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During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…

Methodology · Statistics 2025-02-05 Athanasios C. Rakitzis

We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…

Statistical Mechanics · Physics 2023-12-12 Rick Bebon , Aljaž Godec

We describe here an iterative method for jointly estimating the noise power spectrum from a scanning experiment's time-ordered data, together with the maximum-likelihood map. We test the robustness of this method on simulated datasets with…

Astrophysics · Physics 2007-05-23 S. Prunet , C. B. Netterfield , E. Hivon , B. P. Crill

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

Numerical Analysis · Mathematics 2019-11-20 Sarafa Iyaniwura , Tony Wong , Michael J. Ward , Colin B. Macdonald

We consider the problem of transporting \nota{one probability measure into another through} the flow of a given driftless control-affine system. Under suitable regularity conditions, the controllability of the system by means of open-loop…

Optimization and Control · Mathematics 2025-06-23 Marco Caponigro , Arianna Vicari

Given a multimodal interval map $f:I \to I$ and a H\"older potential $\phi:I \to \mathbb{R}$, we study the dimension spectrum for equilibrium states of $\phi$. The main tool here is inducing schemes, used to overcome the presence of…

Dynamical Systems · Mathematics 2009-11-16 Mike Todd

An iterative map of the unit disc in the complex plane (Appendix) is used to explore certain aspects of selfdual, four dimensional gauge fields (quasi)periodic in the Euclidean time. These fields are characterized by two topological numbers…

High Energy Physics - Theory · Physics 2009-10-30 A. Chakrabarti

We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly…

Statistical Mechanics · Physics 2019-06-19 V. Balakrishnan , E. Abad , T. Abil , J. J. Kozak

Simple time-reversible systems can generate {\it irreversible} flows satisfying the Second Law of Thermodynamics. Maps, and equivalent random walks, can also do this. We study a pair of time-reversible Baker Maps, $N2$ and $N3$, which…

Chaotic Dynamics · Physics 2023-03-30 William Graham Hoover , Carol Griswold Hoover

We consider a general class of maps of the interval having Lyapunov subexponential instability $|\delta x_{t}|\sim|\delta x_{0}|\exp[\Lambda_{t}(x_{0})\zeta(t)]$, where $\zeta(t)$ grows sublinearly as $t\rightarrow\infty$. We outline here a…

Chaotic Dynamics · Physics 2014-10-22 Pierre Nazé , Roberto Venegeroles

The first passage search of a diffusing target (prey) by multiple searchers (predators) in confinement is an important problem in the stochastic process literature. While the analogous problem in open space has been studied in some details,…

Statistical Mechanics · Physics 2021-01-04 Indrani Nayak , Amitabha Nandi , Dibyendu Das

We propose a control design method for linear time-invariant systems that iteratively learns to satisfy unknown polyhedral state constraints. At each iteration of a repetitive task, the method constructs an estimate of the unknown…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Charlott Vallon , Francesco Borrelli

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

Disordered Systems and Neural Networks · Physics 2010-02-15 Cecile Monthus , Thomas Garel

We explore statistical fluctuations over the ensemble of quantum trajectories in a model of two-dimensional free fermions subject to projective monitoring of local charge across the measurement-induced phase transition. Our observables are…

Quantum Physics · Physics 2026-02-11 Igor Poboiko , Igor V. Gornyi , Alexander D. Mirlin

In this paper we consider first-passage percolation on certain 1-dimensional periodic graphs, such as the $\Z\times\{0,1,\ldots,K-1\}^{d-1}$ nearest neighbour graph for $d,K\geq1$. We find that both length and weight of minimal-weight paths…

Probability · Mathematics 2015-04-28 Daniel Ahlberg

First passage time statistics in disordered systems exhibiting scale invariance are studied widely. In particular, long trapping times in energy or entropic traps are fat-tailed distributed, which slow the overall transport process. We…

Statistical Mechanics · Physics 2023-09-26 Marc Höll , Alon Nissan , Brian Berkowitz , Eli Barkai

Various authors have shown that, near the onset of a period-doubling bifurcation, small perturbations in the control parameter may result in much larger disturbances in the response of the dynamical system. Such amplification of small…

Chaotic Dynamics · Physics 2007-05-23 Xiaopeng Zhao , David G. Schaeffer , Carolyn M. Berger , Daniel J. Gauthier

In this paper we address the problem of the calculation of the mean first passage time (MFPT) on generic graphs. We focus in particular on the mean first passage time on a node 's' for a random walker starting from a generic, unknown, node…

Statistical Mechanics · Physics 2007-05-23 Andrea Baronchelli , Vittorio Loreto

Multi-wave inverse problems are indirect imaging methods using the interaction of two different imaging modalities. One brings spatial accuracy, and the other contrast sensitivity. The inversion method typically involve two steps. The first…

Analysis of PDEs · Mathematics 2023-01-05 Yves Capdeboscq , Tianrui Dai

We consider the mean first passage time of a random walker moving in a potential landscape on a finite interval, starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate…

Statistical Mechanics · Physics 2015-06-04 Vladimir V. Palyulin , Ralf Metzler