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Related papers: Unidirectional Random Growth with Resetting

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We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…

Dynamical Systems · Mathematics 2020-04-28 Stefano Bonaccorsi , Francesca Cottini , Delio Mugnolo

We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes…

Optimization and Control · Mathematics 2016-05-10 Angelia Nedić , Alex Olshevsky , César Uribe

We study stochastic processes that generate non-growing complex networks without self-loops and multiple edges (simple graphs). The work concentrates on understanding and formulation of constraints which keep the rewiring stochastic…

Physics and Society · Physics 2009-07-10 Tomas Hruz , Michal Natora , Madhuresh Agrawal

We develop a framework for designing density-dependent stochastic resetting protocols to regulate distributions of random walkers on networks. Resetting mechanisms that depend on local densities induce correlations in otherwise…

Statistical Mechanics · Physics 2025-06-19 Francesco Coghi , Kristian Stølevik Olsen

The effect of refractory periods in partial resetting processes is studied. Under Poissonian partial resets, a state variable jumps to a value closer to the origin by a fixed fraction at constant rate, $x\to a x$. Following each reset, a…

Statistical Mechanics · Physics 2024-06-17 Kristian Stølevik Olsen , Hartmut Löwen

Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…

Populations and Evolution · Quantitative Biology 2022-01-19 K. Bodova , E. Szep , N. H. Barton

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling…

Statistical Finance · Quantitative Finance 2014-02-20 Marco Zamparo , Fulvio Baldovin , Michele Caraglio , Attilio L. Stella

This paper addresses the problem of distributed detection in fixed and switching networks. A network of agents observe partially informative signals about the unknown state of the world. Hence, they collaborate with each other to identify…

Systems and Control · Computer Science 2016-01-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

Proper management of resources whose arrival and consumption are subject to environmental randomness is an intrinsic process in both natural and artificial systems. This phenomenon can be modeled as a queuing process whose arrival…

Statistical Mechanics · Physics 2026-05-18 José Giral-Barajas , Paul C. Bressloff

We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…

Chemical Physics · Physics 2023-02-09 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…

Machine Learning · Computer Science 2018-05-22 Steve Hanneke , Liu Yang

Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, resetting to a fixed state is impossible due to thermal noise…

Statistical Mechanics · Physics 2023-05-17 Francesco Mori , Kristian Stølevik Olsen , Supriya Krishnamurthy

We study a system of $N$ agents, whose wealth grows linearly, under the effect of stochastic resetting and interacting via a tax-like dynamics -- all agents donate a part of their wealth, which is, in turn, redistributed equally among all…

Physics and Society · Physics 2022-05-11 Ion Santra

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on…

Statistical Mechanics · Physics 2017-06-14 Dan Pirjol , Farshid Jafarpour , Srividya Iyer-Biswas

This study elaborates some examples of a simple evolutionary stochastic rate process where the population rate of change depends on the distribution of properties--so different cohorts change at different rates. We investigate the effect on…

Populations and Evolution · Quantitative Biology 2010-01-26 C. T. J. Dodson

The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that depend on both the strength…

Statistical Mechanics · Physics 2020-10-06 Iman Abdoli , Abhinav Sharma

This paper is a short summary of the main results in the thesis [1]. Based on the P2P paradigm we construct a stochastic model for a live media streaming content delivery network. Starting from the behavior of the out degree process of each…

Probability · Mathematics 2011-08-31 Andrea Monsellato
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