相关论文: Sticky coupling as a control variate for sensitivi…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
We consider third-order dynamic systems which have an integral feedback action and discontinuous relay disturbance. More specifically for the applications, the focus is on the integral plus state-feedback control of the motion systems with…
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…
This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…
We present an efficient method for computing the zero frequency limit of transport coefficients in strongly coupled field theories described holographically by higher derivative gravity theories. Hydrodynamic parameters such as shear…
Inhomogeneities and junctions in wires are natural sources of scattering, and hence resistance. A conducting fixed point usually requires an adiabatically smooth system. One notable exception is "healing", which has been predicted in…
We study nonasymptotic minimax estimation of the linear functional $L(\theta)=\eta^\top \theta$ for a high-dimensional $s$-sparse mean vector with an arbitrary loading vector $\eta$. For symmetric noise with exponentially decaying tails, we…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
We study a class of globally coupled maps in the continuum limit, where the individual maps are expanding maps of the circle. The circle maps in question are such that the uncoupled system admits a unique absolutely continuous invariant…
This paper investigates the stability properties and performance of super-twisting sliding-mode control loops subject to periodic perturbations. Although there exist conditions on the control gains that guarantee finite-time stability of…
Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…
Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…
Motivated by Q-learning, we study nonsmooth contractive stochastic approximation (SA) with constant stepsize. We focus on two important classes of dynamics: 1) nonsmooth contractive SA with additive noise, and 2) synchronous and…
Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…
This paper presents an analysis of the effects of noise and precision on a simplified model of the clarinet driven by a variable control parameter. When the control parameter is varied the clarinet model undergoes a dynamic bifurcation. A…
In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…
The capillary traction of a liquid contact line causes highly localized deformations in soft solids, tremendously slowing down wetting and dewetting dynamics by viscoelastic braking. Enforcing nonetheless large velocities leads to the…
We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for the corresponding mean-field particle system approximations.…
Asynchrony, overlaps and delays in sensory-motor signals introduce ambiguity as to which stimuli, actions, and rewards are causally related. Only the repetition of reward episodes helps distinguish true cause-effect relationships from…
This paper studies the super-twisting algorithm (STA) for adaptive sliding mode design. The proposed method tunes the two gains of STA on line simultaneously such that a second order sliding mode can take place with small rectifying gains.…