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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements II: tilted interlacements and solidification of porous surfaces
随机交错 大偏差 倾斜交错 多孔表面 固化
2023/5/10
In this lecture, I will discuss how tilting and coarse graining, two key ideas in modern probability, come into play in deriving respectively the lower and upper bounds of the asymptotic probability i...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements I: Large deviation principle of occupation measures
随机交错 大偏差 占用措施 大偏差原则
2023/5/10
In this lecture, I will talk about the large deviation problems in random interlacements, in particular the LDP of the occupation measure, and discuss its relations to sharp asymptotic probabilities o...
This paper studies the formation of risk-sharing networks through costly social
investments, identifying endogenous inequality and a misallocation of resources as possible
downsides to such agreemen...
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES
Subgroup algorithm to generate unified random variable
2015/7/14
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES.
RANDOM WALKS ARISING IN RANDOM NUMBER GENERATION。
Analysis of Top To Random Shuffles.
RANDOM WALKS AND HYPERPLANE ARRANGEMENTS。
Random doubly stochastic tridiagonal matrices
Markov chain birth and death chain cuto phenomenon random matrix
2015/7/7
Random doubly stochastic tridiagonal matrices。
Many Random Number Generators (RNG) are available nowadays; they are divided in two categories,
hardware RNG, that provide “true” random numbers, and algorithmic RNG, that generate
pseudo random num...
Annealed and quenched fluctuations for ballistic random walks in random environment on Z
Random walk in random environment stable laws
2011/1/19
We consider transient random walks in random environment on Z in the positive speed
(ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitti...
Efficient Generation of Random Bits from Finite State Markov Chains
Efficient Generation of Random Bits Finite State Markov Chains
2011/2/25
The problem of random number generation from an uncorrelated random source (of unknown probability distribution)dates back to von Neumann’s 1951 work.
Conformal weldings of random surfaces: SLE and the quantum gravity zipper
Conformal weldings of random surfaces: quantum gravity zipper
2011/2/24
We construct a conformal welding of two Liouville quantum gravity random surfaces and show that the interface between them is a random fractal curve called the Schramm-Loewner evolution (SLE), thereby...
Connectivity properties of random interlacement and intersection of random walks
Random interlacement random walk intersection of random walks capacity
2011/2/24
We consider the interlacement Poisson point process on the space of doubly-infinite Zd-valued
trajectories modulo time shift, tending to infinity at positive and negative infinite times. The set of v...
On the speed of biased random walk in translation invariant percolation
speed of biased random translation invariant percolation
2011/2/21
For biased random walk on the infinite cluster in supercritical i.i.d.percolation on Z2, where the bias of the walk is quantified by a parameter > 1,it has been conjectured (and partly proved) that ...
Distributed Detection over Random Networks: Large Deviations Performance Analysis
Chernoff information distributed detection random network running consensus
2011/2/24
We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks.