Related papers: Random perturbations of stochastic chains with unb…
Neuronal responses are conspicuously variable. We focus on one particular aspect of that variability: the precision of action potential timing. We show that for common models of noisy spike generation, elementary considerations imply that…
Recent work has extensively shown that randomized perturbations of neural networks can improve robustness to adversarial attacks. The literature is, however, lacking a detailed compare-and-contrast of the latest proposals to understand what…
We consider biased random walks on random networks constituted by a random comb comprising a backbone with quenched-disordered random-length branches. The backbone and the branches run in the direction of the bias. For the bare model as…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
We propose a theory of unimodal maps perturbed by an heteroscedastic Markov chain noise and experiencing another heteroscedastic noise due to uncertain observation. We address and treat the filtering problem showing that by collecting more…
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
We consider infinite harmonic chain with completely deterministic dynamics. Initial data are assumed absolutely bounded. Nevertheless maximum of the variables can grow infinitely in time. We give conditions for this phenomenon. It coincides…
In this paper we study stochastic process indexed by $\mathbb {Z}$ constructed from certain transition kernels depending on the whole past. These kernels prescribe that, at any time, the current state is selected by looking only at a…
In this article we study a small random perturbation of a linear recurrence equation. If all the roots of its corresponding characteristic equation have modulus strictly less than one, the random linear recurrence goes exponentially fast to…
Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of interference distributions in large-scale…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…
Exactly solvable neural network models with asymmetric weights are rare, and exact solutions are available only in some mean-field approaches. In this article we find exact analytical solutions of an asymmetric spin-glass-like model of…
Cortical networks can maintain memories for decades despite the short lifetime of synaptic strength. Can a neural network store long-lasting memories in unstable synapses? Here, we study the effects of random noise on the stability of…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…