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We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Bai Xue , Luke Ong , Dominik Wagner , Peixin Wang

This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers for martingales; the standard law of large numbers…

Probability · Mathematics 2026-04-14 Vladimir Vovk

We apply recent ideas about complexity and randomness to the philosophy of laws and chances. We develop two ways to use algorithmic randomness to characterize probabilistic laws of nature. The first, a generative chance* law, employs a…

History and Philosophy of Physics · Physics 2025-09-03 Jeffrey A. Barrett , Eddy Keming Chen

We are interested in the biased random walk on a supercritical Galton--Watson tree in the sense of Lyons, Pemantle and Peres, and study a phenomenon of slow movement. In order to observe such a slow movement, the bias needs to be random;…

Probability · Mathematics 2015-03-13 Gabriel Faraud , Yueyun Hu , Zhan Shi

We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…

Optimization and Control · Mathematics 2023-11-28 Caroline Geiersbach , René Henrion , Pedro Pérez-Aros

We present a semantics for adding uncertainty to conditional logics for default reasoning and belief revision. We are able to treat conditional sentences as statements of conditional probability, and express rules for revision such as "If A…

Artificial Intelligence · Computer Science 2013-03-08 Craig Boutilier

We introduce a novel approach to the automated termination analysis of computer programs: we use neural networks to represent ranking functions. Ranking functions map program states to values that are bounded from below and decrease as a…

Machine Learning · Computer Science 2022-09-07 Mirco Giacobbe , Daniel Kroening , Julian Parsert

Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

Probability · Mathematics 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…

Probability · Mathematics 2016-06-23 Scott N. Armstrong , Ofer Zeitouni

In this paper we consider a fragment of the first-order theory of the real numbers that includes systems of equations of continuous functions in bounded domains, and for which all functions are computable in the sense that it is possible to…

Computational Complexity · Computer Science 2016-08-15 Peter Franek , Stefan Ratschan , Piotr Zgliczynski

We present a new approach to proving non-termination of non-deterministic integer programs. Our technique is rather simple but efficient. It relies on a purely syntactic reversal of the program's transition system followed by a…

Programming Languages · Computer Science 2021-04-06 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Petr Novotný , Đorđe Žikelić

Stochastic programming models can lead to very large-scale optimization problems for which it may be impossible to enumerate all possible scenarios. In such cases, one adopts a sampling-based solution methodology in which case the…

Optimization and Control · Mathematics 2024-05-20 Shuotao Diao , Suvrajeet Sen

A probabilistic vector addition system with states (pVASS) is a finite state Markov process augmented with non-negative integer counters that can be incremented or decremented during each state transition, blocking any behaviour that would…

Formal Languages and Automata Theory · Computer Science 2019-07-26 Tomáš Brázdil , Krishnendu Chatterjee , Antonín Kučera , Petr Novotný , Dominik Velan

The goal of this work is to prove a new sure upper bound in a setting that can be thought of as a simplified function field analogue. This result is comparable to a recent result of the author concerning almost sure upper bound of random…

Number Theory · Mathematics 2025-06-18 Rachid Caich

We consider the problem of learning a non-deterministic probabilistic system consistent with a given finite set of positive and negative tree samples. Consistency is defined with respect to strong simulation conformance. We propose learning…

Logic in Computer Science · Computer Science 2012-07-24 Anvesh Komuravelli , Corina S. Pasareanu , Edmund M. Clarke

The chase is a widely implemented approach to reason with tuple-generating dependencies (tgds), used in data exchange, data integration, and ontology-based query answering. However, it is merely a semi-decision procedure, which may fail to…

Databases · Computer Science 2024-03-29 Philipp Hanisch , Markus Krötzsch

In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…

Operator Algebras · Mathematics 2017-04-25 Jean Renault
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