Results 31 to 40 of about 270,421 (115)
On the spectral analysis of second-order Markov chains [PDF]
36 pagesInternational audienceSecond order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators ...
Diaconis, Persi, Miclo, Laurent
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Intrusion detection is a fundamental part of security tools, such as adaptive security appliances, intrusion detection systems, intrusion prevention systems, and firewalls.
I. Ahmad +3 more
semanticscholar +1 more source
The Hughes model for pedestrian dynamics and congestion modelling [PDF]
In this paper we present a numerical study of some variations of the Hughes model for pedestrian flow under different types of congestion effects. The general model consists of a coupled non-linear PDE system involving an eikonal equation and a first ...
Carlini, Elisabetta +2 more
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Chagas Disease: From Discovery to a Worldwide Health Problem
Carlos Chagas discovered American trypanosomiasis, also named Chagas disease (CD) in his honor, just over a century ago. He described the clinical aspects of the disease, characterized by its etiological agent (Trypanosoma cruzi) and identified its ...
K. Lidani +6 more
semanticscholar +1 more source
Convective regularization for optical flow
We argue that the time derivative in a fixed coordinate frame may not be the most appropriate measure of time regularity of an optical flow field. Instead, for a given velocity field $v$ we consider the convective acceleration $v_t + \nabla v v$ which ...
Iglesias, José A., Kirisits, Clemens
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We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann. Appl. Probab.
Jourdain, Benjamin +2 more
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Pathwise estimates for an effective dynamics
Starting from the overdamped Langevin dynamics in $\mathbb{R}^n$, $$ dX_t = -\nabla V(X_t) dt + \sqrt{2 \beta^{-1}} dW_t, $$ we consider a scalar Markov process $\xi_t$ which approximates the dynamics of the first component $X^1_t$. In the previous work [
Legoll, Frederic +2 more
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On the long time behavior of stochastic vortices systems [PDF]
In this paper, we are interested in the long-time behaviour of stochastic systems of n interacting vortices: the position in R2 of each vortex evolves according to a Brownian motion and a drift summing the influences of the other vortices computed ...
Fontbona, Joaquin, Jourdain, Benjamin
core +4 more sources
Martingale Inequalities and Deterministic Counterparts [PDF]
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables.
Beiglböck, Mathias, Nutz, Marcel
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The maximum maximum of a martingale with given $n$ marginals
We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to $n$-marginal Skorokhod embedding problem in Ob{\l}\'oj and Spoida [An ...
Henry-Labordère, Pierre +3 more
core +1 more source

