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The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. While there do exist…

Machine Learning · Computer Science 2020-06-24 Fabian Hinder , Barbara Hammer

In the article "Stochastic evolution equations for large portfolios of Stochastic Volatility models" (Arxiv:1701.05640) there is a mistake in the proof of Theorem 3.1. In this erratum we establish a weaker version of this Theorem and then…

Probability · Mathematics 2019-09-30 Ben Hambly , Nikolaos Kolliopoulos

The goal is to show that an edge-reinforced random walk on a graph of bounded degree, with reinforcement weight function $W$ taken from a general class of reciprocally summable reinforcement weight functions, traverses a random attracting…

Probability · Mathematics 2009-09-29 Vlada Limic , Pierre Tarrès

We prove a conjecture of Toth and Veto about the weak convergence of the self repelling random walk with directed edges under diffusive scaling to a uniform distribution.

Probability · Mathematics 2014-09-30 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

We examine Euclid's lemma that if $p$ is a prime number such that $p | ab$, then $p$ divides at least one of $a$ or $b$. Specifically, we consider the common misapplication of this lemma to numbers that are not prime, as is often made by…

History and Overview · Mathematics 2016-02-12 Adrian Dudek

In this paper, we continue our analysis of spatial versions of agent-based models for the dynamics of money that have been introduced in the statistical physics literature, focusing on two models with debts. Both models consist of systems…

Probability · Mathematics 2019-10-02 Nicolas Lanchier , Stephanie Reed

We show that there is a $\beta$-model of second-order arithmetic in which the choice scheme holds, but the dependent choice scheme fails for a $\Pi^1_2$-assertion, confirming a conjecture of Stephen Simpson. We obtain as a corollary that…

Logic · Mathematics 2018-08-16 Sy-David Friedman , Victoria Gitman , Vladimir Kanovei

We show that time-dependent fluctuations $\{\Delta x\}$ in foreign exchange rates are accurately described by a random walk in a complex plane that is demarcated into the gain (+) and loss (-) sectors. $\{\Delta x\}$ is the outcome of $N$…

Computational Physics · Physics 2008-12-10 Johnrob Bantang , May Lim , Patricia Arielle Castro , Christopher Monterola , Caesar Saloma

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

Probability · Mathematics 2025-05-19 Go Tokumitsu , Kouji Yano

Previous network models have imagined that connections change to promote structural balance, or to reflect hierarchies. We propose a model where agents adjust their connections to appear credible to an external observer. In particular, we…

Social and Information Networks · Computer Science 2019-06-05 Joel Nishimura , Oscar Goodloe

A crucial part of data analysis is the validation of the resulting estimators, in particular, if several competing estimators need to be compared. Whether an estimator can be objectively validated is not a trivial property. If there exists…

Statistics Theory · Mathematics 2024-05-17 Tino Werner

It is a correction paper on "P.J. Wan and C.W. Yi, "Coverage by Randomly Deployed Wireless Sensor Networks", IEEE Transaction On Information Theory, vol.52, No.6, June 2006." In the above paper, Lemma (4), on page 2659 play the key role for…

Information Theory · Computer Science 2009-04-23 Bhupendra Gupta

In the attempt to derive the regression theorem from the fluctuation dissipation theorem several authors claim the violation of the former theorem in the quantum case. Here we pose the question: does it exists a quantum fluctuation…

Statistical Mechanics · Physics 2009-11-07 P. Shiktorov , E. Starikov , V. Gruzinskis , L. Reggiani

Firm growth process in the developing economies is known to produce divergence in their growth path giving rise to bimodality in the size distribution. Similar bimodality has been observed in wealth distribution as well. Here, we introduce…

General Finance · Quantitative Finance 2015-06-15 Anindya S. Chakrabarti

We investigate the transient and steady-state dynamics of the Bennati-Dragulescu-Yakovenko money game in the presence of probabilistic cheaters, who can misrepresent their financial status by claiming to have no money. We derive the…

Statistical Mechanics · Physics 2025-03-20 Kristian Blom , Dmitrii E. Makarov , Aljaž Godec

We consider a constructive model for asset price bubbles, where the market price $W$ is endogenously determined by the trading activity on the market and the fundamental price $W^F$ is exogenously given, as in the work of Jarrow, Protter…

Mathematical Finance · Quantitative Finance 2016-11-28 Francesca Biagini , Andrea Mazzon , Thilo Meyer-Brandis

Many aspects of blockchain-based decentralized finance can be understood as an extension of classical distributed computing. In this paper, we trace the evolution of two interrelated notions: failure and fault-tolerance. In classical…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-28 Daniel Engel , Maurice Herlihy , Yingjie Xue

Bitcoin is a popular digital currency for online payments, realized as a decentralized peer-to-peer electronic cash system. Bitcoin keeps a ledger of all transactions; the majority of the participants decides on the correct ledger. Since…

Logic in Computer Science · Computer Science 2015-11-16 Kaylash Chaudhary , Ansgar Fehnker , Jaco van de Pol , Marielle Stoelinga

BitCoin transactions are malleable in a sense that given a transaction an adversary can easily construct an equivalent transaction which has a different hash. This can pose a serious problem in some BitCoin distributed contracts in which…

Cryptography and Security · Computer Science 2013-12-12 Marcin Andrychowicz , Stefan Dziembowski , Daniel Malinowski , Łukasz Mazurek

Distribution inference, sometimes called property inference, infers statistical properties about a training set from access to a model trained on that data. Distribution inference attacks can pose serious risks when models are trained on…

Machine Learning · Computer Science 2022-07-06 Anshuman Suri , David Evans
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