We consider a system of d non-linear stochastic fractional heat equations in spatial dimension 1 driven by multiplicative d-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point probability density function of ...
We consider a setup in which confidential i.i.d. samples X1, . . . , Xn from an unknown finite-support distribution p are passed through n copies of a discrete privatization chan- nel (a.k.a. mechanism) producing outputs Y1, . . . , Yn. The channel law gua ...
COVID-19 represents the most severe global crisis to date whose public conversation can be studied in real time. To do so, we use a data set of over 350 million tweets and retweets posted by over 26 million English speaking Twitter users from January 13 to ...
We develop random graph models where graphs are generated by connecting not only pairs of vertices by edges, but also larger subsets of vertices by copies of small atomic subgraphs of arbitrary topology. This allows for the generation of graphs with extens ...
We propose a framework to find optimal price-based policies to regulate markets characterized by oligopolistic competition and in which consumers make a discrete choice among a finite set of alternatives. The framework accommodates general discrete choice ...
We consider three classes of linear differential equations on distribution functions, with a fractional order alpha is an element of [0; 1]. The integer case alpha = 1 corresponds to the three classical extreme families. In general, we show that there is a ...
Mechanism design theory examines the design of allocation mechanisms or incentive systems involving multiple rational but self-interested agents and plays a central role in many societally important problems in economics. In mechanism design problems, agen ...
It is well known and readily seen that the maximum of n independent and uniformly on [0, 1] distributed random variables, suitably standardised, converges in total variation distance, as n increases, to the standard negative exponential distribution. We ex ...
Many decision problems in science, engineering, and economics are affected by uncertainty, which is typically modeled by a random variable governed by an unknown probability distribution. For many practical applications, the probability distribution is onl ...