相关论文: Extending Chacon-Walsh: minimality and generalised…

We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…

Let $(Z,\kappa)$ be a Walsh Brownian motion with spinning measure $\kappa$. Suppose $\mu$ is a probability measure on $\mathbb{R}^n$. We characterize all the $\kappa$ such that $\mu$ is a stopping distribution of $(Z,\kappa)$. If we further…

We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

In this paper we study extension theorems associated with general varieties in two dimensional vector spaces over finite fields. Applying Bezout's theorem, we obtain the sufficient and necessary conditions on general curves where sharp…

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…

Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…

We generalize Gabor's notion of topological Rokhlin dimension of $\mathbb{Z}^k$-actions on compact metric space to a class of general discrete countable amenable group actions which involves the approximate subgroup structure. Then with…

We present a numerical framework to approximate the $\mu$-domain in the planar Skorokhod embedding problem (PSEP), recently appeared in \cite{gross2019}. Our approach investigates the continuity and convergence properties of the solutions…

We solve explicitly the following problem: for a given probability measure mu, we specify a generalised martingale diffusion X which, stopped at an independent exponential time T, is distributed according to mu. The process X is specified…

The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…

The extension of the Campbell-Magaard embedding theorem to general relativity with minimally-coupled scalar fields is formulated and proven. The result is applied to the case of a self-interacting scalar field for which new embeddings are…

In this paper, we prove global well-posedness and scattering of the Cauchy problem for the elliptic-elliptic Davey-Stewartson system (eeDS) for initial data $u_{0}\in L^{2}(\mathbb{R}^{2})$ in the defocusing case and for $u_{0}\in…

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

We study a Schr{\"o}dinger equation modeling the dynamics of an electron in a crystal in the asymptotic regime of small wavelength comparable to the characteristic scale of the crystal. Using Floquet Bloch decomposition, we obtain a…

We consider the Cauchy problem for dispersion managed nonlinear Schroedinger equations, where the dispersion map is assumed to be periodic and piecewise constant in time. We establish local and global well-posedness results and the…

We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…