45 citations · 69 across the 25 of their papers we have counts for
3 papers · 1 filter
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…
Stochastic dominance for linear combinations of infinite-mean risks
Yuyu Chen, Taizhong Hu, Seva Shneer +1
In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stocha…
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…