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作者：Bhamidi, Shankar; Steele, J. Michael; Zaman, Tauhid
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Pennsylvania; Massachusetts Institute of Technology (MIT)
摘要：Condensation phenomenon is often observed in social networks such as Twitter where one superstar vertex gains a positive fraction of the edges, while the remaining empirical degree distribution still exhibits a power law tail. We formulate a mathematically tractable model for this phenomenon that provides abetter fit to empirical data than the standard preferential attachment model across an array of networks observed in Twitter. Using embeddings in an equivalent continuous time version of the...
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作者：Robert, Philippe y; Veber, Amandine
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris
摘要：The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has x requests to transmit, then it receives a fraction of the capacity proportional to log(1 + x), the logarithm of its current load. A detailed fluid scaling analysis of such a network with two nodes is presented. It is shown that the interaction of several time scales plays an important role in the evolution of such a system, in particular its coordinates ...
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作者：Davis, M. H. A.; Pistorius, M. R.
作者单位：Imperial College London
摘要：For a given Markov process X and survival function (H) over bar on R+, the inverse first-passage time problem (IFPT) is to find a bather function b : R+ -> [-infinity, +infinity] such that the survival function of the first-passage time tau(b) = inf{t >= 0: X (t) < b(t)} is given by <(H)over bar>. In this paper, we consider a version of the IFPT problem where the bather is fixed at zero and the problem is to find an initial distribution mu and a time-change I such that for the time-changed pro...
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作者：Herczegh, Attila; Prokaj, Vilmos
作者单位：Eotvos Lorand University
摘要：We consider the problem of maximizing expected power utility from consumption over an infinite horizon in the Black-Scholes model with proportional transaction costs, as studied in Shreve and Soner [Ann. Appl. Probab. 4 (1994) 609-692]. Similar to Kallsen and Muhle-Karbe [Ann. Appl. Probab. 20 (2010) 1341-1358], we derive a shadow price, that is, a frictionless price process with values in the bid-ask spread which leads to the same optimal policy.
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作者：Ibrahimi, Morteza; Kanoria, Yash; Kraning, Matt; Montanari, Andrea
作者单位：Columbia University; Stanford University; Stanford University
摘要：The XOR-satisfiability (XORSAT) problem requires finding an assignment of n Boolean variables that satisfy in exclusive OR (XOR) clauses, whereby each clause constrains a subset of the variables. We consider random XORSAT instances, drawn uniformly at random from the ensemble of formulae containing n variables and m clauses of size k. This model presents several structural similarities to other ensembles of constraint satisfaction problems, such as k-satisfiability (k-SAT), hypergraph bicolori...
