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Global warming is expected to intensify the hydrologic cycle. Documenting whether significant changes in the extreme precipitation regimes have already happened is consequently one of the challenging topics in climatic research. The high natural variabilit ...
This paper investigates age mixing processes arising in advection-dispersion models, where large-scale travel and residence time distributions can be explicitly calculated based on the underlying velocity field. In particular, we analyze spatially integrat ...
The evaluation of extreme snowfalls is an important challenge for hazard management in mountainous regions. In this paper, the extreme snowfall data acquired from 40 meteorological stations in the French Alps since 1966 are analyzed using spatial extreme s ...
We report on the outcomes of a lysimeter experiment aimed at the measurement of travel time distributions of water and certain nonreactive solutes under non-stationary conditions to examine the kinematics of age mixing. In order to simulate the release of ...
Location-based social networks, in addition to revealing users' online social network, also informs users' actual movements in the offline physical world. Due to this, they have recently been used in large-scale mobility and urban studies. In this paper, u ...
We study the steady-state probability distribution of diffusion and consensus strategies that employ constant step-sizes to enable continuous adaptation and learning. We show that, in the small step-size regime, the estimation error at each agent approache ...
Portfolio optimization problems involving value at risk (VaR) are often computationally intractable and require complete information about the return distribution of the portfolio constituents, which is rarely available in practice. These difficulties are ...
In stochastic optimal control the distribution of the exogenous noise is typically unknown and must be inferred from limited data before dynamic programming (DP)-based solution schemes can be applied. If the conditional expectations in the DP recursions ar ...
The max-product algorithm, a local message-passing scheme that attempts to compute the most probable assignment (MAP) of a given probability distribution, has been successfully employed as a method of approximate inference for applications arising in codin ...
We study stochastically blinking dynamical systems as in the companion paper (Part I). We analyze the asymptotic properties of the blinking system as time goes to infinity. The trajectories of the averaged and blinking system cannot stick together forever, ...