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Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

In this paper, we study the Galton-Watson process in the random environment for the particular case when the number of the offsprings in each generation has the fractional linear generation function with random parameters. In this case, the…

Probability · Mathematics 2020-12-01 Dan Han , Stanislav Molchanov , Yanjmaa Jutmaan

When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…

Probability · Mathematics 2010-01-20 Thomas Meinguet , Johan Segers

Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…

Populations and Evolution · Quantitative Biology 2014-06-11 Andrew Vlasic

The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…

Probability · Mathematics 2015-06-22 Paul Dupuis , Yufei Liu

Widespread deployment of societal-scale machine learning systems necessitates a thorough understanding of the resulting long-term effects these systems have on their environment, including loss of trustworthiness, bias amplification, and…

Machine Learning · Computer Science 2024-05-07 Andrey Veprikov , Alexander Afanasiev , Anton Khritankov

Reward Machines provide an automaton-inspired structure for specifying instructions, safety constraints, and other temporally extended reward-worthy behaviour. By exposing the underlying structure of a reward function, they enable the…

Machine Learning · Computer Science 2025-01-16 Andrew C. Li , Zizhao Chen , Toryn Q. Klassen , Pashootan Vaezipoor , Rodrigo Toro Icarte , Sheila A. McIlraith

In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…

Probability · Mathematics 2022-12-06 Sadillo Sharipov

We prove ``effective'' linear response for certain classes of non-uniformly expanding random dynamical systems which are not necessarily composed in an i.i.d manner. In applications, the results are obtained for base maps with a sufficient…

Dynamical Systems · Mathematics 2026-03-17 Davor Dragicevic , Yeor Hafouta

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

Numerical Analysis · Mathematics 2022-07-12 Junfeng Yin , Nan Li , Ning Zheng

We introduce and study renewal processes defined by means of extensions of the standard relaxation equation through ``stretched" non-local operators (of order $\alpha$ and with parameter $\gamma$). In a first case we obtain a generalization…

Probability · Mathematics 2025-12-02 Luisa Beghin , Nikolai Leonenko , Jayme Vaz

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

Statistical Mechanics · Physics 2025-04-09 Martin R. Evans , John C. Sunil

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment. It is easy to see that the quenched and the averaged rate functions are not identically equal. When the dimension is at least four and…

Probability · Mathematics 2010-04-09 Atilla Yilmaz

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

Probability · Mathematics 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

We study, in the quenched approximation, Luescher's relation between pion scattering lengths and the finite-volume energy of two pions at rest. The quenched relation is drastically different from the full theory one; in particular,…

High Energy Physics - Lattice · Physics 2009-10-28 Claude Bernard , Maarten Golterman

Quench dynamics is an active area of study encompassing condensed matter physics and quantum information, with applications to cold-atomic gases and pump-probe spectroscopy of materials. Recent theoretical progress in studying quantum…

Quantum Gases · Physics 2018-05-23 Aditi Mitra

We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

Probability · Mathematics 2026-05-15 Léo Daures

A branching process in random environment $(Z_n, n \in \N)$ is a generalization of Galton Watson processes where at each generation the reproduction law is picked randomly. In this paper we give several results which belong to the class of…

Probability · Mathematics 2008-12-15 Vincent Bansaye , Julien Berestycki

We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the…

Statistical Mechanics · Physics 2012-12-27 Andrea Gambassi , Alessandro Silva