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A VARIATIONAL REPRESENTATION FOR POSITIVE FUNCTIONALS OF INFINITE DIMENSIONAL BROWNIAN MOTION
A variational representation for positive functionals of a Hilbert space valued Wiener process (W (·)) is proved. This representation is then used to prove a large deviations principle for the familyExpand
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Large deviations for infinite dimensional stochastic dynamical systems
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can beExpand
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Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic
TLDR
We provide an alternative proof of this result assuming (in addition to natural heavy traffic and stability assumptions) only standard independence and square integrability conditions on the network primitives that are commonly used in heavy traffic analysis. Expand
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Variational representations for continuous time processes
A variational formula for positive functionals of a Poisson random measure and Brownian motion is proved. The formula is based on the relative entropy representation for exponential integrals, andExpand
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ON POSITIVE RECURRENCE OF CONSTRAINED DIFFUSION PROCESSES
Let G c R k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G i , i = 1,..., , N}, where n i and d i denote the inward normal and direction ofExpand
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Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
TLDR
We show that a rather sharpcharacterization for the stability of the deterministic model is possible when it can be represented in terms of what we call a "regular" Skorokhod map. Expand
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Large deviation properties of weakly interacting processes via weak convergence methods
We study large deviation properties of systems of weakly interacting particles modeled by Ito stochastic differential equations (SDEs). It is known under certain conditions that the correspondingExpand
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Poster: DWEN: Deep Word Embedding Network for Duplicate Bug Report Detection in Software Repositories
TLDR
We propose to learn a two step model to calculate similarity between two bug reports by means of word embeddings and a deep neural network. Expand
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The State and Fate of Linguistic Diversity and Inclusion in the NLP World
TLDR
In this paper we look at the relation between the types of languages, resources, and their representation in NLP conferences to understand the trajectory that different languages have followed over time. Expand
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Exponential stability in discrete-time filtering for non-ergodic signals
In this paper we prove exponential asymptotic stability for discrete-time filters for signals arising as solutions of d-dimensional stochastic difference equations. The observation process is theExpand
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