相关论文: Large deviation asymptotics for occupancy problems
Diffusion in a one dimensional random force field leads to interesting localisation effects, which we study using the equivalence with a directed walk model with traps. We show that although the average dispersion of positions $\bar{< x^2 >…
In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
Motivated by the applications of routing in PCB buses, the Rectangle Escape Problem was recently introduced and studied. In this problem, we are given a set of rectangles $\mathcal{S}$ in a rectangular region $R$, and we would like to…
We investigate the distribution of occupation times for a particle undergoing a random walk among random energy traps and in the presence of a deterministic potential field $U^{{\rm det}}(x)$. When the distribution of energy traps is…
For solving unsteady hyperbolic conservation laws on cut cell meshes, the so called small cell problem is a big issue: one would like to use a time step that is chosen with respect to the background mesh and use the same time step on the…
The density classification problem is the computational problem of finding the majority in a given array of votes in a distributed fashion. It is known that no cellular automaton rule with binary alphabet can solve the density…
Motivated by the inverse Littlewood-Offord problem for linear forms, we study the concentration of quadratic forms. We show that if this form concentrates on a small ball with high probability, then the coefficients can be approximated by a…
The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…
Estimating the density of a distribution from its samples is a fundamental problem in statistics. Hypothesis selection addresses the setting where, in addition to a sample set, we are given $n$ candidate distributions -- referred to as…
We consider a single-cell network of random transmitters and fixed relays in a bounded domain of Euclidean space. The transmitters arrive over time and select one relay according to a spatially inhomogeneous preference kernel. Once a…
We are given $n$ balls and an unknown coloring of them with two colors. Our goal is to find a ball that belongs to the larger color class, or show that the color classes have the same size. We can ask sets of $k$ balls as queries, and the…
We solve the dynamic Predecessor Problem with high probability (whp) in constant time, using only $n^{1+\delta}$ bits of memory, for any constant $\delta > 0$. The input keys are random wrt a wider class of the well studied and practically…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…
We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) For…
We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…
We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…
We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…