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Random doubly stochastic tridiagonal matrices
Markov chain birth and death chain cuto phenomenon random matrix
2015/7/7
Random doubly stochastic tridiagonal matrices。
Unique Ergodicity for Fractionally Dissipated, Stochastically Forced 2D Euler Equations
Unique Ergodicity Fractionally Dissipated Stochastically Forced 2D Euler Equations
2014/4/3
We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.
REMARKS ON OLDROYD-B AND RELATED COMPLEX FLUID MODELS
REMARKS ON OLDROYD-B RELATED COMPLEX FLUID MODELS
2014/4/3
We prove global existence and uniqueness of solutions of Oldroyd-B systems with relatively small data in Rd, in a large functional setting (Cα ∩ L1). This is a stability result,solutions select an equ...
A STOCHASTIC-LAGRANGIAN APPROACH TO THE NAVIER-STOKES EQUATIONS IN DOMAINS WITH BOUNDARY.
The (unforced) incompressible Navier-Stokes equations STOCHASTIC-LAGRANGIAN
2014/4/3
In this paper we derive a probabilistic representation of the deterministic 3-dimensional Navier-Stokes equations in the presence of spatial boundaries. The formulation in the absence of spatial bound...
Many Random Number Generators (RNG) are available nowadays; they are divided in two categories,
hardware RNG, that provide “true” random numbers, and algorithmic RNG, that generate
pseudo random num...
Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
Harnack inequality functional solution delay SDE strong Feller property
2011/2/28
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong...
Annealed and quenched fluctuations for ballistic random walks in random environment on Z
Random walk in random environment stable laws
2011/1/19
We consider transient random walks in random environment on Z in the positive speed
(ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitti...
Efficient Generation of Random Bits from Finite State Markov Chains
Efficient Generation of Random Bits Finite State Markov Chains
2011/2/25
The problem of random number generation from an uncorrelated random source (of unknown probability distribution)dates back to von Neumann’s 1951 work.
This work faces the problem of the origin of the logarithmic character of the Gompertzian growth. We show that the macroscopic, deterministic Gompertz equation describes the evolution from the initial...
Stochastic Control of Event-Driven Feedback in Multi-Antenna Interference Channels
Stochastic Control of Event-Driven Feedback Multi-Antenna Interference Channels
2011/2/22
Spatial interference avoidance is a simple and effective way of mitigating interference in multi-antenna wireless networks.
Conformal weldings of random surfaces: SLE and the quantum gravity zipper
Conformal weldings of random surfaces: quantum gravity zipper
2011/2/24
We construct a conformal welding of two Liouville quantum gravity random surfaces and show that the interface between them is a random fractal curve called the Schramm-Loewner evolution (SLE), thereby...
Connectivity properties of random interlacement and intersection of random walks
Random interlacement random walk intersection of random walks capacity
2011/2/24
We consider the interlacement Poisson point process on the space of doubly-infinite Zd-valued
trajectories modulo time shift, tending to infinity at positive and negative infinite times. The set of v...
On the speed of biased random walk in translation invariant percolation
speed of biased random translation invariant percolation
2011/2/21
For biased random walk on the infinite cluster in supercritical i.i.d.percolation on Z2, where the bias of the walk is quantified by a parameter > 1,it has been conjectured (and partly proved) that ...
Distributed Detection over Random Networks: Large Deviations Performance Analysis
Chernoff information distributed detection random network running consensus
2011/2/24
We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks.
Giant vacant component left by a random walk in a random d-regular graph
Random walk vacant set regular graph expanders random interlacement
2011/2/25
We study the trajectory of a simple random walk on a d-regular graph with d ≥ 3 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular grap...