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We analyze a deterministic form of the random walk on the integer line called the {\em liar machine}, similar to the rotor-router model, finding asymptotically tight pointwise and interval discrepancy bounds versus random walk. This…

Combinatorics · Mathematics 2009-09-02 Joshua N. Cooper , Robert B. Ellis

In this paper, we explore the reduction of functionality in a complex system as a consequence of cumulative random damage and imperfect reparation, a phenomenon modeled as a dynamical process on networks. We analyze the global…

Statistical Mechanics · Physics 2021-06-07 L. K. Eraso-Hernandez , A. P. Riascos , T. M. Michelitsch , J. Wang-Michelitsch

In this note we study a two-particle bound system (molecule) moving on the positive half-line under the influence of randomly distributed singular two-particle interactions generated by a Poisson process. We give a rigorous definition of…

Mathematical Physics · Physics 2019-01-23 Joachim Kerner

The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in his…

Probability · Mathematics 2016-08-10 Tom Ellis , Ohad Noy Feldheim

This paper describes a recursive estimation procedure for multivariate binary densities (probability distributions of vectors of Bernoulli random variables) using orthogonal expansions. For $d$ covariates, there are $2^d$ basis coefficients…

Statistics Theory · Mathematics 2012-12-03 Maxim Raginsky , Jorge Silva , Svetlana Lazebnik , Rebecca Willett

When designing a diagnostic model for a clinical application, it is crucial to guarantee the robustness of the model with respect to a wide range of image corruptions. Herein, an easy-to-use benchmark is established to evaluate how deep…

Computer Vision and Pattern Recognition · Computer Science 2022-07-01 Yunlong Zhang , Yuxuan Sun , Honglin Li , Sunyi Zheng , Chenglu Zhu , Lin Yang

Two models are introduced to investigate graph matching in the presence of corrupt nodes. The weak model, inspired by biological networks, allows one or both networks to have a positive fraction of molecular entities interact randomly with…

Statistics Theory · Mathematics 2023-11-02 Taha Ameen , Bruce Hajek

This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering. Typical time series models such as Auto-Regressive…

Applications · Statistics 2020-01-01 Abdullah AlShelahi , Jingxing Wang , Mingdi You , Eunshin Byon , Romesh Saigal

We propose a hybrid estimation procedure to estimate global fixed parameters and subject-specific random effects in a mixed fractional Black-Scholes model based on discrete-time observations. Specifically, we consider $N$ independent…

Statistics Theory · Mathematics 2026-02-13 Nesrine Chebli , Hamdi Fathallah , Yousri Slaoui

We study a family of binary state, socially-inspired contagion models which incorporate imitation limited by an aversion to complete conformity. We uncover rich behavior in our models whether operating with either probabilistic or…

Chaotic Dynamics · Physics 2013-03-08 Peter Sheridan Dodds , Kameron Decker Harris , Christopher M. Danforth

In this work, we investigate the quantum Brownian motion of a point charge arising as a consequence of two fluctuating point-like boundaries. The study considers Dirichlet, Neumann, and mixed boundary conditions imposed on a real massless…

High Energy Physics - Theory · Physics 2025-08-22 Eliza M. B. Guedes , Herondy Mota

Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using…

Soft Condensed Matter · Physics 2011-03-11 Dmitry S. Novikov , Els Fieremans , Jens H. Jensen , Joseph A. Helpern

This article presents the consensus of a saturated second order multi-agent system with non-switching dynamics that can be represented by a directed graph. The system is affected by data processing (input delay) and communication…

Multiagent Systems · Computer Science 2020-11-19 Venkata Karteek Yanumula , Indrani Kar , Somanath Majhi

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

The US Census Bureau will deliberately corrupt data sets derived from the 2020 US Census, enhancing the privacy of respondents while potentially reducing the precision of economic analysis. To investigate whether this trade-off is…

Econometrics · Economics 2024-02-13 Anish Agarwal , Rahul Singh

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…

General Finance · Quantitative Finance 2013-01-01 João P. da Cruz , Pedro G. Lind

We point out that even at the absolute zero of temperature environmental decoherence limits the destructive interference between time-reversed paths for an electron in a disordered metal, and thus causes the leading (`weak localization')…

Condensed Matter · Physics 2008-02-03 Maxim Vavilov , Vinay Ambegaokar

The donation game is a well-established framework for studying the emergence and evolution of cooperation in multi-agent systems. The cooperative behavior can be influenced by the environmental noise in partially observable settings and by…

Multiagent Systems · Computer Science 2025-07-17 Marcin Kowalik , Przemysław Stokłosa , Mateusz Grabowski , Janusz Starzyk , Paweł Raif

Perceptions of political bias in the media are formed directly, through the independent consumption of the published outputs of a media organization, and indirectly, through observing the collective responses of political allies and…

Physics and Society · Physics 2022-06-28 Nicholas Kah Yean Low , Andrew Melatos