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We analyze neural scaling laws in a solvable model of last-layer fine-tuning where targets have intrinsic, instance-heterogeneous difficulty. In our Latent Instance Difficulty (LID) model, each input's target variance is governed by a…

Machine Learning · Computer Science 2026-01-08 Noam Levi

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

The dynamics of many epidemic compartmental models for infectious diseases that spread in a single host population present a second-order phase transition. This transition occurs as a function of the infectivity parameter, from the absence…

Physics and Society · Physics 2023-01-02 Alex Arenas , Antonio Garijo , Sergio Gómez , Jordi Villadelprat

We study the pinning transition in a (1+1)-dimensional lattice model of a fluctuating interface interacting with a corrugated impenetrable wall. The interface is modeled as an $N$-step directed one-dimensional random walk on the half-line…

Statistical Mechanics · Physics 2026-01-06 Ruijie Xu , Sergei Nechaev

We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of four-fold coordinated sites connected via variable length one-dimensional chains.…

Statistical Mechanics · Physics 2015-06-22 Abdul N. Malmi-Kakkada , Oriol T. Valls , Chandan Dasgupta

We consider disordered models of pinning of directed polymers on a defect line, including (1+1)-dimensional interface wetting models, disordered Poland--Scheraga models of DNA denaturation and other (1+d)-dimensional polymers in interaction…

Disordered Systems and Neural Networks · Physics 2007-05-23 G. Giacomin , F. L. Toninelli

We consider a two-dimensional Ising model with random i.i.d. nearest-neighbor ferromagnetic couplings and no external magnetic field. We show that, if the probability of supercritical couplings is small enough, the system admits a…

Disordered Systems and Neural Networks · Physics 2015-05-30 L. Bertini , Emilio N. M. Cirillo , E. Olivieri

These notes are devoted to the statistical mechanics of directed polymers interacting with one-dimensional spatial defects. We are interested in particular in the situation where frozen disorder is present. These polymer models undergo a…

Probability · Mathematics 2008-06-10 F. Toninelli

In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the $\ga$-stable regenerative set. We then apply these results to the strip wetting model which is a…

Probability · Mathematics 2015-05-28 Julien Sohier

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

We study the tail behavior of Markov-modulated generalized Ornstein-Uhlenbeck processes -- that is, solutions to Langevin-type stochastic differential equations driven by a background continuous-time Markov chain. To this end, we consider a…

Probability · Mathematics 2026-01-15 Gerold Alsmeyer , Anita Behme

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Probability · Mathematics 2022-05-04 Iddo Ben-Ari , Behrang Forghani

We consider the problem of balancing load items (tokens) in networks. Starting with an arbitrary load distribution, we allow nodes to exchange tokens with their neighbors in each round. The goal is to achieve a distribution where all nodes…

Discrete Mathematics · Computer Science 2015-03-20 Thomas Sauerwald , He Sun

The irreducible decomposition of successive restriction and induction of irreducible representations of a symmetric group gives rise to a Markov chain on Young diagrams keeping the Plancherel measure invariant. Starting from this Res-Ind…

Probability · Mathematics 2019-06-25 Akihito Hora

A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…

Probability · Mathematics 2023-04-03 Jaron Sanders , Alexander Van Werde

We use an off - lattice bead - spring model of a self - avoiding polymer chain immersed in a 3-dimensional quenched random medium to study chain dynamics by means of a Monte - Carlo (MC) simulation. The chain center of mass mean-squared…

Soft Condensed Matter · Physics 2007-05-23 A. Milchev , V. G. Rostiashvili , T. A. Vilgis

We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can…

Probability · Mathematics 2022-09-19 Jeonghwa Lee

In this paper we study the state-feedback stabilization of a discrete-time Markov jump linear system when the observation of the Markov chain of the system, called the Markov state, is time-randomized by another Markov chain. Embedding the…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Ahmet Cetinkaya

A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…

Mathematical Physics · Physics 2025-03-07 Nestor Barraza , Gabriel Pena , Juliana Gambini , Florencia Carusela

We study transport in a one-dimensional boundary-driven Anderson insulator (the XX spin chain with onsite disorder) with randomly positioned onsite dephasing, observing a transition from diffusive to subdiffusive spin transport below a…

Disordered Systems and Neural Networks · Physics 2021-05-12 Scott Richard Taylor , Antonello Scardicchio