Quantitative Version Of The Kipnis-Varadhan Theorem And Monte Carlo Approximation Of Homogenized Coefficients
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This work proposes and analyzes a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coeffcients and forcing terms ( input data of the ...
Society for Industrial and Applied Mathematics2008
In this short note, we derive the large deviations estimate of the tail of the buffer occupancy distribution in a communications link with a very general integrated Poisson shot noise model for the total input. The result is obtained by a straightforward a ...
The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage percolation time a(n ...
Label–free DNA detection is of crucial role to when developing point-of-care biochips to be used in personalized therapy. Capacitance detection is a promising technology for label-free DNA detection. However, data published in literature often show evident ...
We study the simple random walk on the n-dimensional hypercube, in particular its hitting times of large (possibly random) sets. We give simple conditions on these sets ensuring that the properly rescaled hitting time is asymptotically exponentially distri ...
We investigate the behavior of probabilities of large deviations above the mean versus large deviations below the mean for random additive functionals in a variety of random media models. Among others, we treat the large deviations of the point-to-hyperpla ...
Solute transport in natural formations at the regional scale is influenced by several scales of heterogeneity which correspond to the presence of several geological units called facies. As customarily assumed in stochastic theories, inside the facies the t ...
We present results of a detailed study of the three-body over(B, ̄)0 → Σc (2455)0 over(p, ̄) π+ decay. A significant enhancement of signal events is observed in the over(p, ̄) π+ invariant mass distribution near 1.5 GeV / c2 that is consistent with the pre ...