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16 papers · 1 filter
Ballistic Convergence in Hit-and-Run Monte Carlo and a Coordinate-free Randomized Kaczmarz Algorithm
Nawaf Bou-Rabee, Andreas Eberle, Stefan Oberdörster
Hit-and-Run is a coordinate-free Gibbs sampler, yet the quantitative advantages of its coordinate-free property remain largely unexplored beyond empirical studies. In this paper, w…
On Time Uniform Wong-Zakai Approximation Theorems
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in man…
The stationary horizon and semi-infinite geodesics in the directed landscape
Ofer Busani, Timo Seppäläinen, Evan Sorensen
The stationary horizon (SH) is a stochastic process of coupled Brownian motions indexed by their real-valued drifts. It was first introduced by the first author as the diffusive sc…
Uniform Spanning Tree in Topological Polygons, Partition Functions for SLE(8), and Correlations in Logarithmic CFT
Mingchang Liu, Eveliina Peltola, Hao Wu
We find explicit SLE(8) partition functions for the scaling limits of Peano curves in the uniform spanning tree (UST) in topological polygons with general boundary conditions. They…
Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions
Cyril Banderier, Markus Kuba, Michael Wallner
Multitudinous probabilistic and combinatorial objects are associated with generating functions satisfying a composition scheme . The analysis becomes challenging when…
Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann +1
In this paper we consider (probability-)measure valued processes, which we call MVMs, which have a natural martingale structure. Following previous work of Eldan and Cox-Källblad,…