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In this paper, we present a generalization of the multilevel Monte Carlo (MLMC) method to a setting where the level parameter is a continuous variable. This continuous level Monte Carlo (CLMC) estimator provides a natural...
The bootstrap particle filter (BPF) is the cornerstone of many algorithms used for solving generally intractable inference problems with hidden Markov models. The long-term stability of the BPF arises from particle...
Random matrix theory successfully connects the structure of interactions of large ecological communities to their ability to respond to perturbations. One of the most debated aspects of this approach is that so far studies...
We give the first polynomial upper bound on the mixing time of the edge-flip Markov chain for unbiased dyadic tilings, resolving an open problem originally posed by Janson, Randall and Spencer in 2002 [14]. A dyadic tiling of...
A leveraged exchange traded fund (LETF) is an exchange traded fund that uses financial derivatives to amplify the price changes of a basket of goods. In this paper, we consider the robust hedging of European options on a...
For an arbitrary periodic Borel measure μ we prove order O(ε) operator-norm resolvent estimates for the solutions to scalar elliptic problems in L 2(ℝ d, dμ ε) with ε-periodic coefficients, ε...
In the random geometric graph G(n, rn), n vertices are placed randomly in Euclidean d-space and edges are added between any pair of vertices distant at most rn from each other. We establish strong laws...
We report on the multistability of chaotic networks of silicon neurons and demonstrate how spatiotemporal sequences of voltage oscillations are selected with timed current stimuli. A three neuron central pattern generator was...
We report on the multistability of chaotic networks of silicon neurons and demonstrate how spatiotemporal sequences of voltage oscillations are selected with timed current stimuli. A three neuron central pattern generator was...
We study the phenomenon of cyclic dominance in the paradigmatic Rock–Paper–Scissors model, as occurring in both stochastic individual-based models of finite populations and in the deterministic replicator equations. The...
Transgene-design is a web application to help design transgenes for use in mammalian studies. It is predicated on the recent discovery that human intronless transgenes and native retrogenes can be expressed very effectively...
A crucial role in the theory of uncertainty quantification (UQ) of PDEs is played by the regularity of the solution with respect to the stochastic parameters; indeed, a key property one seeks to establish is that the solution...
Let (Zn,n≥0) be a supercritical Galton–Watson process whose offspring distribution μ has mean λ>1 and is such that ∫xlog+(x)dμ(x)<+∞. According to the famous Kesten & Stigum theorem...
The authors regret that there were errors in equations (12)–(15) on page 3 for the endemic equilibrium. Equations (12)–(15) should be replaced by [Formula presented] [Formula presented] [Formula presented] [Formula...
In this paper we consider the pricing and hedging of financial derivatives in a model-independent setting, for a trader with additional information, or beliefs, on the evolution of asset prices. In particular, we suppose that...
We prove well-posedness results and a priori bounds on the solution of the Helmholtz equation ∇ (A∇u)+k 2nu = -f, posed either in ℝ d or in the exterior of a star-shaped Lipschitz obstacle, for a class...
Take a continuous-time Galton-Watson tree. If the system survives until a large time T , then choose k particles uniformly from those alive. What does the ancestral tree drawn out by these k particles look like? Some special...
Panel data models with factor structures in both the errors and the regressors have received considerable attention recently. In these models, the errors and the regressors are correlated and the standard estimators are...
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