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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Model-Guided Data Driven Extremum Seeking Control
模型引导 数据驱动 极值 控制
2022/11/29
Extremum seeking control(ESC)is a class of data-driven optimization algorithms which can drive the output of an unknown dynamic system to its optimal value with respect to some cost function by using ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Connection probabilities for random-cluster model and uniform spanning treeConnection probabilities for random-cluster model and uniform spanning tree
随机 聚类模型 均匀生成树 连接概率
2022/11/9
Conformal invariance of critical lattice models in two-dimensional has been vigorously studied for decades. The first example where the conformal invariance was rigorously verified was the planar unif...
Symmetric exclusion as a model of non-elliptic dynamical random conductances
Random conductances law of large numbers invariance principle particle systems
2012/6/8
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal ...
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that...
Weights and degrees in a random graph model based on 3-interactions
Martingale random graph preferential attachment scale-free property
2012/6/4
In a random graph model based on 3-interactions we give the joint asymptotic distribution of weights and degrees and prove scale-free property for the model. Moreover, we determine the asymptotics of ...
A host-parasite model for a two-type cell population
Cell division branching within branching branching process in random environment host-parasite model
2012/4/2
A host-parasite model is considered for a population of cells that can be of two types, A or B, and exhibits unilateral reproduction: while a B-cell always splits into two cells of the same type, the ...
On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
Surplus immediately prior to ruin Deficit at ruin
2011/11/7
In this paper, we study the Gerber-Shiu discounted penalty function for the ordinary renewal risk model modified by the constant interest on the surplus. The time of ruin is analyzed in terms of it$\&...
Ruin theory with a Markov chain interest model
Probability Markov chain Ruin function Interest
2011/11/5
In this paper we consider a discrete time risk process with a Markov chain interest model. We derive recursive equations satisfied respectively by the joint distribution of surplus immediately before ...
A note on essential smoothness in the Heston model
Essential smoothness large deviation principle Heston model
2011/7/25
Abstract: This note studies an issue relating to essential smoothness that can arise when the theory of large deviations is applied to a certain option pricing formula in the Heston model. The note id...
Consensus in the two-state Axelrod model
Interacting particle systems Axelrod model annihilating random walks
2011/7/22
Abstract: The Axelrod model is a spatial stochastic model for the dynamics of cultures which, similarly to the voter model, includes social influence, but differs from the latter by also accounting fo...
A branching diffusion model of selection: from the neutral Wright-Fisher case to the one including mutations
Diffusions Doob transform killing, branching quasi-stationarity Wright-Fisher model neutral or with mutation selection
2011/7/13
Abstract: We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a...
Overlaps and Pathwise Localization in the Anderson Polymer Model
Brownian polymer overlap Malliavin calculus parabolic Anderson model
2011/7/11
Abstract: We consider large time behavior of typical paths under the Anderson polymer measure. If $P$ is the measure induced by rate $\kappa,$ simple, symmetric random walk on $Z^d$ started at $x,$ th...
Moderate Deviations for a Curie-Weiss model with dynamical external field
moderate deviations large deviations statistical mechanics Curie-Weiss model dynamic random walks
2011/7/4
Abstract: In the present paper we prove moderate deviations for a Curie-Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard. The re...
An algebraic analysis of the two state Markov model on tripod trees
Phylogenetics Identi ability Invariant Two-State-Model
2010/12/31
Methods of phylogenetic inference use more and more complex models to generate trees from data. However, even simple models and their implications are not fully understood.Here, we investigate the two...
A Stochastic Markov Model for Coordinated Molecular Motors
Stochastic Markov Model Coordinated Molecular Motors
2010/12/31
Many cell functions are accomplished thanks to intracellular transport mechanisms of macromolecules along filaments.