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Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

We achieve two primary goals in this work. First, we propose a flexible algorithm that can simulate various scenarios of state/government intervention. Secondly, we analyze the scenario exhibiting the critical behavior of the market of…

Physics and Society · Physics 2021-06-30 Michal Chorowski , Ryszard Kutner

We study the phase transition in a class of fiber bundle models in which the fiber strengths are distributed randomly within a finite interval and global load sharing is assumed. The dynamics is expressed as recursion relations for the…

Statistical Mechanics · Physics 2009-11-07 Pratip Bhattacharyya , Srutarshi Pradhan , Bikas K. Chakrabarti

We propose the concept of adaptable processes as a way of overcoming the limitations that process calculi have for describing patterns of dynamic process evolution. Such patterns rely on direct ways of controlling the behavior and location…

Logic in Computer Science · Computer Science 2015-07-01 Mario Bravetti , Cinzia Di Giusto , Jorge A Perez , Gianluigi Zavattaro

This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…

Probability · Mathematics 2025-07-08 Julien Chevallier , Jean-François Coeurjolly , Rasmus Waagepetersen

Sensitivity to small changes in the environment is crucial for many real-world tasks, enabling living and artificial systems to make correct behavioral decisions. It has been shown that such sensitivity is maximized when a system operates…

Disordered Systems and Neural Networks · Physics 2026-02-11 Sahel Azizpour , Viola Priesemann , Johannes Zierenberg , Anna Levina

A method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary…

Pricing of Securities · Quantitative Finance 2023-05-26 A. Max Reppen , H. Mete Soner , Valentin Tissot-Daguette

One central issue in the formal design and analysis of reactive systems is the notion of refinement that asks whether all behaviors of the implementation is allowed by the specification. The local interpretation of behavior leads to the…

Logic in Computer Science · Computer Science 2012-06-22 Krishnendu Chatterjee , Siddhesh Chaubal , Pritish Kamath

Complex systems can convert energy imparted by nonequilibrium forces to regulate how quickly they transition between long lived states. While such behavior is ubiquitous in natural and synthetic systems, currently there is no general…

Statistical Mechanics · Physics 2021-04-28 Benjamin Kuznets-Speck , David T. Limmer

Trawl processes are continuous-time, stationary and infinitely divisible processes which can describe a wide range of possible serial correlation patterns in data. In this paper, we introduce new simulation algorithms for trawl processes…

Methodology · Statistics 2022-08-19 Dan Leonte , Almut E. D. Veraart

Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…

Methodology · Statistics 2022-03-01 Peng Zhong , Raphaël Huser , Thomas Opitz

In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…

Statistics Theory · Mathematics 2017-07-25 Zuofeng Shang , Guang Cheng

Nonlinear dynamical systems may be exposed to tipping points, critical thresholds at which small changes in the external inputs or in the systems parameters abruptly shift the system to an alternative state with a contrasting dynamical…

Chaotic Dynamics · Physics 2016-10-07 Everton S. Medeiros , Iberê L. Caldas , Murilo S. Baptista , Ulrike Feudel

Inverse problems arise in situations where data is available, but the underlying model is not. It can therefore be necessary to infer the parameters of the latter starting from the former. Statistical mechanics offers a toolbox of…

Statistical Mechanics · Physics 2025-07-04 Stefano Bae , Dario Bocchi , Luca Maria Del Bono , Luca Leuzzi

Game-theoretic dynamics between AI agents could differ from traditional human-human interactions in various ways. One such difference is that it may be possible to accurately simulate an AI agent, for example because its source code is…

Artificial Intelligence · Computer Science 2024-03-05 Vojtech Kovarik , Caspar Oesterheld , Vincent Conitzer

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

Here we present a combinatorial decision problem, inspired by the celebrated quiz show called the countdown, that involves the computation of a given target number T from a set of k randomly chosen integers along with a set of arithmetic…

Statistical Mechanics · Physics 2015-06-05 Lucas Lacasa , Bartolo Luque

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Liquid-liquid phase separation has recently emerged as an important topic in the context of cellular organization. Within this context, there are multiple poorly understood features; for instance hints of critical behavior in the plasma…

Statistical Mechanics · Physics 2024-06-25 Felix Herrmann , Burkhard Dünweg , Martin Girard

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

Probability · Mathematics 2012-09-07 Christian Böinghoff , Götz Kersting