相关论文: Free-Knot Spline Approximation of Stochastic Proce…

In this paper we study a model of synchronization process on scale free networks with degree-degree correlations. This model was already studied on this kind of networks without correlations by Pastore y Piontti {\it et al.}, Phys. Rev. E…

We propose a novel approach to nonlinear functional regression, called the Mapping-to-Parameter function model, which addresses complex and nonlinear functional regression problems in parameter space by employing any supervised learning…

Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…

In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…

Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

We present a novel approximation method that can predict the number of solitons asymptotically appearing under arbitrary rapidly decreasing initial wave packets. The number of solitons can be estimated without integration of the original…

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

We show that there is a polynomial-time algorithm with approximation guarantee $\frac{3}{2}+\epsilon$ for the $s$-$t$-path TSP, for any fixed $\epsilon>0$. It is well known that Wolsey's analysis of Christofides' algorithm also works for…

In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…

A stochastic flow network is a directed graph with incoming edges (inputs) and outgoing edges (outputs), tokens enter through the input edges, travel stochastically in the network, and can exit the network through the output edges. Each…

Computational topology is a vibrant contemporary subfield and this article integrates knot theory and mathematical visualization. Previous work on computer graphics developed a sequence of smooth knots that were shown to converge point wise…

The space writhe of a knot is a property of its three-dimensional embedding that contains information about its underlying topology, but the correspondence between space writhe and other topological invariants is not fully understood. We…

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…

We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…