相关论文: Sticky coupling as a control variate for sensitivi…
Risk decision systems in fraud detection and credit scoring operate under structural label absence: ground truth arrives weeks to months after decisions are made. During this blind period, model performance may degrade silently, eroding the…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
The dispersionless limit of the standard Eliashberg theory of superconductivity is studied. The effective electron-electron interactions are mediated by Einstein phonons of frequency $\Omega>0$, equipped with electron-phonon coupling…
In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…
The aim of this paper is to develop estimation and inference methods for the drift parameters of multivariate L\'evy-driven continuous-time autoregressive processes of order $p\in\mathbb{N}$. Starting from a continuous-time observation of…
We present evidence of the existence of a superdiffusive regime in systems with correlated disorder for which localization is suppressed. An expression for anomalous electrical conductivity at low frequencies is found by using a generalized…
Aiming at the core problem that it is difficult for a fixed inertia coefficient to balance transient disturbance suppression and long-term stability in complex network synchronization systems, an adaptive inertia control strategy based on…
We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can…
The functional significance of correlations between action potentials of neurons is still a matter of vivid debates. In particular it is presently unclear how much synchrony is caused by afferent synchronized events and how much is…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
Dynamical conductivity in a disordered one-dimensional model of interacting fermions is studied numerically at high temperatures and in the weak-interaction regime in order to find a signature of many-body localization and vanishing d.c.…
We present a novel idea for a coupling of solutions of stochastic differential equations driven by L\'{e}vy noise, inspired by some results from the optimal transportation theory. Then we use this coupling to obtain exponential…
We present the stability analysis for the new regulation-triggered approach to adaptive control introduced in a companion paper. Due to the fact that the closed-loop system is hybrid, our proofs have essential differences from the…
Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
Consider a Brownian motion on the circumference of the unit circle, which jumps to the opposite point of the circumference at incident times of an independent Poisson process of rate $\lambda$. We examine the problem of coupling two copies…
We investigated a cost-constrained static ergodic control problem of the variance of measure-valued affine processes and its application in streamflow management. The controlled system is a jump-driven mixed moving average process that…
Large scale numerical simulations are used to study the elastic dynamics of two-dimensional vortex lattices driven on a disordered medium in the case of weak disorder. We investigate the so-called elastic depinning transition by decreasing…
To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…