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In this paper, we compute finite sample bounds for data-driven approximations of the solution to stochastic reachability problems. Our approach uses a nonparametric technique known as kernel distribution embeddings, and provides…

Optimization and Control · Mathematics 2021-12-09 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

We consider a network, bonds of which are being sequentially removed; that is done at random, but conditioned on the system remaining connected (Self-Repairing Bond Percolation SRBP). This model is the simplest representative of a class of…

Disordered Systems and Neural Networks · Physics 2009-11-10 A. S. Ioselevich , D. S. Lyubshin

Current deep neural networks are highly overparameterized (up to billions of connection weights) and nonlinear. Yet they can fit data almost perfectly through variants of gradient descent algorithms and achieve unexpected levels of…

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

The energy level statistics of uniform random graphs are studied, by treating the graphs as random tight-binding lattices. The inherent random geometry of the graphs and their dynamical spatial dimensionality, leads to various quantum…

Disordered Systems and Neural Networks · Physics 2024-12-20 Ioannis Kleftogiannis , Ilias Amanatidis

Recent experiments [L. Ju et al., Nature, 2015, 520, 650] confirm the existence of gapless states at domain walls created in gated bilayer graphene, when the sublattice stacking is changed from AB to BA. These states are significant because…

Mesoscale and Nanoscale Physics · Physics 2016-03-15 Wlodzimierz Jaskolski , Marta Pelc , Leonor Chico , Andres Ayuela

Motivated by an application in community detection, we consider an \ER random graph conditioned on the rare event that all connected components are fully connected. Such graphs can be considered as partitions of vertices into cliques.…

Probability · Mathematics 2025-03-19 Martijn Gösgens , Lukas Lüchtrath , Elena Magnanini , Marc Noy , Élie de Panafieu

The generating functional method is employed to investigate the synchronous dynamics of Boolean networks, providing an exact result for the system dynamics via a set of macroscopic order parameters. The topology of the networks studied and…

Disordered Systems and Neural Networks · Physics 2015-05-28 Alexander Mozeika , David Saad

We study the connectivity of random subgraphs of the $d$-dimensional Hamming graph $H(d, n)$, which is the Cartesian product of $d$ complete graphs on $n$ vertices. We sample the random subgraph with an i.i.d.\ Bernoulli bond percolation on…

Probability · Mathematics 2016-03-01 Lorenzo Federico , Remco van der Hofstad , Tim Hulshof

Predicting labels of nodes in a network, such as community memberships or demographic variables, is an important problem with applications in social and biological networks. A recently-discovered phase transition puts fundamental limits on…

Social and Information Networks · Computer Science 2014-11-20 Pan Zhang , Cristopher Moore , Lenka Zdeborová

Risk management is an important practice in the banking industry. In this paper we develop a new methodology to estimate and predict the probability of default (PD) based on the rating transition matrices, which relates the rating…

Risk Management · Quantitative Finance 2018-03-28 Jinghai Shao , Siming Li , Yong Li

Modeling of polymer chains has received a lot of attention in mathematics. In fact, probabilistic models that naturally arise in statistical mechanics have been widely studied by mathematicians for the very challenging and novel problems…

Probability · Mathematics 2007-05-23 Francesco Caravenna

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

In this paper we explore the functional correlation approach to operational risk. We consider networks with heterogeneous a-priori conditional and unconditional failure probability. In the limit of sparse connectivity, self-consistent…

Physics and Society · Physics 2009-11-13 Kartik Anand , Reimer Kühn

Using Pade approximations and Monte Carlo simulations, we study the phase diagram of the Two-Neighbor Stochastic Cellular Automata, which have two parameters $p_{1}$ and $p_{2}$ and include the mixed site-bond directed percolation (DP) as a…

Condensed Matter · Physics 2007-05-23 A. Yu. Tretyakov , N. Inui , M. Katori , H. Tsukahara

This paper considers a class of probabilistic cellular automata undergoing a phase transition with an absorbing state. Denoting by ${\mathcal{U}}(x)$ the neighbourhood of site $x$, the transition probability is $T(\eta_x = 1 |…

Mathematical Physics · Physics 2015-05-19 Lorenzo Taggi

We discuss the generalization of a classical problem involving an $N$-step ideal polymer adsorption at a sticky boundary (potential well of depth $U$). It is known that as $N$ approaches infinity, the path undergoes a 2nd-order localization…

Statistical Mechanics · Physics 2023-12-06 Alexander Gorsky , Sergei Nechaev , Alexander Valov

We consider the Poisson Boolean percolation model in $\mathbb{R}^2$, where the radii of each ball is independently chosen according to some probability measure with finite second moment. For this model, we show that the two thresholds, for…

Probability · Mathematics 2017-06-28 Daniel Ahlberg , Vincent Tassion , Augusto Teixeira

We present a method to model a discretized time evolution of probabilistic networks on gate-based quantum computers. We consider networks of nodes, where each node can be in one of two states: good or failed. In each time step,…

Quantum Physics · Physics 2023-03-30 M. C. Braun , T. Decker , N. Hegemann , S. F. Kerstan , C. Maier , J. Ulmanis

In practice, since many communication networks are huge in scale, or complicated in structure, or even dynamic, the predesigned linear network codes based on the network topology is impossible even if the topological structure is known.…

Information Theory · Computer Science 2013-02-26 Xuan Guang , Fang-Wei Fu