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EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
STOCHASTIC AVERAGING ADIABATIC INVARIANTS
2015/9/29
An averaging problem with Markov fast motion is
considered. The di usive limit is obtained for the evolution of adabatic invariants under the assumption that the averaged motion
is ergodic on almost...
A Limit Shape Theorem for Periodic Stochastic Dispersion
Space is periodic random flow order and an infinite linear speed
2015/9/28
We consider the evolution of a connected set on the plane carried by a space periodic incompressible stochastic flow. While for almost every realization of the stochastic flow at time t mo...
Random doubly stochastic tridiagonal matrices
Markov chain birth and death chain cuto phenomenon random matrix
2015/7/7
Random doubly stochastic tridiagonal matrices。
A STOCHASTIC-LAGRANGIAN APPROACH TO THE NAVIER-STOKES EQUATIONS IN DOMAINS WITH BOUNDARY.
The (unforced) incompressible Navier-Stokes equations STOCHASTIC-LAGRANGIAN
2014/4/3
In this paper we derive a probabilistic representation of the deterministic 3-dimensional Navier-Stokes equations in the presence of spatial boundaries. The formulation in the absence of spatial bound...
This work faces the problem of the origin of the logarithmic character of the Gompertzian growth. We show that the macroscopic, deterministic Gompertz equation describes the evolution from the initial...
Stochastic Control of Event-Driven Feedback in Multi-Antenna Interference Channels
Stochastic Control of Event-Driven Feedback Multi-Antenna Interference Channels
2011/2/22
Spatial interference avoidance is a simple and effective way of mitigating interference in multi-antenna wireless networks.
From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics
fractional Brownian motion stochastic integrals rough paths
2011/2/22
Let B = (B1(t), . . . ,Bd(t)) be a d-dimensional fractional Brownian motion with Hurst index ≤ 1/4, or more generally a Gaussian process whose paths have the same local regularity. Defining properly...
Foliated stochastic calculus: Harmonic measures
Foliation diffusion process stochastic calculus
2011/2/24
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foli-ation.
Low noise limit for the invariant measure of a multi-dimensional stochastic Allen-Cahn equation
Stochastic reaction-di usion equation Invariant measure Large deviations
2011/1/21
We study the invariant measure of a discretized stochastic Allen-Cahn equation in d+1 dimensions in the low noise limit. We consider a cuboidal domain and impose the two stable
phases as boundary con...
Weak disorder in the stochastic mean-field model of distance II
First passage percolation complete graph extreme value theory hopcount
2010/12/9
In this paper, we study the complete graph Kn with n vertices, where we attach an i.i.d. weight to each of the n(n − 1)/2 edges. We focus on the weight Wn and the number of edges Hn of the minim...