Related papers: A clever (self-repelling) burglar
The worthwhile-to-move incremental principle is a mechanism where, at each step, the agent, before moving and after exploration around the current state, compares intermediate advantages and costs to change to advantages and costs to stay.…
Let $\{B(t), t \geq 0\}$ be a standard Brownian motion in $\mathbb{R}$. Let $T$ be the first return time to 0 after hitting 1, and $\{L(T,x), x \in \mathbb{R}\}$ be the local time process at time $T$ and level $x$. The distribution of…
A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.
Homing and navigation are fundamental behaviors in biological systems that enable agents to reliably reach a target under uncertainty. We present a Reinforcement Learning (RL) framework to model adaptive homing in continuous two-dimensional…
The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been studied by Bena\"im, Ledoux and Raimond (2002) in a compact…
Given a standard Brownian motion $B^{\mu}=(B_t^{\mu})_{0\le t\le T}$ with drift $\mu \in \mathbb{R}$ and letting $S_t^{\mu}=\max_{0\le s\le t}B_s^{\mu}$ for $0\le t\le T$, we consider the optimal prediction problem: \[V=\inf_{0\le \tau \le…
We investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the…
Given a deterministically time-changed Brownian motion $Z$ starting from 1, whose time-change $V(t)$ satisfies $V(t) > t$ for all $t > 0$, we perform an explicit construction of a process $X$ which is Brownian motion in its own filtration…
Let X_t, 0<=t<=T be a one-dimensional stochastic process with independent and stationary increments. This paper considers the problem of stopping the process X_t "as close as possible" to its eventual supremum M_T:=sup{X_t: 0<=t<=T}, when…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
The existence of a hermitian time operator is proposed in the framework of non-relativistic quantum mechanics.The Heisenberg equation of motion is shown to yield constant rate of flow of time.It is shown to yield results consistent with…
We discuss the collective dynamics of self-propelled particles with selective attraction and repulsion interactions. Each particle, or individual, may respond differently to its neighbors depending on the sign of their relative velocity.…
Results of penalization of a one-dimensional Brownian motion $(X_t) $, by its one-sided maximum $\dis (S_t=\sup_{0 \leq u \leq t}X_u)$, which were recently obtained by the authors are improved with the consideration-in the present paper- of…
In the classical herding literature, agents receive a private signal regarding a binary state of nature, and sequentially choose an action, after observing the actions of their predecessors. When the informativeness of private signals is…
We study certain self-interacting walks on the set of integers, that choose to jump to the right or to the left randomly but influenced by the number of times they have previously jumped along the edges in the finite neighbourhood of their…
Let \beta_k(n) be the number of self-intersections of order k, appropriately renormalized, for a mean zero random walk X_n in Z^2 with 2+\delta moments. On a suitable probability space we can construct X_n and a planar Brownian motion W_t…
Relativistic Newtonian Dynamics (RND) was introduced in a series of recent papers by the author, in partial cooperation with J. M. Steiner. RND was capable of describing non-classical behavior of motion under a central attracting force. RND…
Around 1930, both Gregory Breit and Erwin Schroedinger showed that the eigenvalues of the velocity of a particle described by wavepacket solutions to the Dirac equation are simply $\pm$c, the speed of light. This led Schroedinger to coin…
Using elementary knowledge of Special Relativity, we design a computational classroom experiment in excel and python. Here, we show that any inertial observer $\mathcal{B}$ with an arbitrary speed $u_\mathcal{B}$ is associated with a unique…