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Related papers: Stochastic differential theory of cricket

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The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He Zhang

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…

Numerical Analysis · Mathematics 2026-02-18 Samuel Duffield , Maxwell Aifer , Denis Melanson , Zach Belateche , Patrick J. Coles

Stochastic optimization algorithms have been successfully applied in several domains to find optimal solutions. Because of the ever-growing complexity of the integrated systems, novel stochastic algorithms are being proposed, which makes…

Artificial Intelligence · Computer Science 2024-06-04 Sowmya Chandrasekaran , Thomas Bartz-Beielstein

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Probability · Mathematics 2016-08-02 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

We establish a general formula for the distribution of the score in table tennis. We use this formula to derive the probability distribution (and hence the expectation and variance) of the number of rallies necessary to achieve any given…

Applications · Statistics 2011-10-02 Yves Dominicy , Christophe Ley , Yvik Swan

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Over the years, the concept of leadership has experienced a paradigm shift - from solitary leader (centralized leadership) to de-centralized leadership or distributed leadership. This paper explores the idea that centralized leadership, as…

Social and Information Networks · Computer Science 2016-06-17 Satyam Mukherjee

Probabilistic properties of tennis scoring systems are examined and compared with best-of-K systems. A model, where each player has his/her own probability of winning his/her service point and which remains invariant for the duration of the…

Probability · Mathematics 2026-03-04 Edsel A. Pena , Dip Das , Yuexuan Wu

Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…

Mathematical Physics · Physics 2012-10-18 Jianghong Shi , Tianqi Chen , Ruoshi Yuan , Bo Yuan , Ping Ao

In the dynamic realm of One Day International (ODI) cricket, the sport has undergone significant transformations over the past four decades. This study digs into the intricate evolution of ODI cricket from 1987 to 2023, analyzing about 4000…

Applications · Statistics 2025-07-01 Pratik Mullick

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Timeseries generated from a dynamical source can often be modeled as sample paths of a stochastic differential equation (SDE). The timeseries thus reflects the motion of a particle which flows along the direction provided by a drift /…

Dynamical Systems · Mathematics 2025-11-03 Suddhasattwa Das

Cricket betting is a multi-billion dollar market. Therefore, there is a strong incentive for models that can predict the outcomes of games and beat the odds provided by bookers. The aim of this study was to investigate to what degree it is…

Machine Learning · Statistics 2015-11-19 Stylianos Kampakis , William Thomas

I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more…

Mathematical Physics · Physics 2017-11-10 Giuseppe Gaeta

In the sport of cricket, variations in a player's batting ability can usually be measured on one of two scales. Short-term changes in ability that are observed during a single innings, and long-term changes that are witnessed between…

Applications · Statistics 2019-03-19 Oliver G. Stevenson , Brendon J. Brewer

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya