Zobrazeno 1 - 10
of 125 519
pro vyhledávání: '"mathematics - probability"'
In these lecture notes, we review recent progress in the study of the stochastic heat equation and its discrete analogue, the directed polymer model, in spatial dimension 2. It was discovered that a phase transition emerges on an intermediate disorde
Externí odkaz:
http://arxiv.org/abs/2412.10311
The Stein Variational Gradient Descent method is a variational inference method in statistics that has recently received a lot of attention. The method provides a deterministic approximation of the target distribution, by introducing a nonlocal inter
Externí odkaz:
http://arxiv.org/abs/2412.10295
Autor:
Bobkov, Sergey G., Götze, Friedrich
An upper bound for the Kantorovich transport distance between probability measures on multidimensional Euclidean spaces is given in terms of transport distances between one dimensional projections. This quantifies the Cram\'er-Wold continuity theorem
Externí odkaz:
http://arxiv.org/abs/2412.10276
Motivated by applications in service systems, we consider queueing systems where each customer must be handled by a server with the right skill set. We focus on optimizing the routing of customers to servers in order to maximize the total payoff of c
Externí odkaz:
http://arxiv.org/abs/2412.10168
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such methods can hel
Externí odkaz:
http://arxiv.org/abs/2412.10125
Autor:
Cardoso, Pedro, Gonçalves, Patrícia
The purpose of this article is to derive the crossover from the Ornstein-Uhlenbeck process to energy solutions of the stochastic Burgers equation with characteristic operators given in terms of fractional operators, such as the regional fractional La
Externí odkaz:
http://arxiv.org/abs/2412.10068
Autor:
Ley, Armand
Given a Gaussian process $(X_t)_{t \in \mathbb{R}}$, we construct a Gaussian \emph{Markov} process with the same one-dimensional marginals using sequences of transformations of $(X_t)_{t \in \mathbb{R}}$ "made Markov" at finitely many times. We prove
Externí odkaz:
http://arxiv.org/abs/2412.10001
The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov semigroups, and inve
Externí odkaz:
http://arxiv.org/abs/2412.09850
We study log-correlated Gibbs measures on the $d$-dimensional torus with weakly interacting focusing quartic potentials whose coupling constants tend to $0$ as we remove regularization. In particular, we exhibit a phase transition for this model by i
Externí odkaz:
http://arxiv.org/abs/2412.09790
Autor:
Malyshkin, Yury
We study the asymptotic behavior of the maximum indegree in the spatial preferential attachment model with a choice-based edge step. We prove different types of behavior of maximal indegree based on the model's parameters.
Externí odkaz:
http://arxiv.org/abs/2412.09667