output
19952026
most citedInverse Problem for a Curved Quantum Guide

1k citations

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Showing 2009 · math.PRShow all

7 papers · 2 filters

math.PR2009

Modeling and simulation with operator scaling

Serge Cohen, Mark M. Meerschaert, Jan Rosinski

Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper dev…

math.PR2009★ 18 cited

Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations

Serge Cohen, Fabien Panloup

We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functio…

math.PR2009

A stochastic min-driven coalescence process and its hydrodynamical limit

Anne-Laure Basdevant, Philippe Laurencot, James R. Norris +1

A stochastic system of particles is considered in which the sizes of the particles increase by successive binary mergers with the constraint that each coagulation event involves a…

math.PR2009★ 5 cited

On ergodic two-armed bandits

Pierre Tarrès, Pierre Vandekerkhove

A device has two arms with unknown deterministic payoffs and the aim is to asymptotically identify the best one without spending too much time on the other. The Narendra algorithm…

math.PR2009★ 14 cited

First passage time law for some jump-diffusion processes : existence of a density

Laure Coutin, Diana Dorobantu

Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x >…

math.PR2009★ 89 cited

Curvature, concentration and error estimates for Markov chain Monte Carlo

Aldéric Joulin, Yann Ollivier

We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of em…