Related papers: Random search with resetting in heterogeneous envi…
This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…
We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
Statistical inference about the average effect in random-effects meta-analysis has been considered insufficient in the presence of substantial between-study heterogeneity. Predictive distributions are well-suited for quantifying…
We introduce stochastically resetting deterministic processes -- the simplest subclass of general resetting stochastic processes -- finding them to be repackaged renewal processes. In particular, we consider the stochastically resetting…
Strong experimental and theoretical evidence shows that transcription factors and other specific DNA-binding proteins find their sites using a two-mode search: alternating between 3D diffusion through the cell and 1D sliding along the DNA.…
We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability…
We consider a random two-phase process which we call a reset-return one. The particle starts its motion at the origin. The first, displacement, phase corresponds to a stochastic motion of a particle and is finished at a resetting event. The…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
Target search problems are central to a wide range of fields, from biological foraging to the optimization algorithms. Recently, the ability to reset the search has been shown to significantly improve the searcher's efficiency. However, the…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settings are common in Reinforcement Learning (RL) and rare event…
Recently, a new formalism describing the anomalous diffusion processes, based on the Onsager-Machlup fluctuation theory, has been suggested \cite{Smain, Spub}. We study particles performing this new type of motion, under the action of…
When people pursue rewards in stochastic environments, they often match their choice frequencies to the observed target frequencies, even when this policy is demonstrably sub-optimal. We used a ``hide and seek'' task to evaluate this…
Genetic algorithms have been used in recent decades to solve a broad variety of search problems. These algorithms simulate natural selection to explore a parameter space in search of solutions for a broad variety of problems. In this paper,…
In this work, we study the dynamics of multiple random walkers on networks subject to a simultaneous resetting protocol, whereby all walkers are synchronously returned to their respective initial nodes. For this collective Markovian…
In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…