English
Related papers

Related papers: On laws exhibiting universal ordering under stocha…

200 papers

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the…

Probability · Mathematics 2007-07-20 Pierre Collet , Antonio Galves , Florencia G. Leonardi

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

Machine Learning · Computer Science 2019-01-30 Bicheng Ying , Kun Yuan , Stefan Vlaski , Ali H. Sayed

There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…

Data Structures and Algorithms · Computer Science 2007-10-02 Stanislav Angelov , Keshav Kunal , Andrew McGregor

We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…

Condensed Matter · Physics 2009-10-31 Susanna C. Manrubia , Damian H. Zanette

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady

We introduce a class of stochastic integer sequences. In these sequences, every element is a sum of two previous elements, at least one of which is chosen randomly. The interplay between randomness and memory underlying these sequences…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

Statistical Mechanics · Physics 2022-12-21 Oriol Artime

We cosider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. We proove the existence of an exponentially attractive invariant measure and the strong law of…

Probability · Mathematics 2013-04-26 K. Horbacz , M. Ślęczka

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…

Probability · Mathematics 2025-06-10 I. V. Kozlov , A. Yu. Veretennikov

Restart is a general framework, of prime importance and wide applicability, for expediting first-passage times and completion times of general stochastic processes. Restart protocols can use either deterministic or stochastic timers.…

Statistical Mechanics · Physics 2020-10-27 Iddo Eliazar , Shlomi Reuveni

We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…

Statistical Mechanics · Physics 2021-02-10 Vicenç Méndez , Axel Masó-Puigdellosas , Trifce Sandev , Daniel Campos

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…

Numerical Analysis · Mathematics 2015-06-22 Percy Deift , Govind Menon , Sheehan Olver , Thomas Trogdon

We show that a family of random variables is uniformly integrable if and only if it is stochastically bounded in the increasing convex order by an integrable random variable. This result is complemented by proving analogous statements for…

Probability · Mathematics 2011-06-06 Lasse Leskelä , Matti Vihola

We study a general continuous-time random walk (CTRW), by including non-Markovian cases and L\'evy flights, under complete stochastic resetting to the initial position with an arbitrary law, which can be power-lawed as well as Poissonian.…

Statistical Mechanics · Physics 2025-07-11 Fausto Colantoni , Gianni Pagnini

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

Statistical Mechanics · Physics 2025-04-09 Martin R. Evans , John C. Sunil

A novel notion of unpredictable strings is revealed and utilized to define deterministic unpredictable sequences on a finite number of symbols. We prove the first law of large strings for random processes in discrete time, which confirms…

Dynamical Systems · Mathematics 2020-07-03 Marat Akhmet , Astrit Tola

Randomized algorithms sometimes employ a restart strategy. After a certain number of steps, the current computation is aborted and restarted with a new, independent random seed. In some cases, this results in an improved overall expected…

Data Structures and Algorithms · Computer Science 2019-04-29 Jan-Hendrik Lorenz