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We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…

Analysis of PDEs · Mathematics 2025-05-13 François Delarue , Alvin Tse

In this paper, the tunnelling of a particle through a potential barrier is investigated in the presence of a time-dependent perturbation. The latter is attributed to the process of the energy measurement of the scattered particle. The…

Quantum Physics · Physics 2022-03-10 Luca Nanni

By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…

Mathematical Physics · Physics 2014-11-18 A. Dimakis , C. Tzanakis

From the data analysis we defined distribution function against the population on the level of various structure units, namely regions, federal districts and the country on the whole. We have studied peculiarities of the distribution…

Physics and Society · Physics 2008-06-12 B. R. Gadjiev , M. A. Korolev , T. B. Progulova

The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…

Probability · Mathematics 2021-02-12 Alexandru Hening , Weiwei Qi , Zhongwei Shen , Yingfei Yi

Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

General Physics · Physics 2022-04-14 Jiri Prochazka

We study the time evolution of thermodynamic observables that characterise the dissipative nature of thermal relaxation after an instantaneous temperature quench. Combining tools from stochastic thermodynamics and large-deviation theory, we…

Statistical Mechanics · Physics 2023-03-06 Jan Meibohm , Massimiliano Esposito

We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…

Neurons and Cognition · Quantitative Biology 2016-01-26 Vaibhav Srivastava , Philip Holmes , Patrick Simen

In the present contribution we investigate some features of dynamical lattice systems near periodic traveling waves. First, following the formal averaging method of Whitham, we derive modulation systems expected to drive at main order the…

Analysis of PDEs · Mathematics 2016-08-08 Bugra Kabil , Luis Miguel Rodrigues

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…

Soft Condensed Matter · Physics 2016-01-13 Grzegorz Szamel

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…

Statistical Mechanics · Physics 2015-06-19 Gianni Pagnini

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…

Machine Learning · Statistics 2017-11-08 Anirudh Goyal , Nan Rosemary Ke , Surya Ganguli , Yoshua Bengio

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

Variational time integrators are derived in the context of discrete mechanical systems. In this area, the governing equations for the motion of the mechanical system are built following two steps: (a) Postulating a discrete action; (b)…

Computational Physics · Physics 2018-05-04 Leandro Tavares da Silva , Gilson Antonio Giraldi

From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general…

Quantitative Methods · Quantitative Biology 2016-09-08 P. Ao

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…

Statistical Mechanics · Physics 2009-11-11 I. Kourakis , A. P. Grecos