Macroscopic stability for nonfinite range kernels

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.

In this paper, we study the Besov regularity of Levy white noises on the d-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain regularity results for gene ...

We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded domains of Rd, driven by a Levy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solut ...

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often unknown. Recently, D ...

Governments choose to issue risky or riskless debt depending on the nature of the stochastic process of output. We use Brownian motion and Poisson shocks a modeling method in the literature on corporate default known as Levy processes to approximate a deco ...

Inertial sensors are increasingly being employed in different types of applications. The reduced cost and the extremely small size makes them the number-one-choice in miniature embedded devices like phones, watches, and small unmanned aerial vehicles. The ...

The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this ...

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 ...

As the power industry considers moving from a deterministic paradigm to a stochastic one to clear the day-ahead market in systems with significant stochastic production, the following question arises: how should a stochastic clearing algorithm be formulate ...

We establish in the world of stochastic processes a theoretical relation between sparsity and wavelets. The underlying principle is to treat stochastic processes as generalized functions, which facilitates the study of their properties in a transform domai ...

Covariance operators play a fundamental role in functional data analysis, providing the canonical means to analyse functional variation via the celebrated Karhunen-Loève expansion. These operators may themselves be subject to variation, for instance in con ...

The use of a Bayesian filter (e.g., Kalman filter) for the fusion of information from satellite positioning and inertial navigation is a common approach in many applications, where the knowledge of position, velocity, and attitude in space are of great int ...

Dark matter may consist of axion-like particles with ultra-low masses. Two-photon interactions of these particles affect the polarization of radiation propagating through the dark matter. Coherent oscillations of the Bose condensate of the particles induce ...

This thesis develops a unified framework for modeling and solving various classes of rich routing problems with stochastic demands, including the VRP and the IRP. The work is inspired by the problem of collecting recyclables from sensorized containers in G ...

Macroscopic stability for nonfinite range kernels

Chat with Graph Search

On the Besov regularity of periodic Levy noises

Path properties of the solution to the stochastic heat equation with Levy noise

Generalized Pickands constants and stationary max-stable processes

The sources of sovereign risk: a calibration based on Levy stochastic processes

An overview of a new sensor calibration platform

Extremal behaviour of aggregated data with an application to downscaling

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

Three- or Two-Stage Stochastic Market-Clearing Algorithm?

Optimal Representations of Sparse Stochastic Processes with Applications in Image Processing

Procrustes Metrics and Optimal Transport for Covariance Operators

Calibration Aspects of INS Navigation

Constraining the photon coupling of ultra-light dark-matter axion-like particles by polarization variations of parsec-scale jets in active galaxies

Rich Vehicle and Inventory Routing Problems with Stochastic Demands