Efficiently Clustering Very Large Attributed Graphs

Attributed graphs model real networks by enriching their nodes with attributes accounting for properties. Several techniques have been proposed for partitioning these graphs into clusters that are homogeneous with respect to both semantic attributes and to the structure of the graph. However, time and space complexities of state of the art algorithms limit their scalability to medium-sized graphs. We propose SToC (for Semantic-Topological Clustering), a fast and scalable algorithm for partitioning large attributed graphs. The approach is robust, being compatible both with categorical and with quantitative attributes, and it is tailorable, allowing the user to weight the semantic and topological components. Further, the approach does not require the user to guess in advance the number of clusters. SToC relies on well known approximation techniques such as bottom-k sketches, traditional graph-theoretic concepts, and a new perspective on the composition of heterogeneous distance measures. Experimental results demonstrate its ability to efficiently compute high-quality partitions of large scale attributed graphs.Comment: This work has been published in ASONAM 2017. This version includes an appendix with validation of our attribute model and distance function, omitted in the converence version for lack of space. Please refer to the published versio

Eliashberg's proof of Cerf's theorem

Following a line of reasoning suggested by Eliashberg, we prove Cerf's theorem that any diffeomorphism of the 3-sphere extends over the 4-ball. To this end we develop a moduli-theoretic version of Eliashberg's filling-with-holomorphic-discs method.Comment: 32 page

First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

In this paper we study first exit times from a bounded domain of a gradient dynamical system $\dot Y_t=-\nabla U(Y_t)$ perturbed by a small multiplicative L\'evy noise with heavy tails. A special attention is paid to the way the multiplicative noise is introduced. In particular we determine the asymptotics of the first exit time of solutions of It\^o, Stratonovich and Marcus canonical SDEs.Comment: 19 pages, 2 figure

Random Time Forward Starting Options

We introduce a natural generalization of the forward-starting options, first discussed by M. Rubinstein. The main feature of the contract presented here is that the strike-determination time is not fixed ex-ante, but allowed to be random, usually related to the occurrence of some event, either of financial nature or not. We will call these options {\bf Random Time Forward Starting (RTFS)}. We show that, under an appropriate "martingale preserving" hypothesis, we can exhibit arbitrage free prices, which can be explicitly computed in many classical market models, at least under independence between the random time and the assets' prices. Practical implementations of the pricing methodologies are also provided. Finally a credit value adjustment formula for these OTC options is computed for the unilateral counterparty credit risk.Comment: 19 pages, 1 figur

Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations

It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct consequence, a specialized form of the Ito formula is derived. When a standard Brownian motion is the original semimartingale, classical Ito stochastic differential equations driven by the Brownian motion with drift extend to a larger class of stochastic differential equations involving a time-change with continuous paths. A form of the general solution of linear equations in this new class is established, followed by consideration of some examples analogous to the classical equations. Through these examples, each coefficient of the stochastic differential equations in the new class is given meaning. The new feature is the coexistence of a usual drift term along with a term related to the time-change.Comment: 27 pages; typos correcte

Global Stability of a Premixed Reaction Zone (Time-Dependent Liñan’s Problem)

Global stability properties of a premixed, three-dimensional reaction zone are considered. In the nonadiabatic case (i.e., when there is a heat exchange between the reaction zone and the burned gases) there is a unique, spatially one-dimensional steady state that is shown to be unstable (respectively, asymptotically stable) if the reaction zone is cooled (respectively, heated) by the burned mixture. In the adiabatic case, there is a unique (up to spatial translations) steady state that is shown to be stable. In addition, the large-time asymptotic behavior of the solution is analyzed to obtain sufficient conditions on the initial data for stabilization. Previous partial numerical results on linear stability of one-dimensional reaction zones are thereby confirmed and extended

The maximum principle and sign changing solutions of the hyperbolic equation with the Higgs potential

In this article we discuss the maximum principle for the linear equation and the sign changing solutions of the semilinear equation with the Higgs potential. Numerical simulations indicate that the bubbles for the semilinear Klein-Gordon equation in the de Sitter spacetime are created and apparently exist for all times

Holomorphic transforms with application to affine processes

In a rather general setting of It\^o-L\'evy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around time zero in the complex plane. We show that such transforms are related to a system of analytic vectors for the generator of the process, and we state conditions which allow for holomorphic extension of these transforms into a strip which contains the positive real axis. Based on these extensions we develop a functional series expansion of these transforms in terms of the constituents of the generator. As application, we show that for multidimensional affine It\^o-L\'evy processes with state dependent jump part the Fourier transform is holomorphic in a time strip under some stationarity conditions, and give log-affine series representations for the transform.Comment: 30 page

Anomalous jumping in a double-well potential

Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called Levy flights and might be of importance in triggering sudden changes in geophysical flow and perhaps even climatic changes. The steady state statistics is also influenced by the noise structure leading to a non-Gibbs distribution for an $\alpha$-stable noise.Comment: 11 pages, 7 figure

A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process with an averaged jump-measure. Unlike in the situation where the diffusion is driven by Brownian motion, there is no drift related enhancement of diffusivity.Comment: Accepted to Journal of Theoretical Probabilit