All Questions

(throughout, "DPP" denotes "Determinantal Point Process") TL;DR: Discrete DPPs are straightforward to compute with, continuous DPPs less so. Can we approximate continuous DPPs well ...

I know that if i have a Brownian motion $W_t$ the multiple Wiener integral $\int_0^t \int_0^{\xi_1}...\int_0^{\xi_n} dW_{\xi_1}...dW_{\xi_n}$ can be expressed as $H_n(\int_0^t dW_s)$ where $H_n$ is ...

I am building a 2D stochastic process as follows. I start with a point $P_0=(0,0)$. Then $P_k=(X_k,Y_k)$ is defined as follows, for $k>0$: \begin{align} X_k & =X_{k-1}+R_k \cos(2\pi\theta_k) \\ ...

Distribution of standard Ito integral is well known: $$I_1(f) = \int_0^T f(t)dB(t) \sim \mathcal{N}\bigg(0, \int_0^T f^2(t)dt\bigg).$$ Is it possible to find the distribution of multiple Wiener-Ito ...

Generally looking for perspective from the computational experts. Question comes down to how tractable is the following problem. Let's say at time 0, I have a 2-D array of $N = 10$ spherical particles ...

Hello may I ask for your help? First the setting: I have got a problem with some queueing theory. The whole problem would be a grid of nodes, all nodes have an operation intensity $\mu_{i,j}$. ...