7 papers
Geometric approximation for the number of returns of a transient Markov chain to its origin
Fraser Daly, Seva Shneer
Given a discrete-time, transient Markov chain, we establish explicit total variation error bounds in the approximation of the number of visits to its starting state within the firs…
Efficiency of Parallel and Restart Exploration Strategies in Model Free Stochastic Simulations
Ernesto Garcia, Paola Bermolen, Matthieu Jonckheere +1
We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settin…
Waves Everywhere: A Distributional Equation Approach to Front Propagation
Matthieu Jonckheere, Seva Shneer
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the…
A model of discrete interacting updates
Denis Denisov, Seva Shneer, Vitali Wachtel
We consider counters taking integer values which are subject to the following dynamics. At every time, a pair of distinct counters is chosen uniformly at random and their state…
First passage percolation on ErdÅs-Rényi graphs with general weights
Fraser Daly, Matthias Schulte, Seva Shneer
We consider first passage percolation on the ErdÅs--Rényi graph with vertices in which each pair of distinct vertices is connected independently by an edge with probability $…
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
Yuyu Chen, Seva Shneer
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random var…