相关论文: Bivariate Uniqueness and Endogeny for the Logistic…

This paper addresses the transmission network expansion planning problem considering storage units under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby short- and long-term…

We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. Aldous's Brownian continuum random tree, the…

We extend the results of B. Bollobas, O. Riordan, J. Spencer, G. Tusnady, and Mori. We consider a model of random tree growth, where at each time unit a new node is added and attached to an already existing node chosen at random. The…

The recursive and hierarchical structure of full rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. In most of these cases, the full rooted tree is…

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…

In this paper, we examine the cause of the border effect observed in many mobility models used to construct simulations of ad hoc networking protocol performance. We specify conditions under which a node mobility model must produce spatial…

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

We prove a large deviation principle for a greedy exploration process on an Erd\"os-R\'enyi (ER) graph when the number of nodes goes to infinity. To prove our main result, we use the general strategy to study large deviations of processes…

We consider random arrays indexed by the leaves of an infinitary rooted tree of finite depth, with the distribution invariant under the rearrangements that preserve the tree structure. We call such arrays hierarchically exchangeable and…

Local convergence of bounded degree graphs was introduced by Benjamini and Schramm. This result was extended further by Lyons to bounded average degree graphs. In this paper, we study the convergence of a random tree sequence where the…

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

The commonly used velocity discretization for simulating the radiative transport equation (RTE) is the discrete ordinates method (DOM). One of the long-standing drawbacks of DOM is the phenomenon known as the ray effect. Due to the high…

In this paper, we study the well-posedness and regularity of non-autonomous stochastic differential algebraic equations (SDAEs) with nonlinear, locally Lipschitz and monotone (2) coefficients of the form (1). The main difficulty is the fact…

In this work, we present a result on the local existence and uniqueness of solutions to nonlinear Partial Differential-Algebraic Equations (PDAEs). By applying established theoretical results, we identify the conditions that guarantee the…

In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations…

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Let $\mathcal G$ be an infinite graph -- not necessarily one-ended -- on which the simple random walk is transient. We define a variant of the continuous-time random walk on $\mathcal G$ which reaches $\infty$ in finite time and "reflects…