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Consider a random geometric graph over a random point process in $\mathbb{R}^d$. Two points are connected by an edge if and only if their distance is bounded by a prescribed distance parameter. We show that projecting the graph onto a two…

Discrete Mathematics · Computer Science 2020-08-26 Markus Chimani , Hanna Döring , Matthias Reitzner

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

Dynamical Systems · Mathematics 2022-06-28 Jean-Yves Le Boudec

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

A measure of complexity based on a probabilistic description of physical systems is proposed. This measure incorporates the main features of the intuitive notion of such a magnitude. It can be applied to many physical situations and to…

Chaotic Dynamics · Physics 2009-11-07 Ricardo Lopez-Ruiz , Hector Mancini , Xavier Calbet

We compute the transition probability between two learning tasks, and show that it decomposes into two factors. The first depends on the geometry of the loss landscape of a model trained on each task, independent of any particular model…

Machine Learning · Computer Science 2019-05-30 Alessandro Achille , Glen Mbeng , Stefano Soatto

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

The distribution function of a random distance in three dimensions is given and some new three-dimensional d2-tests of randomness are suggested. We show that our test statistics are not correlated with the usual test statistics and are…

Applications · Statistics 2014-02-24 Sergii Koliada

Entropic dynamics, a program that aims at deriving the laws of physics from standard probabilistic and entropic rules for processing information, is developed further. We calculate the probability for an arbitrary path followed by a system…

Classical Physics · Physics 2016-09-08 Ariel Caticha

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Other Computer Science · Computer Science 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher

We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…

Statistical Mechanics · Physics 2007-05-23 V. Balakrishnan , C. Van den Broeck , I. Bena

Let $N_n=\{1,2,...,n\}$. Elements are drawn from the set $N_n$ with replacement, assuming that each element has probability $1/n$ of being drawn. We determine the limiting distributions for the waiting time until the given portion of pairs…

Statistics Theory · Mathematics 2008-12-18 Pavle Mladenović

We study site and bond percolation on directed simple random graphs with a given degree distribution and derive the expressions for the critical value of the percolation probability above which the giant strongly connected component emerges…

Combinatorics · Mathematics 2021-03-08 Femke van Ieperen , Ivan Kryven

We study the distribution of dynamical quantities in various one-dimensional, disordered models the critical behavior of which is described by an infinite randomness fixed point. In the {\it disordered contact process}, the quenched…

Disordered Systems and Neural Networks · Physics 2015-06-18 Róbert Juhász

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

Chain distance between points in a metric space is defined as the infimum of epsilon such that there is an epsilon-chain connecting these points. We call a mapping of a metric compact into the real line a chain development if it preserves…

Metric Geometry · Mathematics 2016-04-05 Yu. V. Malykhin , E. V. Shchepin

We present a comprehensive study for the statistical properties of random variables that describe the domain structure of a finite Ising chain with nearest-neighbor exchange interactions and free boundary conditions. By use of extensive…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , P. Hänggi

We develop a theory to measure the variance and covariance of probability distributions defined on the nodes of a graph, which takes into account the distance between nodes. Our approach generalizes the usual (co)variance to the setting of…

Physics and Society · Physics 2021-08-19 Karel Devriendt , Samuel Martin-Gutierrez , Renaud Lambiotte

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

On the basis of the Vlasov chain of equations, a new infinite dispersion chain of equations is obtained for the distribution functions of mixed higher order kinematical values. In contrast to the Vlasov chain, the dispersion chain contains…

Mathematical Physics · Physics 2022-01-26 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva , I. I. Aleksandrov