Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
Electric vehicle charging facilities offer their capacity constrained electric charge and parking to users for a fee. As electric vehicle adoption grows, so too does the potential for excessive resource utilization. In this paper, we study how prices set b ...
Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...
In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method ...
In a recent article [1] we surveyed advances related to adaptation, learning, and optimization over synchronous networks. Various distributed strategies were discussed that enable a collection of networked agents to interact locally in response to streamin ...
Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...
We consider elliptic random walks in i.i.d. random environments on . The main goal of this paper is to study under which ellipticity conditions local trapping occurs. Our main result is to exhibit an ellipticity criterion for ballistic behavior which exten ...
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of term ...
Modern digital connectivity has necessitated the creation of robust methods for securely storing and transferring data. At the heart of all security infrastructure is the random number generator (RNG). While random numbers find use in a variety of applicat ...
We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradien ...
In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a deterministic parame ...
