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Incremental constraint projection methods for monotone stochastic variational inequalities
(INFORMS Inst.for Operations Res.and the Management Sciences, 2019)
We consider stochastic variational inequalities (VIs) with monotone operators where the feasible set is an intersection of a large number of convex sets. We propose a stochastic approximation method with incremental ...
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise
(Institute of Mathematical Statistics, 2017)
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameterH >1/2 and multiplicative noise component σ. ...
A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
(Institute of Mathematical Statidtics, 2016)
The dissipation of general convex entropies for continuous time Markov processes can be
described in terms of backward martingales with respect to the tail filtration. The relative
entropy is the expected value of a ...
Long time behavior of telegraph processes under convex potentials
(2016)
We study the long-time behavior of variants of the telegraph process with position-dependent jump rates, which result in a monotone gradient-like drift towards the origin. We compute their invariant laws and obtain, via ...
Evolution of dispersal distance
(Springer, 2012)
The problem of how often to disperse in a randomly fluctuating
environment has long been investigated, primarily using patch models with uniform
dispersal. Here, we consider the problem of choice of seed size for plants ...
Non local Lotka-Volterra system with cross-diffusion in an heterogeneous medium
(Springer, 2015)
We introduce a stochastic individual model for the spatial behavior of an
animal population of dispersive and competitive species, considering various kinds of
biological effects, such as heterogeneity of environmental ...
An updated 2017 astrometric solution for betelgeuse
(IOP Publishing, 2017)
We provide an update for the astrometric solution for the Type II supernova progenitor Betelgeuse using the revised Hipparcos Intermediate Astrometric Data (HIAD) of van Leeuwen, combined with existing VLA and new e-MERLIN ...
A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty
(PERGAMON-ELSEVIER, 2012-09)
A multi-period stochastic model and an algorithmic approach to location of prison facilities under uncertainty are presented and applied to the Chilean prison system. The problem consists of finding locations and sizes of ...
Orchid historical biogeography, diversification, Antarctica and the paradox of orchid dispersal
(2016)
AimOrchidaceae is the most species-rich angiosperm family and has one of the broadest distributions. Until now, the lack of a well-resolved phylogeny has prevented analyses of orchid historical biogeography. In this study, ...
On quantum versions of the classical Wasserstein distance
(Springer VerlagInglaterra, 2017)
Investigamos una definición de la distancia cuántica de Wasserstein de dos estados basada en sus acoplamientos en el álgebra de productos como en el caso clásico. Un análisis detallado del modelo de dos qubits conduce a ...