Related papers: Balls-in-bins with feedback and Brownian Motion
We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
Consider a P\'olya urn where a drawn ball of colour $i$ is replaced together with a fixed number $m_i$ of balls of the same colour. We give a simple proof that if, for example, there are two colours and the urn starts with more balls of…
In-game win probability models, which provide a sports team's likelihood of winning at each point in a game based on historical observations, are becoming increasingly popular. In baseball, basketball and American football, they have become…
We investigate the equilibrium behavior for the decentralized quadratic cheap talk problem in which an encoder and a decoder, viewed as two decision makers, have misaligned objective functions. In prior work, we have shown that the number…
We revisit a result of Uchiyama (1980): given that a certain integral test is satisfied, the rate of the probability that Brownian motion remains below the moving boundary $f$ is asymptotically the same as for the constant boundary. The…
We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…
We consider a random two-phase process which we call a reset-return one. The particle starts its motion at the origin. The first, displacement, phase corresponds to a stochastic motion of a particle and is finished at a resetting event. The…
We analyze a token-based Brownian circuit in which Brownian particles, coined `tokens,' move randomly by exploiting thermal fluctuations, searching for a path in multi-token state space corresponding to the solution of a given problem. The…
Consider sequential packing of unit balls in a large cube, as in the Renyi car-parking model, but in any dimension and with Poisson input. We show after suitable rescaling that the spatial distribution of packed balls tends to that of a…
When reading peer-reviewed scientific literature describing any analysis of empirical data, it is natural and correct to proceed with the underlying assumption that experiments have made good faith efforts to ensure that their analyses…
Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…
We study the dynamical aspects of the top rank statistics of particles, performing Brownian motions on a half-line, which are ranked by their distance from the origin. For this purpose, we introduce an observable that we call the overlap…
In some non-regular statistical estimation problems, the limiting likelihood processes are functionals of fractional Brownian motion (fBm) with Hurst's parameter H; 0 < H <=? 1. In this paper we present several analytical and numerical…
Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…
We consider the problem of evaluating the quality of startup companies. This can be quite challenging due to the rarity of successful startup companies and the complexity of factors which impact such success. In this work we collect data on…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…