Gaussian decay conjecture for stochastic routing probabilities
Gaussian decay conjecture for stochastic routing probabilities
Let be the discretization parameter, let denote the probability of reaching the grid point before termination under the optimal stochastic routing policy, and let be the distance from to the characteristic passing through the source point .
Gaussian decay conjecture. There exists a constant such that, for sufficiently small ,
This estimate expresses Gaussian decay away from the optimal trajectory and is intended to quantify the localization of stochastic paths near the characteristic. The supplied material does not indicate whether the claim has been proved or disproved.
Sources & referencesView supporting material
Primary source
Zachary Clawson, Adam Chacon and Alexander Vladimirsky, “Causal Domain Restriction for Eikonal Equations”, arXiv:1309.2884 (2014).
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