Zobrazeno 1 - 10
of 1 453
pro vyhledávání: '"60G57"'
Autor:
Krishnapur, Manjunath, Yogeshwaran, D.
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of random measur
Externí odkaz:
http://arxiv.org/abs/2411.08848
Autor:
Kim, Yujin H., Kriechbaum, Xaver
In this article, we consider the multiplicative chaos measure associated to the log-correlated random Fourier series, or random wave model, with i.i.d. coefficients taken from a general class of distributions. This measure was shown to be non-degener
Externí odkaz:
http://arxiv.org/abs/2410.19979
Autor:
Bender, Christian, Thuan, Nguyen Tran
In our recent work [3] we introduced the grid-sampling SDE as a proxy for modeling exploration in continuous-time reinforcement learning. In this note, we provide further motivation for the use of this SDE and discuss its wellposedness in the presenc
Externí odkaz:
http://arxiv.org/abs/2410.07778
Autor:
Milinanni, Federica
Markov chain Monte Carlo (MCMC) methods are one of the most common classes of algorithms to sample from a target probability distribution $\pi$. A rising trend in recent years consists in analyzing the convergence of MCMC algorithms using tools from
Externí odkaz:
http://arxiv.org/abs/2409.20337
Autor:
Bender, Christian, Thuan, Nguyen Tran
We present a random measure approach for modeling exploration, i.e., the execution of measure-valued controls, in continuous-time reinforcement learning (RL) with controlled diffusion and jumps. First, we consider the case when sampling the randomize
Externí odkaz:
http://arxiv.org/abs/2409.17200
Autor:
Kuwata, Lena
In this work, we introduce a spatial branching process to model the growth of the mycelial network of a filamentous fungus. In this model, each filament is described by the position of its tip, the trajectory of which is solution to a stochastic diff
Externí odkaz:
http://arxiv.org/abs/2409.13627
We investigate the Fourier dimension, $\dim_F\mu$, of Mandelbrot multiplicative cascade measures $\mu$ on the $d$-dimensional unit cube. We show that if $\mu$ is the cascade measure generated by a sub-exponential random variable then \[\dim_F\mu=\min
Externí odkaz:
http://arxiv.org/abs/2409.13455
Autor:
Perkins, Edwin, Sénizergues, Delphin
Super-tree random measure's (STRM's) were introduced by Allouba, Durrett, Hawkes and Perkins as a simple stochastic model which emulates a superprocess at a fixed time. A STRM $\nu$ arises as the a.s. limit of a sequence of empirical measures for a d
Externí odkaz:
http://arxiv.org/abs/2409.11841
Autor:
Clark, Jeremy, Mian, Barkat
We construct continuum directed polymer measures corresponding to the critical 2d stochastic heat flow (2d SHF) introduced by Caravenna, Sun, and Zygouras in their recent article [Inventiones mathematicae 233, 325--460 (2023)]. For this purpose, we p
Externí odkaz:
http://arxiv.org/abs/2409.01510
Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper bound cond
Externí odkaz:
http://arxiv.org/abs/2408.15687