Abstract: We propose a simple model of inter-bank borrowing and lending where the evolution of the log-monetary reserves of N banks is described by a system of diffusion processes coupled through their drifts in such a way that stability of the sy
In a 2-dimensional setting, how many different classes of partially distinguishable landmarks are needed to ensure that a robot can always see a landmark without simultaneously seeing two of the same class?
In this talk we will study the communication complexity of the disjointness function, in which each of two players holds a $k$-subset of a universe of size $n$ and the goal is to determine whether the sets are disjoint.
We study the performance of static solutions for two-stage adjustable robust linear optimization problems with uncertain constraint and objective coefficients and give a tight characterization of the adaptivity gap.
The Johnson-Lindenstrauss lemma asserts that any n-point set in any Euclidean space can be mapped to a Euclidean space of dimension $k= O(\epsilon^{-2} \log n)$ so that all distances are preserved upto a multiplicative factor between $(1 - \epsilo
