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Concept

Random walk

Related publications (31)

Learning Self-Exciting Temporal Point Processes Under Noisy Observations

William Trouleau

Understanding the diffusion patterns of sequences of interdependent events is a central question for a variety of disciplines. Temporal point processes are a class of elegant and powerful models of such sequences; these processes have become popular across ...

EPFL2021

Dissipation-Driven Selection under Finite Diffusion: Hints from Equilibrium and Separation of Time Scales

Paolo De Los Rios, Daniel Maria Busiello, Shiling Liang

When exposed to a thermal gradient, reaction networks can convert thermal energy into the chemical selection of states that would be unfavourable at equilibrium. The kinetics of reaction paths, and thus how fast they dissipate available energy, might be do ...

MDPI2021

Critical values in an anisotropic percolation on $\mathbb{Z}^2$

Hao Xue

In this thesis, we consider an anisotropic finite-range bond percolation model on

\mathbb{Z}^2

. On each horizontal layer

\{(x,i):x\in\mathbb{Z}\}

for

i\in\mathbb{Z}

, we have edges

\langle(x,i),(y,i)\rangle

for

1\leq|x-y|\leq N

with $N\in\mathbb{N ...

EPFL2021

Exceptional graphs for the random walk

Juhan Aru

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 ...

INST MATHEMATICAL STATISTICS2020

Walkman: A Communication-Efficient Random-Walk Algorithm for Decentralized Optimization

Ali H. Sayed, Kun Yuan

This paper introduces a new algorithm for consensus optimization in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. All decentralized algorithms rely on communications between adjacent nodes. ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

The Surface Quasi-geostrophic Equation With Random Diffusion

Klaus Martin Widmayer

Consider the surface quasi-geostrophic equation with random diffusion, white in time. We show global existence and uniqueness in high probability for the associated Cauchy problem satisfying a Gevrey type bound. This article is inspired by a recent work of ...

OXFORD UNIV PRESS2020

A Computational Framework For Two-Dimensional Random Walks With Restarts

Stefano Massei

The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. We propose an extension of the framework introduced in ...

SIAM PUBLICATIONS2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, Julien René Fageot, John Paul Ward

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 ...

2020

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Julien René Fageot, Virginie Sophie Uhlmann

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 ...

2020

Four-dimensional drift-kinetic model for scrape-off layer plasmas

Paolo Ricci, Rogério Manuel Cabete De Jesus Jorge

A four-dimensional plasma model able to describe the scrape-off layer region of tokamak devices at arbitrary collisionality is derived in the drift-reduced limit. The basis of the model is provided by a drift-kinetic equation that retains the full nonlinea ...

2020

Related publications (31)

\mathbb{Z}^2

. On each horizontal layer

\{(x,i):x\in\mathbb{Z}\}

for

i\in\mathbb{Z}

, we have edges

\langle(x,i),(y,i)\rangle

for

1\leq|x-y|\leq N

with $N\in\mathbb{N ...

EPFL2021