Related papers: Asymptotic Mean Time To Failure and Higher Moments…
In the Method of Multiple-Time-Scales (MMTS), the introduction of independent time scales and the elimination of secular terms in the fast time variable, T0 = t, lead to the well-known solvability conditions. Starting from first order, free…
Catastrophic failures are complete and sudden collapses in the activity of large networks such as economics, electrical power grids and computer networks, which typically require a manual recovery process. Here we experimentally show that…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…
This paper proposes the \emph{multiresolution mode decomposition} as a novel model for adaptive time series analysis. The main conceptual innovation is the introduction of the \emph{multiresolution intrinsic mode function} (MIMF) of the…
We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
The time independent mean field method (TIMF) for the calculation of matrix elements of non relativistic propagators is based on a variational principle whose non linearity induces a multiplicity of variational solutions. Several of them…
The expressiveness of Metric Temporal Logic (MTL) has been extensively studied throughout the last two decades. In particular, it has been shown that the \emph{interval-based} semantics of MTL is strictly more expressive than the…
The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…
We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…
Transformer large language models (LLMs) have sparked admiration for their exceptional performance on tasks that demand intricate multi-step reasoning. Yet, these models simultaneously show failures on surprisingly trivial problems. This…
This paper derives high-SNR asymptotic average error rates over fading channels by relating them to the outage probability, under mild assumptions. The analysis is based on the Tauberian theorem for Laplace-Stieltjes transforms which is…
The finite time stability (FnTSta) theory of delayed systems has not been set up until now. In this paper, we propose a two-phases-method (2PM), to achieve this object. In the first phase, we prove that the time for norm of system error…
We study the recurrence to mistake dynamical balls, that is, dynamical balls that admit some errors and whose proportion of errors decrease tends to zero with the length of the dynamical ball. We prove, under mild assumptions, that the…
We study the asymptotics of the moments of arithmetic functions that have a limit distribution, not necessarily normal, defined on a subset of the natural series that satisfies certain requirements. Several assertions are proved on…
An accelerated failure time (AFT) model assumes a log-linear relationship between failure times and a set of covariates. In contrast to other popular survival models that work on hazard functions, the effects of covariates are directly on…
We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…
The paper is concerned with asymptotic properties of the principal components analysis of functional data. The currently available results assume the existence of the fourth moment. We develop analogous results in a setting which does not…
Large Language Models (LLMs) achieve strong performance through extended inference-time deliberation, yet how their reasoning failures arise remains poorly understood. By analyzing model-generated reasoning trajectories, we find that errors…