Related papers: Simulating an infinite mean waiting time
We indicate that there are points to keep in mind in utilizing quantum states prepared by the adiabatic quantum computation. Even if an instantaneous expectation value of a physical quantity for the adiabatically prepared quantum state is…
State resetting is a fundamental but often overlooked capability of simulators. It supports sample-based planning by allowing resets to previously encountered simulation states, and enables calibration of simulators using real data by…
We compute the survival probability of an initial state, with an energy in a certain window, by means of random matrix theory. We determine its probability distribution and show that is is universal, i.e. caracterised only by the symmetry…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior…
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extreme event is typically expressed through its return period,…
Simulations with an adaptive time-dependent bias, such as metadynamics, enable an efficient exploration of the conformational space of a system. However, the dynamic information of the system is altered by the bias. With infrequent…
Adapting the final sample size of a trial to the evidence accruing during the trial is a natural way to address planning uncertainty. Designs with adaptive sample size need to account for their optional stopping to guarantee strict type-I…
We study a pure death process. At each discrete time every individual dies or not independently of each other with a constant probability. We give examples showing that in a certain limit extinction happens along a path where one and only…
The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications…
This paper considers differential problems with random switching, with specific applications to the motion of cells and centrally coordinated motion. Starting with a differential-equation model of cell motion that was proposed previously,…
Treating the time of an event as a quantum variable, we derive a scheme in which superpositions in time are used to perform operations in an indefinite causal order. We use some aspects of a recently developed space-time-symmetric formalism…
We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate…
Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…
The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…
The effect of power-law aging on a contact process is studied by simulation and using a mean-field approach. We find that the system may approach its stationary state in a nontrivial, nonmonotonous way. For the particular value of the aging…
We study supercritical age-structured branching models starting from a single particle with a random lifetime, where the reproduction law depends on the remaining lifetime of the parent. The lifespan of an individual is decided at its birth…
In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…
Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…