Zobrazeno 1 - 10
of 20 216
pro vyhledávání: '"Mathematics::Probability"'
Autor:
Konrad Kolesko, Ecaterina Sava-Huss
Publikováno v:
Stochastic Processes and their Applications. 162:49-75
For a discrete time multitype supercritical Galton-Watson process $(Z_n)_{n\in \mathbb{N}}$ and corresponding genealogical tree $\mathbb{T}$, we associate a new discrete time process $(Z_n^{\Phi})_{n\in\mathbb{N}}$ such that, for each $n\in \mathbb{N
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3829d4ee520734a13a38cd9710ba0cfb
https://doi.org/10.1016/j.spa.2023.04.009
https://doi.org/10.1016/j.spa.2023.04.009
Autor:
Joe Jackson
Publikováno v:
Stochastic Processes and their Applications. 160:1-32
In this paper, we study the connections between three concepts - the reverse H\"older inequality for matrix-valued martingales, the well-posedness of linear BSDEs with unbounded coefficients, and the well-posedness of quadratic BSDE systems. In parti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4d8169c9099e7d45130266a011de4e1
https://doi.org/10.1016/j.spa.2023.02.011
https://doi.org/10.1016/j.spa.2023.02.011
Autor:
Krzysztof Bisewski
Publikováno v:
Journal of Applied Probability. :1-17
We derive a new theoretical lower bound for the expected supremum of drifted fractional Brownian motion with Hurst index $H\in(0,1)$ over (in)finite time horizon. Extensive simulation experiments indicate that our lower bound outperforms the Monte Ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::098c436422b05c8e5fd5365dcd087003
https://doi.org/10.1017/jpr.2022.129
https://doi.org/10.1017/jpr.2022.129
Autor:
Bellin, Etienne
Publikováno v:
Journal of Applied Probability. :1-18
In this paper we study the asymptotic behavior of a random uniform parking function $\pi_n$ of size $n$. We show that the first $k_n$ places $\pi_n(1),\dots,\pi_n(k_n)$ of $\pi_n$ are asymptotically i.i.d. and uniform on $\{1,2,\dots,n\}$, for the to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cba52aefa40037e7f0be1488df95cb61
https://doi.org/10.1017/jpr.2022.131
https://doi.org/10.1017/jpr.2022.131
Publikováno v:
Stochastic Processes and their Applications. 158:170-207
This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for parabolic eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::243fc96d18eef9282203c50199e80c50
https://doi.org/10.1016/j.spa.2023.01.007
https://doi.org/10.1016/j.spa.2023.01.007
Autor:
Bechtold, Florian, Hofmanová, Martina
Publikováno v:
Stochastic Processes and their Applications. 157:413-435
We study multiplicative SDEs perturbed by an independent additive fractional Brownian motion. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the SDE if the measurable diffus
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::926887bbd0fbb4075b5d52166bf41c44
https://doi.org/10.1016/j.spa.2022.12.010
https://doi.org/10.1016/j.spa.2022.12.010
Publikováno v:
Comptes Rendus. Mathématique. 361:507-520
We prove effective equidistribution theorems, with polynomial error rate, for orbits of the unipotent subgroups of $\operatorname{SL}_2(\mathbb R)$ in arithmetic quotients of $\operatorname{SL}_2(\mathbb C)$ and $\operatorname{SL}_2(\mathbb R)\times\
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da3df5aaaeff0d39c0875862daca1123
https://doi.org/10.5802/crmath.411
https://doi.org/10.5802/crmath.411
Autor:
Huang, Chuying
Publikováno v:
Journal of Differential Equations. 344:325-351
We combine the rough path theory and stochastic backward error analysis to develop a new framework for error analysis on numerical schemes. Based on our approach, we prove that the almost sure convergence rate of the modified Milstein scheme for stoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54e6f0bd8a15fb4fe1de96ff30460950
https://doi.org/10.1016/j.jde.2022.10.042
https://doi.org/10.1016/j.jde.2022.10.042
Publikováno v:
IEEE Transactions on Neural Networks and Learning Systems. :1-15
Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN) incurred in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2464b1b0be639a817d2313f43f2eac95
https://doi.org/10.1109/tnnls.2023.3242969
https://doi.org/10.1109/tnnls.2023.3242969
Autor:
Jonathan Schilhan, Asaf Karagila
Publikováno v:
Canadian Mathematical Bulletin. :1-13
In the Zermelo--Fraenkel set theory with the Axiom of Choice a forcing notion is "$\kappa$-distributive" if and only if it is "$\kappa$-sequential". We show that without the Axiom of Choice this equivalence fails, even if we include a weak form of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bdf30770b8fc4fe26b105e96b43aec3
https://doi.org/10.4153/s0008439522000753
https://doi.org/10.4153/s0008439522000753