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The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…

Statistical Mechanics · Physics 2021-08-31 Karol Capała , Bartłomiej Dybiec

In these lecture notes I will discuss the universal first-passage properties of a simple correlated discrete-time sequence {x_0=0, x_1,x_2.... x_n} up to n steps where x_i represents the position at step i of a random walker hopping on a…

Statistical Mechanics · Physics 2015-05-14 Satya N. Majumdar

Motivation: Sequence mapping is the cornerstone of modern genomics. However, most existing sequence mapping algorithms are insufficiently general. Results: We introduce context schemes: a method that allows the unambiguous recognition of a…

Genomics · Quantitative Biology 2015-08-28 Adam Novak , Yohei Rosen , David Haussler , Benedict Paten

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

Probability · Mathematics 2017-08-11 Bala Rajaratnam , Narut Sereewattanawoot , Doug Sparks , Meng-Hsuan Wu

We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space…

Statistics Theory · Mathematics 2022-03-18 Daniel J. McDonald , Cosma Rohilla Shalizi , Mark Schervish

We are interested in a stochastic model of trait and age-structured population undergoing mutation and selection. We start with a continuous time, discrete individual-centered population process. Taking the large population and rare…

Probability · Mathematics 2009-03-28 Sylvie Méléard , Viet Chi Tran

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…

Methodology · Statistics 2025-05-20 Ahmed Boughdiri , Clément Berenfeld , Julie Josse , Erwan Scornet

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

Physics and Society · Physics 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

This paper considers utilizing the knowledge of age gains to reduce the network average age of information (AoI) in random access with event-driven periodic updating for the first time. Built on the form of slotted ALOHA, we require each…

Information Theory · Computer Science 2024-07-01 Yuqing Zhu , Yiwen Zhu , Aoyu Gong , Yan Lin , Yuan-Hsuan Lo , Yijin Zhang

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

Machine Learning · Statistics 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

We investigate multitarget search on complex networks and derive an exact expression for the mean random cover time that quantifies the expected time a walker needs to visit multiple targets. Based on this, we recover and extend some…

Physics and Society · Physics 2017-09-13 Tongfeng Weng , Jie Zhang , Michael Small , Ji Yang , Farshid Hassani Bijarbooneh , Pan Hui

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

Statistical Mechanics · Physics 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…

Performance · Computer Science 2017-03-13 Konstantin Avrachenkov , Alexey Piunovskiy , Yi Zhang

We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…

Chaotic Dynamics · Physics 2009-11-07 Gregor Tanner

In this work, we generalize the recently-introduced graph composition framework to the non-boolean setting. A quantum algorithm in this framework is represented by a hypergraph, where each hyperedge is adjacent to multiple vertices. The…

Quantum Physics · Physics 2025-10-07 Arjan Cornelissen

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

Statistics Theory · Mathematics 2026-01-21 Annika Betken , Giorgio Micali , Manuel Ruiz Marín

Recent research has indicated a substantial rise in interest in understanding Nesterov's accelerated gradient methods via their continuous-time models. However, most existing studies focus on specific classes of Nesterov's methods, which…

Optimization and Control · Mathematics 2026-03-23 Chanwoong Park , Youngchae Cho , Insoon Yang

This study introduces new time-stepping strategies with built-in global error estimators. The new methods propagate the defect along with the numerical solution much like solving for the correction or Zadunaisky's procedure; however, the…

Numerical Analysis · Mathematics 2017-05-11 Emil Constantinescu
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