Related papers: Entropy of Sharp Restart
Repeatedly-monitored quantum walks with a rate $1/\tau$ yield discrete-time trajectories which are inherently random. With these paths the first-hitting time with sharp restart is studied. We find an instability in the optimal mean hitting…
Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…
We introduce estimators for the entropy production of a Gibbsian process based on the observation of a single or two typical trajectories. These estimators are built with adequate hitting and return times. We then study their convergence…
Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
Markets efficiency implies that the stock returns are intrinsically unpredictable, a property that makes markets comparable to random number generators. We present a novel methodology to investigate ultra-high frequency financial data and…
In this paper, we study a speed restart scheme for an inertial system with Hessian-driven damping. We establish a linear convergence rate for the function values along the restarted trajectories without assuming the strong convexity of the…
Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…
In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…
In the context of first-order algorithms subject to random gradient noise, we study the trade-offs between the convergence rate (which quantifies how fast the initial conditions are forgotten) and the "risk" of suboptimality, i.e.…
The Boltzmann--Gibbs entropy is a functional on the space of probability measures. When a state space is countable, one characterization of the Boltzmann--Gibbs entropy is given by the Shannon--Khinchin axioms, which consist of continuity,…
An agent that operates sequentially must incorporate new experience without forgetting old experience, under a fixed memory budget. We propose a framework in which memory is not a parameter vector but a stochastic process: a Bridge…
Within its range of applicability, the Boltzmann equation seems unique in its capacity to accurately describe the transition from almost any initial state to a self-equilibrated thermal state. Using information-theoretic methods to rephrase…
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…
We study the positive occupation time of a run-and-tumble particle (RTP) subject to stochastic resetting. Under the resetting protocol, the position of the particle is reset to the origin at a random sequence of times that is generated by a…
We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$…
Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…
We consider the paradigm of an overdamped Brownian particle in a potential well, which is modulated through an external protocol, in the presence of stochastic resetting. Thus, in addition to the short range diffusive motion, the particle…
We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…
In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a…