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Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

We present a random measure approach for modeling exploration, i.e., the execution of measure-valued controls, in continuous-time reinforcement learning (RL) with controlled diffusion and jumps. First, we consider the case when sampling the…

Machine Learning · Computer Science 2024-09-27 Christian Bender , Nguyen Tran Thuan

There exists a well-known hook-length formula for calculating the dimensions of 2D Young diagrams. Unfortunately, the analogous formula for 3D case is unknown. We introduce an approach for calculating the estimations of dimensions of…

Combinatorics · Mathematics 2020-01-01 Vasilii Duzhin , Nikolay Vassiliev

Static and dynamic equilibria in noisy binary choice (Ising) games on complete and random graphs in the annealed approximation are analysed. Two versions, an Ising game with interaction term defined in accordance with the Ising model in…

Physics and Society · Physics 2023-12-27 Andrey Leonidov , Alexey Savvateev , Andrew G. Semenov

In this paper we consider a model of particles jumping on a row of cells, called in physics the one dimensional totally asymmetric exclusion process (TASEP). More precisely we deal with the TASEP with open or periodic boundary conditions…

Combinatorics · Mathematics 2007-05-23 Enrica Duchi , Gilles Schaeffer

In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…

Systems and Control · Computer Science 2014-10-03 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use linearized optimal transport theory to prove that the measure-valued…

The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In…

Probability · Mathematics 2010-03-30 James Martin , Philipp Schmidt

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

In a previous work we considered a two-dimensional lattice of particles and calculated its time evolution by using an interaction law based on the spatial position of the particles themselves. The model reproduced the behaviour of…

Computational Engineering, Finance, and Science · Computer Science 2020-03-27 Ramiro dell'Erba

In this paper, I model and study the process of natural selection between all possible mixed strategies in classical two-player two-strategy games. I derive and solve an equation that is a natural generalization of the Taylor-Jonker…

Populations and Evolution · Quantitative Biology 2018-02-21 Georgy Karev

We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…

Probability · Mathematics 2022-02-01 Yosuke Kawamoto , Hirofumi Osada

We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…

Optimization and Control · Mathematics 2018-11-14 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

We study the asymptotic behaviour of random integer partitions under a new probability law that we introduce, the Plancherel-Hurwitz measure. This distribution, which has a natural definition in terms of Young tableaux, is a deformation of…

Combinatorics · Mathematics 2024-07-09 Guillaume Chapuy , Baptiste Louf , Harriet Walsh

We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular of which is known as Stochastic Gradient Langevin Dynamics.…

Numerical Analysis · Mathematics 2025-12-16 Luke Shaw , Peter A. Whalley

The PASEP (Partially Asymmetric Simple Exclusion Process) is a probabilistic model of moving particles, which is of great interest in combinatorics, since it appeared that its partition function counts some tableaux. These tableaux have…

Combinatorics · Mathematics 2023-06-22 Matthieu Josuat-Vergès

We propose a new finite difference approximation to the Dirichlet problem for the homogeneous $\mathbf{p}$-Laplace equation posed on an $N$-dimensional domain, in connection with the Tug of War games with noise. Our game and the related…

Analysis of PDEs · Mathematics 2019-10-29 Marta Lewicka

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

Analysis of PDEs · Mathematics 2007-05-23 Mrinal K Ghosh , K S Mallikarjuna Rao

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…

Computer Science and Game Theory · Computer Science 2023-04-11 Runyu Zhang , Yuyang Zhang , Rohit Konda , Bryce Ferguson , Jason Marden , Na Li

Consider Young diagrams of $n$ boxes distributed according to the Plancherel measure. So those diagrams could be the output of the RSK algorithm, when applied to random permutations of the set $\{1,\ldots,n\}$. Here we are interested in…

Combinatorics · Mathematics 2023-10-02 Werner Schachinger