Related papers: Persistent search in confined domains: a velocity-…
The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media,…
We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…
We consider a Markov control model in discrete time with countable both state space and action space. Using the value function of a suitable long-run average reward problem, we study various reachability/controllability problems. First, we…
We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…
We study a class of stochastic resetting (SR) processes in which a diffusing particle alternates between free motion and confinement by an externally controlled potential. When the particle is recaptured, it undergoes a return trajectory…
We study independent searchers competing for a target under restarts and find that introduction of restarts tends to enhance the search efficiency of an already efficient searcher. As a result, the difference between the search…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…
We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…
Search pattern experienced by the processor to search an element in secondary storage devices follows a random sequence. Formally, it is a random walk and its modeling is crucial in studying performance metrics like memory access time. In…
Anomalous subdiffusion characterizes transport in diverse physical systems and is especially prevalent inside biological cells. In cell biology, the prevailing model for chemical activation rates has recently changed from the first passage…
Generic quantum search algorithm searches for target entity in an unsorted database by repeatedly applying canonical Grover's quantum rotation transform to reach near the vicinity of the target entity. Thus, upon measurement, there is a…
In this paper we address the problem of the calculation of the mean first passage time (MFPT) on generic graphs. We focus in particular on the mean first passage time on a node 's' for a random walker starting from a generic, unknown, node…
Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which…
We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…
A Differential Drive Robot (DDR) located inside a circular detection region in the plane wants to escape from it in minimum time. Various robotics applications can be modeled like the previous problem, such as a DDR escaping as soon as…
We study the problem of searching for a fixed path $\epsilon_0\epsilon_1\cdots\epsilon_l$ on a network through random walks. We analyze the first hitting time of tracking the path, and obtain exact expression of mean first hitting time…
We study a new technique for the asymptotic analysis of heavy-tailed systems conditioned on large deviations events. We illustrate our approach in the context of ruin events of multidimensional regularly varying random walks. Our approach…
We revisit the linear search problem where a robot, initially placed at the origin on an infinite line, tries to locate a stationary target placed at an unknown position on the line. Unlike previous studies, in which the robot travels along…