Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- California Southern UniversityUS710 papers
- California Institute of TechnologyUS316 papers
- Centre National de la Recherche ScientifiqueFR302 papers
- University of California, BerkeleyUS250 papers
- Stanford UniversityUS230 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR221 papers
- Princeton UniversityUS220 papers
- University of CambridgeGB180 papers
- University of Illinois Urbana-ChampaignUS178 papers
- Lawrence Berkeley National LaboratoryUS172 papers
- University of California, Santa BarbaraUS172 papers
- CEA Paris-SaclayFR170 papers
127 papers · 1 filter
The dual Burnside process
Ivan Z. Feng
The Burnside process is a classical Markov chain for sampling uniformly from group orbits. We give a systematic study of the dual Burnside process, obtained by interchanging the ro…
Concentration and moment inequalities for sums of independent heavy-tailed random matrices
Moritz Jirak, Stanislav Minsker, Yiqiu Shen +1
We prove Fuk-Nagaev and Rosenthal-type inequalities for sums of independent random matrices, focusing on the situation when the norms of the matrices possess finite moments of only…
Set-valued stochastic integrals for convoluted Lévy processes
Weixuan Xia
In this paper we study set-valued Volterra-type stochastic integrals driven by Lévy processes. Upon extending the classical definitions of set-valued stochastic integral functional…
From finite population optimal stopping to mean field optimal stopping
Mehdi Talbi, Nizar Touzi, Jianfeng Zhang
This paper analyzes the convergence of the finite population optimal stopping problem towards the corresponding mean field limit. Building on the viscosity solution characterizatio…
Zero Bias Enhanced Stein Couplings
Larry Goldstein
The Stein couplings of Chen and Roellin (2010) vastly expanded the range of applications for which coupling constructions in Stein's method for normal approximation could be applie…
Random walk on nonnegative integers in beta distributed random environment
Guillaume Barraquand, Mark Rychnovsky
We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(μ…
Three Candidate Plurality is Stablest for Small Correlations
Steven Heilman, Alex Tarter
Using the calculus of variations, we prove the following structure theorem for noise stable partitions: a partition of -dimensional Euclidean space into disjoint sets of fix…
Non-Stationary Queues with Batch Arrivals
Andrew Daw, Brian Fralix, Jamol Pender
Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process…
Set-Valued Backward Stochastic Differential Equations
Çağın Ararat, Jin Ma, Wenqian Wu
In this paper, we establish an analytic framework for studying set-valued backward stochastic differential equations (set-valued BSDE), motivated largely by the current studies of…
Matching Queues with Reneging: a Product Form Solution
Francisco Castro, Hamid Nazerzadeh, Chiwei Yan
Motivated by growing applications in two-sided markets, we study a parallel matching queue with reneging. Demand and supply units arrive to the system and are matched in an FCFS ma…
On Optimal Dividend and Investment Strategy under Renewal Risk Models
Lihua Bai, Jin Ma
In this paper we continue investigating the optimal dividend and investment problems under the Sparre Andersen model. More precisely, we assume that the claim frequency is a renewa…
Density of the signature process of fBm
Fabrice Baudoin, Qi Feng, Cheng Ouyang
We study the density of the signature of fractional Brownian motions with parameter . In particular, we prove existence, smoothness, global Gaussian upper bounds and Varadha…
An Ephemerally Self-Exciting Point Process
Andrew Daw, Jamol Pender
Across a wide variety of applications, the self-exciting Hawkes process has been used to model phenomena in which the history of events influences future occurrences. However, ther…
Viscosity Solutions to Parabolic Master Equations and McKean-Vlasov SDEs with Closed-loop Controls
Cong Wu, Jianfeng Zhang
The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of la…
On an alternative sequence comparison statistic of Steele
Ümit Işlak, Alperen Y. Özdemir
The purpose of this paper is to study a statistic that is used to compare the similarity between two strings, which is first introduced by Michael Steele in 1982. It was proposed a…
Moment inequalities for matrix-valued U-statistics of order 2
Stanislav Minsker, Xiaohan Wei
We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of ou…
A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs
Frederi Viens, Jianfeng Zhang
In this paper we study dynamic backward problems, with the computation of conditional expectations as a main objective, in a framework where the (forward) state process satisfies a…
Stochastic Control with Delayed Information and Related Nonlinear Master Equation
Yuri F. Saporito, Jianfeng Zhang
In this paper we study stochastic control problems with delayed information, that is, the control at time can depend only on the information observed before time for some…
Stein's method for negatively associated random variables with applications to second order stationary random fields
Nathakhun Wiroonsri
Let be a negatively associated mean zero random vector with components that obey the bound , and whose sum $W = \sum_{i=1…
Geodesics Toward Corners in First Passage Percolation
Kenneth S. Alexander, Quentin Berger
For stationary first passage percolation in two dimensions, the existence and uniqueness of semi-infinite geodesics directed in particular directions or sectors has been considered…
Stochastic Approximation with Random Step Sizes and Urn Models with Random Replacement Matrices Having Finite Mean
Ujan Gangopadhyay, Krishanu Maulik
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochast…
Integration by parts and quasi-invariance for the horizontal Wiener measure on a foliated compact manifold
Fabrice Baudoin, Maria Gordina, Qi Feng
We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener…
On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness
R. Mikulevicius, C. Phonsom
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniq…
Time-Homogeneous Parabolic Wick-Anderson Model in One Space Dimension: Regularity of Solution
Hyun-Jung Kim, Sergey V Lototsky
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive…