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We provide a general framework to study stochastic sequences related to individual learning in economics, learning automata in computer sciences, social learning in marketing, and other applications. More precisely, we study the asymptotic…

Probability · Mathematics 2014-10-07 Carlos Oyarzun , Johannes Ruf

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…

Machine Learning · Statistics 2023-10-30 Youngsoo Baek , Samuel I. Berchuck , Sayan Mukherjee

We study the patterns generated in finite-time sweeps across symmetry-breaking bifurcations in individual-based models. Similar to the well-known Kibble-Zurek scenario of defect formation, large-scale patterns are generated when model…

Statistical Mechanics · Physics 2013-12-04 Peter Ashcroft , Tobias Galla

The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…

Probability · Mathematics 2019-11-18 A. Logachov , O. Logachova , A. Yambartsev

We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…

Statistical Mechanics · Physics 2017-02-09 Rosemary J. Harris , Hugo Touchette

Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…

Probability · Mathematics 2009-09-25 Omer Angel , Alexander Holroyd , Dan Romik

In this paper mechanisms of reversion - momentum transition are considered. Two basic nonlinear mechanisms are highlighted: a slow and fast bifurcation. A slow bifurcation leads to the equilibrium evolution, preceded by stability loss delay…

Statistical Finance · Quantitative Finance 2016-01-06 Sergey Kamenshchikov

We consider the large time asymptotic behavior of the global solutions to the initial value problem for the nonlinear damped wave equation with slowly decaying initial data. When the initial data decay fast enough, it is known that the…

Analysis of PDEs · Mathematics 2025-04-03 Ikki Fukuda

We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these…

Probability · Mathematics 2015-05-20 Jiri Cerny , Augusto Teixeira , David Windisch

We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

Probability · Mathematics 2019-09-10 Kazuki Okamura

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

Probability · Mathematics 2024-11-22 Alexander Drewitz , Alejandro F. Ramírez , Santiago Saglietti , Zhicheng Zheng

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

Probability · Mathematics 2017-08-09 Fiona Sloothaak , Vitali Wachtel , Bert Zwart

We consider the particle current in the asymmetric avalanche process on a ring. It is known to exhibit a transition from the intermittent to continuous flow at the critical density of particles. The exact expressions for the first two…

Mathematical Physics · Physics 2022-01-05 Anastasiia A. Trofimova , Alexander M. Povolotsky

In Achlioptas processes, starting from an empty graph, in each step two potential edges are chosen uniformly at random, and using some rule one of them is selected and added to the evolving graph. Although the evolution of such `local'…

Probability · Mathematics 2017-12-12 Oliver Riordan , Lutz Warnke

Decay to asymptotic steady state in one-dimensional logistic-like mappings is characterized by considering a phenomenological description supported by numerical simulations and confirmed by a theoretical description. As the control…

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…

Signal Processing · Electrical Eng. & Systems 2023-05-02 Jonas F. Haderlein , Andre D. H. Peterson , Anthony N. Burkitt , Iven M. Y. Mareels , David B. Grayden

We study the asymptotic behaviour of sequences of multivariate random variables representing the number of occurrences of a given set of symbols in a word of length $n$ generated at random according to a rational stochastic model. Assuming…

Probability · Mathematics 2026-02-03 Massimiliano Goldwurm , Claudio Macci , Marco Vignati , Elena Villa

Consider a continuous-time binary branching process conditioned to have population size n at some time t, and with a chance p for recording each extinct individual in the process. Within the family tree of this process, we consider the…

Probability · Mathematics 2007-05-23 Lea Popovic

For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…

Probability · Mathematics 2019-05-09 Yuqing Pan , Konstantin Borovkov

The effect of particle-nonconserving processes on the steady state of driven diffusive systems is studied within the context of a generalized ABC model. It is shown that in the limit of slow nonconserving processes, the large deviation…

Statistical Mechanics · Physics 2012-02-17 Or Cohen , David Mukamel