相关论文: Stopping times are hitting times: a natural repres…

Let $X_1,X_2,\ldots $ be independent random variables observed sequentially and such that $X_1,\ldots,X_{\theta-1}$ have a common probability density $p_0$, while $X_\theta,X_{\theta+1},\ldots $ are all distributed according to $p_1\neq…

Logically Constrained Term Rewriting Systems (LCTRSs) provide a general framework for term rewriting with constraints. We discuss a simple dependency pair approach to prove termination of LCTRSs. We see that existing techniques transfer to…

A careful study is made of the operational meaning of the time symbols appearing in the space-time Lorentz transformation. Four distinct symbols, with different physical meanings, are needed to describe reciprocal measurements involving…

In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time…

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…

A well-known theorem for an irreducible skip-free chain with absorbing state $d$, under some conditions, is that the hitting (absorbing) time of state $d$ starting from state 0 is distributed as the sum of $d$ independent geometric (or…

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

We develop a theory of optimal stopping problems under G-expectation framework. We first define a new kind of random times, called G-stopping times, which is suitable for this problem. For the discrete time case with finite horizon, the…

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this context, we study renewal processes which are…

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

We investigate the transient times for the onset of control of steady states by time-delayed feedback. The optimization of control by minimising the transient time before control becomes effective is discussed analytically and numerically,…

For optimal stopping problems with time-inconsistent preference, we measure the inherent level of time-inconsistency by taking the time needed to turn the naive strategies into the sophisticated ones. In particular, when in a repeated…

Throttling addresses the question of minimizing the sum or the product of the resources used to accomplish a task and the time needed to complete that task for various graph searching processes. Graph parameters of interest include various…

Separate constituents of extended systems measure proper-times on different world-lines. Relating and comparing proper-time measurements along any two such world-lines requires that common simultaneity be possible, which in turn implies…

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

The measurement of time durations or instants of ocurrence of events has been frequently modelled ``operationally'' by coupling the system of interest to a ``clock''. According to several of these models the operational approach is limited…

We consider an asynchronous system with transitions corresponding to the instructions of a computer system. For each instruction, a runtime is given. We propose a mathematical model, allowing us to construct an algorithm for finding the…