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Gaussian random fields are widely used as building blocks for modeling stochastic processes. This paper is concerned with the efficient representation of d-point correlations for such fields, which in turn enables the representation of more general stochas ...
A constrained informationally efficient market is defined as one in which the price process arises as the outcome of some equilibrium where agents face restrictions on trade. This paper investigates the case of short sale constraints, a setting which, desp ...
Max-stable processes arise as the only possible nontrivial limits for maxima of affinely normalized identically distributed stochastic processes, and thus form an important class of models for the extreme values of spatial processes. Until recently, infere ...
Mobility is a central aspect of our life, and our movements reveal much more about us than simply our whereabouts. In this thesis, we are interested in mobility and study it from three different perspectives: the modeling perspective, the information-theor ...
Pushed by the proliferation of antennas and of multiuser scenarios, matrices with random entries are appearing more and more frequently in information theory. This leads to the study of matrix channels, where the capacity depends on the distribution of the ...
We focus on the control of heterogeneous swarms of agents that evolve in a random environment. Control is achieved by introducing special agents: leader and infiltrated (shill) agents. A refined distinction is made between hidden and apparent controlling a ...
The advection diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motio ...
Consider a random regular graph with degree d and of size n. Assign to each edge an independent and identically distributed exponential random variable with mean one. In this paper we establish a precise asymptotic expression for the maximum number of edge ...
When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has consequences for arbitrage ...
We introduce a new modeling approach for understanding the fundamental principle of bead-based surface coverage immunoassays that rely on the specific interaction between surface-bound “small” magnetic beads (1 μm in diameter) and a flow of “large” magneti ...