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of 1 451
pro vyhledávání: '"60G57"'
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
Autor:
Kleijn, B. J. K.
Analogous to Kolmogorov's theorem for the existence of random functions, we consider the existence of limits of inverse systems of random histograms (restrictions of measures to finite partitions of the underlying space). Given a coherent inverse sys
Externí odkaz:
http://arxiv.org/abs/2408.09884