9,512 research outputs found
Excited Brownian motions as limits of excited random walks
We obtain the convergence in law of a sequence of excited (also called
cookies) random walks toward an excited Brownian motion. This last process is a
continuous semi-martingale whose drift is a function, say , of its local
time. It was introduced by Norris, Rogers and Williams as a simplified version
of Brownian polymers, and then recently further studied by the authors. To get
our results we need to renormalize together the sequence of cookies, the time
and the space in a convenient way. The proof follows a general approach already
taken by T\'oth and his coauthors in multiple occasions, which goes through
Ray-Knight type results. Namely we first prove, when is bounded and
Lipschitz, that the convergence holds at the level of the local time processes.
This is done via a careful study of the transition kernel of an auxiliary
Markov chain which describes the local time at a given level. Then we prove a
tightness result and deduce the convergence at the level of the full processes.Comment: v.3: main result improved: hyothesis of recurrence removed. To appear
in P.T.R.
Stability of the Einstein-Lichnerowicz constraints system
We study the Einstein-Lichnerowicz constraints system, obtained through the
conformal method when addressing the initial data problem for the Einstein
equations in a scalar field theory. We prove that this system is stable with
respect to the physics data when posed on the standard -sphere.Comment: Minor changes, some typos fixed and references adde
A constructive mean field analysis of multi population neural networks with random synaptic weights and stochastic inputs
We deal with the problem of bridging the gap between two scales in neuronal
modeling. At the first (microscopic) scale, neurons are considered individually
and their behavior described by stochastic differential equations that govern
the time variations of their membrane potentials. They are coupled by synaptic
connections acting on their resulting activity, a nonlinear function of their
membrane potential. At the second (mesoscopic) scale, interacting populations
of neurons are described individually by similar equations. The equations
describing the dynamical and the stationary mean field behaviors are considered
as functional equations on a set of stochastic processes. Using this new point
of view allows us to prove that these equations are well-posed on any finite
time interval and to provide a constructive method for effectively computing
their unique solution. This method is proved to converge to the unique solution
and we characterize its complexity and convergence rate. We also provide
partial results for the stationary problem on infinite time intervals. These
results shed some new light on such neural mass models as the one of Jansen and
Rit \cite{jansen-rit:95}: their dynamics appears as a coarse approximation of
the much richer dynamics that emerges from our analysis. Our numerical
experiments confirm that the framework we propose and the numerical methods we
derive from it provide a new and powerful tool for the exploration of neural
behaviors at different scales.Comment: 55 pages, 4 figures, to appear in "Frontiers in Neuroscience
Forward Vertical Integration: The Fixed-Proportion Case Revisited
Assuming a fixed-proportion downstream production technology, partial forward integration by an upstream monopolist may be observed whether the monopolist is advantaged or disadvantaged cost-wise relative to fringe firms in the downstream market. Integration need not induce cost-predation and the profits of the fringe may increase. The output price falls and welfare unambiguously rises.
Over-education for the rich, under-education for the poor: a search-theoretic microfoundation
This paper studies the efficiency of educational choices in a two sector/two schooling level matching model of the labour market where a continuum of heterogenous workers allocates itself between sectors depending on their decision to invest in education. Individuals differ in ability and schooling cost, the search market is segmented by education, and there is free entry of new firms in each sector. Self-selection in education originates composition effects in the distribution of skills across sectors. This in turn modifies the intensity of job creation, implying the private and social returns to schooling always differ. Provided that ability and schooling cost are not too positively correlated, agents with large schooling costs â the âpoorâ â select themselves too much, while there is too little self-selection among the low schooling cost individuals â the ârichâ. We also show that education should be more taxed than subsidized when the Hosios condition holds.Ability; Schooling cost; Heterogeneity; Matching frictions; Efficiency
Forward Vertical Integration: The Fixed-Proportion Case Revisited
Assuming a fixed-proportion downstream production technology, partial forward integration by an upstream monopolist may be observed whether the monopolist is advantaged or disadvantaged cost-wise relative to fringe firms in the downstream market. Integration need not induce cost predation and the fringe firmsâ margin may even increase. The output price falls and welfare unambiguously rises.Vertical integration; cost predation; cost asymmetries
Spatio-temporal spike trains analysis for large scale networks using maximum entropy principle and Monte-Carlo method
Understanding the dynamics of neural networks is a major challenge in
experimental neuroscience. For that purpose, a modelling of the recorded
activity that reproduces the main statistics of the data is required. In a
first part, we present a review on recent results dealing with spike train
statistics analysis using maximum entropy models (MaxEnt). Most of these
studies have been focusing on modelling synchronous spike patterns, leaving
aside the temporal dynamics of the neural activity. However, the maximum
entropy principle can be generalized to the temporal case, leading to Markovian
models where memory effects and time correlations in the dynamics are properly
taken into account. In a second part, we present a new method based on
Monte-Carlo sampling which is suited for the fitting of large-scale
spatio-temporal MaxEnt models. The formalism and the tools presented here will
be essential to fit MaxEnt spatio-temporal models to large neural ensembles.Comment: 41 pages, 10 figure
A Theory of Regularized Markov Decision Processes
Many recent successful (deep) reinforcement learning algorithms make use of
regularization, generally based on entropy or Kullback-Leibler divergence. We
propose a general theory of regularized Markov Decision Processes that
generalizes these approaches in two directions: we consider a larger class of
regularizers, and we consider the general modified policy iteration approach,
encompassing both policy iteration and value iteration. The core building
blocks of this theory are a notion of regularized Bellman operator and the
Legendre-Fenchel transform, a classical tool of convex optimization. This
approach allows for error propagation analyses of general algorithmic schemes
of which (possibly variants of) classical algorithms such as Trust Region
Policy Optimization, Soft Q-learning, Stochastic Actor Critic or Dynamic Policy
Programming are special cases. This also draws connections to proximal convex
optimization, especially to Mirror Descent.Comment: ICML 201
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