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In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. This prevents the optimal exercise times…

Pricing of Securities · Quantitative Finance 2013-10-17 Sören Christensen , Albrecht Irle , Stephan Jürgens

Developing robust locomotion for humanoid robots is a complex task due to the unstable nature of these robots and also to the unpredictability of the terrain. A robust locomotion planner is one of the fundamental components for generating…

Robotics · Computer Science 2019-09-17 Mohammadreza Kasaei , Nuno Lau , Artur Pereira

Fast scramblers are dynamical quantum systems that produce many-body entanglement on a timescale that grows logarithmically with the system size $N$. We propose and investigate a family of deterministic, fast scrambling quantum circuits…

Quantum Physics · Physics 2022-02-24 Tomohiro Hashizume , Gregory Bentsen , Sebastian Weber , Andrew J. Daley

We propose a method to exactly generate bridge run-and-tumble trajectories that are constrained to start at the origin with a given velocity and to return to the origin after a fixed time with another given velocity. The method extends the…

Statistical Mechanics · Physics 2021-09-22 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

We study a random walk in a N dimensional hypercube and exhibit results about stopping times when N diverges. The first theorem discusses the time in which two coupling processes spend to meet. A corollary provides a majorant for the…

Probability · Mathematics 2018-05-30 Cláudia Peixoto

We consider the problem of how fast a quantum system can scramble (thermalize) information, given that the interactions are between bounded clusters of degrees of freedom; pairwise interactions would be an example. Based on previous work,…

High Energy Physics - Theory · Physics 2010-05-28 Yasuhiro Sekino , Leonard Susskind

We introduce a minimal model for realizing a fast-to-slow scrambling transition mediated by an auxiliary central qubit (c-qubit). The c-qubit is coupled to a spin-$1/2$ Ising model with local Ising interactions and tunable c-qubit-spin…

Quantum Physics · Physics 2023-01-06 Joseph Szabo , Nandini Trivedi

The incessant swimming motion of microbes in dense suspensions can give rise to striking collective motions and coherent structures. However, theoretical investigations of these structures typically utilize either computationally demanding…

Fluid Dynamics · Physics 2019-05-29 Douglas R. Brumley , Timothy J. Pedley

In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of $n$…

Probability · Mathematics 2019-03-25 Diego F. de Bernardini , Christophe Gallesco , Serguei Popov

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…

Probability · Mathematics 2018-10-11 Alexander Erreygers , Jasper De Bock

We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…

Probability · Mathematics 2025-09-29 Anna Ben-Hamou

We study scrambling in connection to multipartite entanglement dynamics in regular and chaotic long-range spin chains, characterized by a well defined semi-classical limit. For regular dynamics, scrambling and entanglement dynamics are…

The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007)…

Statistics Theory · Mathematics 2011-05-11 S. Chen , J. Dick , A. B. Owen

We present a novel approach to quantizing Markov chains. The approach is based on the Markov chain coupling method, which is frequently used to prove fast mixing. Given a particular coupling, e.g., a grand coupling, we construct a…

Quantum Physics · Physics 2025-12-24 Kristan Temme , Pawel Wocjan

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

In a locally interacting many-body system, two isolated qubits, separated by a large distance $r$, become correlated and entangled with each other at a time $t \ge r/v$. This finite speed $v$ of quantum information scrambling limits quantum…

Quantum Physics · Physics 2019-12-25 Chi-Fang Chen , Andrew Lucas

We calculate exact convergence times to reach random bipartite entanglement for various random protocols. The eigenproblem of a Markovian chain governing the process is mapped to a spin chain, thereby obtaining exact expression for the gap…

Quantum Physics · Physics 2008-09-26 Marko Znidaric

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

Systems and Control · Computer Science 2016-11-18 Junlin Xiong , James Lam , Zhan Shu , Xuerong Mao

We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…

Computational Finance · Quantitative Finance 2021-07-15 Gongqiu Zhang , Lingfei Li

The Rubik's cube is a famous puzzle in which faces can be moved and the corresponding movement operations define a group. We consider here a generalization to any $3$-valent map. We prove an upper bound on the size of the corresponding…

Combinatorics · Mathematics 2020-12-02 Mathieu Dutour Sikirić