- Averaging principle for rough slow-fast systems of level 3
2025/04/04 by Yuzuru Inahama, Inahama, Yuzuru · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60F99 #60L90 #70K65 #70K70 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Stein's method for models with general clocks: A tutorial
2025/03/15 by Braverman, Anton, Scully, Ziv · 1 citation
#60F99 #60J60 #FOS: Mathematics #Primary 60J25 #Probability (math.PR) #secondary 60K25
- Lambda-Fleming-Viot processes arising in logistic Bienaymé-Galton-Watson processes with a large carrying capacity
2025/01/28 by Forien, Raphaël · 3 citations
#60F99 #60J68 #60J80 #60J90 #FOS: Mathematics #Probability (math.PR)
- Fréchet Means in Infinite Dimensions
2024/10/22 by Adam Quinn Jaffe, Jaffe, Adam Quinn · 1 citation
Engineering · #30L15 #60F99 #62R20 #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Functional Analysis (math.FA) #Metric Geometry (math.MG) #Probability (math.PR)
- Structural results for the Tree Builder Random Walk
2023/11/30 by Engländer, Janos, Iacobelli, Giulio, Pete, Gábor +1 · 1 citation
#05C80 #05C81 #60F99 #60J05 #Chemical Physics (physics.chem-ph) #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Probability (math.PR)
- Genetic Composition of Supercritical Branching Populations under Power Law Mutation Rates
2023/09/21 by Vianney Brouard, Brouard, Vianney · 1 citation
Biochemistry, Genetics and Molecular Biology · #60F99 #60J27 #60J80 #92D15 #92D25 #Evolution and Genetic Dynamics #FOS: Biological sciences #FOS: Mathematics #Plant biochemistry and biosynthesis #Populations and Evolution (q-bio.PE) #Probability (math.PR)
- Mean-field Analysis of Generalization Errors
2023/06/20 by Aminian, Gholamali, Cohen, Samuel N., Szpruch, Łukasz · 1 citation
#46N30 #49N80 #60F99 #62B10 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST)
- Joint ergodicity for functions of polynomial growth
2023/01/17 by Donoso, Sebastián, Koutsogiannis, Andreas, Sun, Wenbo · 1 citation
#28A99 #60F99 #Dynamical Systems (math.DS) #FOS: Mathematics #Primary: 37A05 #Secondary: 37A30
- Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials
2021/12/06 by Gerold Alsmeyer, Alin Bostan, Alsmeyer, Gerold +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #30C15 #60F99 #60J05 #Census and Population Estimation #Combinatorics (math.CO) #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary 05C31 #Probability (math.PR) #Secondary 11B37 #Stochastic processes and statistical mechanics
- Interacting Hawkes processes with multiplicative inhibition
2021/05/21 by Céline Duval, Éric Luçon, Duval, Céline +3 · 3 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #60F99 #60G55 #92B20 #Diffusion and Search Dynamics #FOS: Biological sciences #FOS: Mathematics #Neurons and Cognition (q-bio.NC) #Point processes and geometric inequalities #Probability (math.PR)
- Dynamics of lineages in adaptation to a gradual environmental change
2021/04/21 by Calvez, Vincent, Henry, Benoît, Méléard, Sylvie +1 · 1 citation
#60F99 #60J80 #60K35 #92D15 #92D25 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Stochastic optimization with momentum: convergence, fluctuations, and\n traps avoidance
2020/12/07 by Anas Barakat, Pascal Bianchi, Barakat, A. +5 · 2 citations
Computer Science · Engineering · Mathematics · #34A12 #60F99 #62L20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- A weak law of large numbers for realised covariation in a Hilbert space setting
2020/11/25 by Benth, Fred Espen, Schroers, Dennis, Veraart, Almut E. D. · 1 citation
#60F99 #62M99 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer
2019/01/08 by Champagnat, Nicolas, Méléard, Sylvie, Tran, Viet Chi · 1 citation
#60F99 #60J80 #60K35 #92D15 #92D25 #FOS: Mathematics #Probability (math.PR)
- On the convergence problem in Mean Field Games: a two state model without uniqueness
2018/10/12 by Cecchin, Alekos, Pra, Paolo Dai, Fischer, Markus +1 · 2 citations
#60F99 #60J27 #60K35 #91A13 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Steady-state analysis of the Join the Shortest Queue model in the Halfin-Whitt regime
2018/01/16 by Braverman, Anton · 1 citation
#60F99 #60J60 #60K25 #90B20 #FOS: Mathematics #Probability (math.PR)
- Renewal in Hawkes processes with self-excitation and inhibition
2018/01/15 by Costa, Manon, Graham, Carl, Marsalle, Laurence +1 · 5 citations
#44A10 #60F99 #60G55 #60K05 #60K25 #FOS: Mathematics #Probability (math.PR)
- General criteria for the study of quasi-stationarity
2017/12/21 by Nicolas Champagnat, Champagnat, Nicolas, Denis Villemonais +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #37A25 #60B10 #60F99 #60J05 #60J10 #60J25 #60J27 (Primary) 60J60 #60J75 #60J80 #93E03 (Secondary) #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Brown measure and asymptotic freeness of elliptic and related matrices
2017/10/23 by Adhikari, Kartick, Bose, Arup · 2 citations
#60F99 #FOS: Mathematics #Probability (math.PR)
- On The Asymptotic Efficiency of Selection Procedures for Independent Gaussian Populations
2017/07/02 by Jacobovic, Royi, Zuk, Or · 1 citation
#60F99 #60G70 #62F07 #62P30 #90B99 #FOS: Mathematics #Statistics Theory (math.ST)
- Realized volatility and parametric estimation of Heston SDEs
2017/06/14 by Robert Azencott, Azencott, Robert, Peng Ren +3 · 1 citation
Economics, Econometrics and Finance · #60F99 #62M05 #91G80 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Empty-car routing in ridesharing systems
2016/09/23 by Anton Braverman, Braverman, Anton, J. G. Dai +5 · 6 citations
Engineering · Social Sciences · #60F99 #60J27 #60K25 #Electric Vehicles and Infrastructure #FOS: Mathematics #Probability (math.PR) #Transportation Planning and Optimization #Transportation and Mobility Innovations
- Quantifying Distributional Model Risk via Optimal Transport
2016/04/05 by Blanchet, Jose, Murthy, Karthyek R. A. · 24 citations
#60F99 #60G07 #62P05 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Einstein relation and steady states for the random conductance model
2015/12/07 by Gantert, Nina, Guo, Xiaoqin, Nagel, Jan · 1 citation
#28D10 #60B10 #60F99 #FOS: Mathematics #Probability (math.PR)
- The UIPQ seen from a point at infinity along its geodesic ray
2015/11/21 by Dieuleveut, Daphné · 1 citation
#60C05 #60F99 #FOS: Mathematics #Probability (math.PR)
- Spectral Radii of Large Non-Hermitian Random Matrices
2014/11/07 by Jiang, Tiefeng, Qi, Yongcheng · 2 citations
#15A52 #60F99 #60G55 #60G70 #FOS: Mathematics #Probability (math.PR)
- A quantitative central limit theorem for the effective conductance on the discrete torus
2014/10/21 by Antoine Gloria, James Nolen, Gloria, Antoine +1 · 2 citations
Computer Science · Mathematics · #35B27 #39A70 #60F99 #60H25 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics
- Quantitative results on the corrector equation in stochastic homogenization
2014/09/02 by Gloria, Antoine, Otto, Felix · 1 citation
#35B27 #39A70 #60F99 #60H25 #Analysis of PDEs (math.AP) #FOS: Mathematics
- Solving Stochastic Inverse Problems using Sigma-Algebras on Contour Maps
2014/07/15 by Troy Butler, D. Estep, Butler, Troy +9 · 2 citations
Computer Science · Engineering · Mathematics · #28-02 #28C99 #34A45 #60F99 #97N40 #Advanced Control Systems Optimization #Advanced Multi-Objective Optimization Algorithms #Advanced Optimization Algorithms Research #FOS: Mathematics #Numerical Analysis (math.NA)
- Connection graph Laplacian methods can be made robust to noise
2014/05/23 by Noureddine El Karoui, Hau‐Tieng Wu, Karoui, Noureddine El +1 · 4 citations
Computer Science · Mathematics · Physics and Astronomy · #53A99 #60F99 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Spectral Theory (math.SP) #Statistics Theory (math.ST) #Theoretical and Computational Physics #Topological and Geometric Data Analysis
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