arXiv subjects

Federico Dalmao

Publications and source records attributed to Federico Dalmao.

22 records · Page 2Linked to original sources

arXiv2015

Rice Formula for processes with jumps and applications

We extend Rice Formula to a process which is the sum of two independent processes: a smooth process and a pure jump process with finitely many jumps. Formulas for the mean number of both continuous and discontinuous crossings through a fixed level on a compact time interval are obtained. We present examples in which we compute explicitly the mean number of crossings and compare which kind of crossings dominate for high levels. In one of the examples the leading term of the tail of the distribution function of the maximum of the process over a compact time interval as the level goes to infinity is obtained. We end giving a generalization, to the non-stationary case, of Borovkov-Last Rice Formula for Piecewise Deterministic Markov Processes.

math.PR↗

arXiv2015

CLT for the zeros of Classical Random Trigonometric Polynomials

We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to $V^2K$, $0<V^2<\infty$, as $K\to\infty$. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\"\is & León. Our approach is based on the Hermite/Wiener-Chaos decomposition for square-integrable functionals of a Gaussian process and on Rice Formula for zero counting.

math.PR↗

arXiv2014

Robustness of Cucker-Smale flocking model

Consider a system of autonomous interacting agents moving in space, adjusting each own velocity as a weighted mean of the relative velocities of the other agents. In order to test the robustness of the model, we assume that each pair of agents, at each time step, can fail to connect with certain probability, the failure rate. This is a modification of the (deterministic) Flocking model introduced by Cucker and Smale in Emergent behavior in flocks, IEEE Trans. on Autom. Control, 2007, 52 (May) pp. 852-862. We prove that, if this random failures are independent in time and space, and have linear or sub-linear distance dependent rate of decay, the characteristic behavior of flocking exhibited by the original deterministic model, also holds true under random failures, for all failure rates.

math.PR↗

arXiv2009

Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions

Consider a flock of birds that fly interacting between them. The interactions are modelled through a hierarchical system in which each bird, at each time step, adjusts its own velocity according to his past velocity and a weighted mean of the relative velocities of its superiors in the hierarchy. We consider the additional fact, that each of the birds can fail to see any of its superiors with certain probability, that can depend on the distances between them. For this model with random interactions we prove that the flocking phenomena, obtained for similar deterministic models, holds true.

math.PR↗