7 papers
Decorated stable -adic self-similar processes with stationary increments
Yi Shen, Zhenyuan Zhang
We construct new classes of examples of self-similar processes with stationary increments indexed by via stable integrals. Classical constructions arise from the real…
Consensus on Dynamic Stochastic Block Models: Fast Convergence and Phase Transitions
Haoyu Wang, Jiaheng Wei, Zhenyuan Zhang
We introduce two models of consensus following a majority rule on time-evolving stochastic block models (SBM), in which the network evolution is Markovian or non-Markovian. Under t…
Diamond transports in quadratic-form and distorted optimal transport
Ruodu Wang, Zhenyuan Zhang
The diamond transport is generated by the uniform law on a diamond-shaped copula support. Since a classical optimal transport (OT) objective is affine in the coupling, this transpo…
Quadratic-form Optimal Transport
Ruodu Wang, Zhenyuan Zhang
We introduce the framework of quadratic-form optimal transport (QOT), whose transport cost has the form for some coupling between tw…
Almost periodicity as a path property for -adic self-similar processes with stationary increments
Yi Shen, Zhenyuan Zhang
Shen and Zhang (2021) showed that almost periodicity naturally arises in the spectral representation of discrete-time -adic self-similar processes with stationary increments. In…
Composite Sorting
Job Boerma, Aleh Tsyvinski, Ruodu Wang +1
This paper introduces an assignment model with concave costs of skill gaps, which arise generally when firms mitigate costs of mismatch as in Stigler (1939) and Laffont and Tirole…