674 citations
- Institut Universitaire de FranceFR6 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Ehime UniversityJP2 papers
- Hirosaki UniversityJP2 papers
- Institute for Cosmic Ray ResearchJP2 papers
- Nagoya UniversityJP2 papers
- National Institute of Radiological SciencesJP2 papers
- Nishina Memorial FoundationJP2 papers
- Osaka City UniversityJP2 papers
- Psychiatric Medicine AssociatesUS2 papers
- Saitama UniversityJP2 papers
11 papers
Dependency-Aware Dominant Resource Fairness for Multi-Tenant Multi-Resource Systems
Braik Zeidan, Francesca Fossati, Sahar Hoteit +1
Multi-resource allocation in network-congested, multi-tenant systems in which demand exceeds available capacity is challenging, as there is no straightforward way to determine how…
A Berger-Wang formula for impulsive switched systems
Yacine Chitour, Jamal Daafouz, Ihab Haidar +2
This paper addresses a class of impulsive systems defined by a mix of continuous-time and discrete-time switched linear dynamics. We first analyze a related class of weighted discr…
Attention-based clustering
Rodrigo Maulen-Soto, Pierre Marion, Claire Boyer
Transformers have emerged as a powerful neural network architecture capable of tackling a wide range of learning tasks. In this work, we provide a theoretical analysis of their abi…
Heat equation from a deterministic dynamics
Giovanni Canestrari, Carlangelo Liverani, Stefano Olla
We derive the heat equation for the thermal energy under diffusive space-time scaling for a purely deterministic microscopic dynamics satisfying Newton equations perturbed by an ex…
Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators
Hacène Djellout, Arnaud Guillin, Hui Jiang +1
We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a ne…
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
Amel Bentata, Marc Yor
These notes are the second half of the contents of the course given by the second author at the Bachelier Seminar (8-15-22 February 2008) at IHP. They also correspond to topics stu…