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Consider a medium characterized by N points whose coordinates are randomly generated by a uniform distribution along the edges of a unitary d-dimensional hypercube. A walker leaves from each point of this disordered medium and moves…

Disordered Systems and Neural Networks · Physics 2007-05-23 Cesar Augusto Sangaletti Tercariol , Alexandre Souto Martinez

We analyze phase transitions in the conditional entropy of a sequence caused by a change in the conditional variables. Such transitions happen, for example, when training to learn the parameters of a system, since the transition from the…

Information Theory · Computer Science 2021-01-07 Kang Gao , Bertrand Hochwald

Jump functions are the {most-studied} non-unimodal benchmark in the theory of randomized search heuristics, in particular, evolutionary algorithms (EAs). They have significantly improved our understanding of how EAs escape from local…

Neural and Evolutionary Computing · Computer Science 2024-10-08 Henry Bambury , Antoine Bultel , Benjamin Doerr

This paper investigates the model for pedestrian flow firstly proposed in [Cristiani et al., DOI:10.1137/140962413]. The model assumes that each individual in the crowd moves in a known domain, aiming at minimizing a given cost functional.…

Optimization and Control · Mathematics 2024-11-01 Emiliano Cristiani , Arianna De Santo , Marta Menci

We compute exactly the statistics of the number of records in a discrete-time random walk model on a line where the walker stays at a given position with a nonzero probability $0\leq p \leq 1$, while with the complementary probability…

Statistical Mechanics · Physics 2021-09-08 Satya N. Majumdar , Philippe Mounaix , Gregory Schehr

Motivated by a host of empirical evidences revealing the bursty character of human dynamics, we develop a model of human activity based on successive switching between an hesitation state and a decision-realization state, with residency…

Physics and Society · Physics 2017-05-15 Alexander V. Zhukov , Sergei Fedotov , Roland Bouffanais

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Statistics Theory · Mathematics 2023-01-27 Ioannis Papastathopoulos , Adrian Casey , Jonathan A. Tawn

We study the adaptation dynamics of a maladapted asexual population on rugged fitness landscapes with many local fitness peaks. The distribution of beneficial fitness effects is assumed to belong to one of the three extreme value domains,…

Populations and Evolution · Quantitative Biology 2016-01-13 Sarada Seetharaman , Kavita Jain

We study populations of agents evolving in fitness landscapes constructed according to the rules of a modified NK model with a tunable amount of neutral paths. In the `punctuated equilibrium' regime evolutionary events are identified as…

adap-org · Physics 2009-10-31 Paolo Sibani , Andreas Pedersen

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

Statistical Finance · Quantitative Finance 2011-05-16 Gregor Wergen , Miro Bogner , Joachim Krug

World record setting has long attracted public interest and scientific investigation. Extremal records summarize the limits of the space explored by a process, and the historical progression of a record sheds light on the underlying…

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic

The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…

Statistics Theory · Mathematics 2021-08-23 Varsha S. Kulkarni

A branching random walk in presence of an absorbing wall moving at a constant velocity $v$ undergoes a phase transition as the velocity $v$ of the wall varies. Below the critical velocity $v_c$, the population has a non-zero survival…

Statistical Mechanics · Physics 2008-02-12 Damien Simon , Bernard Derrida

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

Statistical Mechanics · Physics 2024-01-31 Rosa Flaquer-Galmés , Daniel Campos , Vicenç Méndez

Our work is motivated by Bourque and Pevzner's (2002) simulation study of the effectiveness of the parsimony method in studying genome rearrangement, and leads to a surprising result about the random transposition walk on the group of…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Rick Durrett

We study the appearance of first-order dynamical phase transitions (DPTs) as `intermittent' co-existing phases in the fluctuations of random walks on graphs. We show that the diverging time scale leading to critical behaviour is the waiting…

Statistical Mechanics · Physics 2024-09-09 David C. Stuhrmann , Francesco Coghi

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of…

Mathematical Physics · Physics 2015-05-19 Niraj Kumar , Upendra Harbola , Katja Lindenberg

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…

Statistical Mechanics · Physics 2014-11-14 Chikashi Arita , P. L. Krapivsky , Kirone Mallick
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