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9 papers · 2 filters
On some recent aspects of stochastic control and their applications
Huyen Pham
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's…
Random walks on free products of cyclic groups
Jean Mairesse, Frédéric Mathéus
Let G be a free product of a finite family of finite groups, with the set of generators being formed by the union of the finite groups. We consider a transient nearest-neighbour ra…
Limiting search cost distribution for the move-to-front rule with random request probabilities
Javiera Barrera, Thierry Huillet, Christian Paroissin
Consider a list of files whose popularities are random. These files are updated according to the move-to-front rule and we consider the induced Markov chain at equilibrium. We…
Smoothing effect of quenched disorder on polymer depinning transitions
G. Giacomin, F. L. Toninelli
We consider general disordered models of pinning of directed polymers on a defect line. This class contains in particular the --dimensional interface wetting model, the diso…
Computable infinite dimensional filters with applications to discretized diffusion processes
Mireille Chaleyat-Maurel, Valentine Genon-Catalot
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), t…
The Jammed Phase of the Biham-Middleton-Levine Traffic Model
Omer Angel, Alexander E Holroyd, James B Martin
Initially a car is placed with probability p at each site of the two-dimensional integer lattice. Each car is equally likely to be East-facing or North-facing, and different sites…