Analysis of random processes via AND/OR tree evaluations
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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 ...
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 ...
The theory of sparse stochastic processes offers a broad class of statistical models to study signals, far beyond the more classical class of Gaussian processes. In this framework, signals are represented as realizations of random processes that are soluti ...
We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...
This paper examines the minimization of the cost for an expected random production output, given an assembly of finished goods from two random inputs, matched in two categories. We describe the optimal input portfolio, first using the standard normal appro ...
This work presents a technique to produce random bits by exploiting single-photon time of arrival. Two quantum random number generator (QRNG) devices based on the field programmable gate array (FPGA) technology are presented: Randy, which uses one discrete ...
In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...
True random number generators (TRNGs) allow the generation of true random bit sequences, guaranteeing the unpredictability and perfect balancing of the generated values. TRNGs can be realised from the sampling of quantum phenomena, for instance, the detect ...
If W is the simple random walk on the square lattice Z(2), then W induces a random walk W-G on any spanning subgraph G subset of Z(2) of the lattice as follows: viewing W as a uniformly random infinite word on the alphabet {x, -x, y, -y}, the walk W-G star ...
We provide new constructions of the subcritical and critical Gaussian multiplicative chaos (GMC) measures corresponding to the 2D Gaussian free field (GFF). As a special case we recover E. Aidekon's construction of random measures using nested conformally ...
