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We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…

Machine Learning · Statistics 2024-10-22 Chuhan Xie , Kaicheng Jin , Jiadong Liang , Zhihua Zhang

In this paper, we study a cosmological model inspired in the axionic matter with two canonical scalar fields $\phi_1$ and $\phi_2$ interacting through a term added to its potential. Introducing novel dynamical variables, and a dimensionless…

General Relativity and Quantum Cosmology · Physics 2021-11-30 Saikat Chakraborty , Esteban González , Genly Leon , Bin Wang

The time it takes a random walker in a lattice to reach the origin from another vertex $x$, has infinite mean. If the walker can restart the walk at $x$ at will, then the minimum expected hitting time $T(x,0)$ (minimized over restarting…

Probability · Mathematics 2010-05-25 Svante Janson , Yuval Peres

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

Probability · Mathematics 2016-12-02 Tomasz Grzywny , Michał Ryznar

Under unitary evolution, systems move gradually from state to state. An unstable atom has amplitude in its original state after many lifetimes ($\tau_L$). But in the laboratory, transitions seem to go instantaneously, as suggested by the…

Quantum Physics · Physics 2007-05-23 L. S. Schulman

Interval analysis, when applied to the so called problem of experimental data fitting, appears to be still in its infancy. Sometimes, partly because of the unrivaled reliability of interval methods, we do not obtain any results at all.…

Data Analysis, Statistics and Probability · Physics 2009-03-03 Marek W. Gutowski

A gedanken-experiment is proposed for `weighing'' the total mass of a closed system from within the system. We prove that for an internal observer the time $\tau$, required to measure the total energy with accuracy $\Delta E$, is bounded…

Quantum Physics · Physics 2009-01-23 Yakir Aharonov , Benni Reznik

We analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse…

We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away…

Statistical Mechanics · Physics 2024-03-26 P. L. Krapivsky , S. Redner

Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent copies of an $\mathbb{R}^2$-valued random vector $(\xi, \eta)$ with arbitrarily dependent components. Put $T_n:= \xi_1+\ldots+\xi_{n-1} + \eta_n $ for $n\in\mathbb{N}$ and…

Probability · Mathematics 2025-03-18 Alexander Iksanov , Oleh Kondratenko

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

For a dynamical system, we study the set of points $\cal W$ whose orbit approximates any chosen point at certain specified rates. Our basic setting is that of left shift acting on topological Markov chains endowed with a local weak Gibbs…

Dynamical Systems · Mathematics 2016-06-09 María Victoria Melián Pérez

We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $\rho$ and diffusivity $D$ is prepared in a deterministic state and is initially…

Statistical Mechanics · Physics 2015-04-30 S. Redner , Baruch Meerson

In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time $H\left(i,f\right)$ between two arbitrary nodes $i$ and $j$. We then use this formula to…

Statistical Mechanics · Physics 2015-06-11 Elena Agliari , Fabio Sartori , Luca Cattivelli , Davide Cassi

According to a conjecture of Lindenstrauss and Tsukamoto, a topological system $(X,T)$ embeds in the $d$-dimensional cubical shift $(([0,1]^d)^\mathbb{Z},$shift) if its mean dimension and periodic dimension verify mdim$(X,T)<d/2$ and…

Dynamical Systems · Mathematics 2017-02-23 Fanny Amyot

The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path…

Mathematical Physics · Physics 2007-05-23 Avner Priel

This paper investigates necessary and sufficient barrier-like conditions for infinite-horizon safety and reach-avoid verification of stochastic discrete-time systems, derived via a relaxation of the Bellman equations. Unlike prior…

Systems and Control · Electrical Eng. & Systems 2026-01-06 Bai Xue

The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…

Statistical Mechanics · Physics 2016-08-24 Leonid M. Martyushev , Evgenii V. Shaiapin

We study the problem of reconstructing and predicting the future of a dynamical system by the use of time-delay measurements of typical observables. Considering the case of too few measurements, we prove that for Lipschitz systems on…

Dynamical Systems · Mathematics 2024-01-30 Krzysztof Barański , Yonatan Gutman , Adam Śpiewak

It is shown that for two large subclasses of discrete-time nonlinear systems - analytic systems defined on a compact state space and rational systems - the minimum length $r^*$ for input sequences, called here accessibility index of the…

Systems and Control · Computer Science 2019-06-26 Mohammad Amin Sarafrazi , Ewa Pawluszewicz , Zbigniew Bartosiewicz , Ülle Kotta