Related papers: Bounds on the state vector growth rate in stochast…
Conditions are given under which one may prove that the stochastic dynamics of on-line learning can be described by the deterministic evolution of a finite set of order parameters in the thermodynamic limit. A global constraint on the…
The speed limits on entanglement are defined as the maximal rate at which entanglement can be generated or degraded in a physical process. We derive the speed limits on entanglement, using the relative entropy of entanglement and…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating…
Stability and boundedness analysis for vector nonlinear systems with variable delays and coefficients remains challenging due to the conservatism of existing methods. Moreover, estimates of the transient behavior of solution norms remain…
Discrete-state stochastic models are a popular approach to describe the inherent stochasticity of gene expression in single cells. The analysis of such models is hindered by the fact that the underlying discrete state space is extremely…
Given a dynamical system with a uniformly hyperbolic (`chaotic') attractor, the physically relevant Sinai-Ruelle-Bowen (SRB) measure can be obtained as the limit of the dynamical evolution of the leaf volume along local unstable manifolds.…
We propose a new framework, inspired by random matrix theory, for analyzing the dynamics of stochastic gradient descent (SGD) when both number of samples and dimensions are large. This framework applies to any fixed stepsize and the finite…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
We investigate avascular tumour growth as a two-phase process consisting of cells and liquid. Based on the one-dimensional continuum moving-boundary model formulated by (Byrne, King, McElwain, Preziosi, Applied Mathematics Letters, 2003,…
We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…
Based on the eigenvalue idea and the time-varying weighted vector norm in state space we construct here the lower and upper bounds on the solutions of uniformly asymptotically stable linear systems. We generalize the known results for the…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
A system of metastable plus unstable states is discussed. The mass matrix governing the time development of the system is supposed to vary slowly with time. The adiabatic limit for this case is studied and it is shown that only the…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…
We consider a stochastic individual-based model for the evolution of a haploid, asexually reproducing population. The space of possible traits is given by the vertices of a (possibly directed) finite graph $G=(V,E)$. The evolution of the…
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…