Lu Hong | Searcharxiv

arXiv2022

An Introduction To Langer's Theory

This note provides a pedagogical introduction to Langer's theory for activated rate processes in multiple dimensions at the high friction limit, with an emphasis on the connection between the theory and the property of the backward committor/splitting probability near the saddle point. The intended audience is assumed to have some familiarity with linear algebra and statistical mechanics while knowledge of stochastic processes is not strictly necessary.

cond-mat.stat-mech↗

arXiv2012

The Structure of Signals: Causal Interdependence Models for Games of Incomplete Information

Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We show that the difference between these formulations can be sharply cast in terms of causal dependence structure, and employ graphical models to illustrate the distinguishing characteristics. The graphical representation supports inferences about signal patterns in the interpreted framework, and suggests how results based on the generated model can be extended to more general situations. Specific insights about bidding games in classical auction mechanisms derive from qualitative graphical models.

cs.GT↗