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We consider together the retrospective and the sequential change-point detection in a general class of integer-valued time series. The conditional mean of the process depends on a parameter $\theta^*$ which may change over time. We propose…

Statistics Theory · Mathematics 2020-07-29 Mamadou Lamine Diop , William Kengne

In this article, we revisit the century-old question of the minimal set of observables needed to identify a quantum state: here, we replace the natural coincidences in their spectra by effective ones, induced by an imperfect measurement. We…

Quantum Physics · Physics 2016-07-04 Mark Olchanyi , Eugene Moskovets

We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…

Statistical Mechanics · Physics 2021-06-22 B. De Bruyne , J. Randon-Furling , S. Redner

We present a complete statistical analysis of quantum optical measurement schemes based on photodetection. Statistical distributions of quantum observables determined from a finite number of experimental runs are characterized with the help…

Quantum Physics · Physics 2015-06-26 Konrad Banaszek

\noindent We address some direct and inverse problems, for the first-exit time (FET) $\tau $ of a drifted Brownian motion with Poissonian resetting ${\cal X}(t)$ from an interval $(0,b)$ and the first-exit area (FEA) $A,$ namely the area…

Probability · Mathematics 2025-02-28 Mario Abundo

We investigate a detector scheme designed to measure the arrival of a particle at $x=0$ during a finite time interval. The detector consists of a two state system which undergoes a transition from one state to the other when the particle…

Quantum Physics · Physics 2009-10-31 J. J. Halliwell

We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the…

Quantum Physics · Physics 2017-02-23 A. Franquet , Yuli V. Nazarov

The method of random projection (RP) is the standard technique in machine learning and many other areas, for dimensionality reduction, approximate near neighbor search, compressed sensing, etc. Basically, RP provides a simple and effective…

Machine Learning · Statistics 2021-02-26 Xiaoyun Li , Ping Li

The manifestation of measurements, randomly distributed in time, on the evolution of quantum systems are analyzed in detail. The set of randomly distributed measurements (RDM) is modeled within the renewal theory, in which the distribution…

Quantum Physics · Physics 2015-05-20 A. I. Shushin

We argue that measurement data in quantum physics can be rigorously interpreted only as a result of a statistical, macroscopic process, taking into account the indistinguishable character of identical particles. Quantum determinism is in…

General Physics · Physics 2025-07-22 Patrick Navez , Henni Ouerdane

Stochastic models for quantum state reduction give rise to statistical laws that are in most respects in agreement with those of quantum measurement theory. Here we examine the correspondence of the two theories in detail, making a…

Quantum Physics · Physics 2009-11-07 S. L. Adler , D. C. Brody , T. A. Brun , L. P. Hughston

The local time in an ensemble of particles measures the amount of time the particles spend in the vicinity of a given point in space. Here we study fluctuations of the empirical time average $R= T^{-1}\int_{0}^{T}\rho\left(x=0,t\right)\,dt$…

Statistical Mechanics · Physics 2024-03-18 Naftali R. Smith , Baruch Meerson

Projective measurement is a commonly used assumption in quantum mechanics. However, advances in quantum measurement techniques allow for partial measurements, which accurately estimate state information while keeping the wavefunction…

Quantum Physics · Physics 2021-08-24 Jonathan Monroe

The separating time for two probability measures on a filtered space is an extended stopping time which captures the phase transition between equivalence and singularity. More specifically, two probability measures are equivalent before…

Probability · Mathematics 2025-02-10 David Criens , Mikhail Urusov

We explore the effects of stochastic resetting to random positions of a Brownian particle on first passage times and Shannon's entropy. We explore the different entropy regimes, namely, the \textit{externally-driven}, the…

Soft Condensed Matter · Physics 2023-08-09 J. Quetzalcoatl Toledo-Marin , Denis Boyer

This technical note compares two coding (quantization) schemes for random projections in the context of sub-linear time approximate near neighbor search. The first scheme is based on uniform quantization while the second scheme utilizes a…

Machine Learning · Computer Science 2014-04-01 Ping Li , Michael Mitzenmacher , Anshumali Shrivastava

We develop a general framework for the construction of probabilities for the time of arrival in quantum systems. The time of arrival is identified with the time instant when a transition in the detector's degrees of freedom takes place.…

Quantum Physics · Physics 2013-05-30 Charis Anastopoulos , Ntina Savvidou

We consider a free fermion chain with uniform nearest-neighbor hopping and let it evolve from an arbitrary initial state with a fixed macroscopic number of particles. We then prove that, at a sufficiently large and typical time, the…

Statistical Mechanics · Physics 2026-04-13 Hal Tasaki

It is shown how it is possible to reconstruct the initial state of a one-dimensional system by measuring sequentially two conjugate variables. The procedure relies on the quasi-characteristic function, the Fourier-transform of the Wigner…

Quantum Physics · Physics 2013-01-07 Antonio Di Lorenzo