametric estimation of the driving L\'evy process of a multivariate continuous-time autoregressive moving average (MCARMA) process, which is observed on the discrete time grid $(0,h,2h,...)$. Beginning with a new state…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
The master equation for a probability density function (pdf) driven by L\'{e}vy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given…
The expected signature kernel arises in statistical learning tasks as a similarity measure of probability measures on path space. Computing this kernel for known classes of stochastic processes is an important problem that, in particular,…
We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…
We generalize and strengthen the theorem of Gromov that every compact Riemannian manifold of diameter at most D has a set of generators g_1,...,g_k of length at most 2D and relators of the form g_ig_m = g_j . In particular, we obtain an…
Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of…
Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…
In this paper we study a queue with L\'evy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quantities related to the transient workload, assuming the…