相关论文: Piecewise Constant Martingales and Lazy Clocks

The predictions of the mode-coupling theory (MCT) for the dynamical arrest scenarios in a partly pinned (PP) fluid system are reported. The corresponding dynamical phase diagram is found to be very similar to that of a related…

This paper introduces a martingale that characterizes two properties of evolving forecast distributions. Ideal forecasts of a future event behave as martingales, sequen- tially updating the forecast to leverage the available information as…

We demonstrate a new method of extracting parton distributions from lattice calculations. The starting idea is to treat the generic equal-time matrix element ${\cal M} (Pz_3, z_3^2)$ as a function of the Ioffe time $\nu = Pz_3$ and the…

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

The problem of checking a logged event trace against a temporal logic specification arises in many practical cases. Unfortunately, known algorithms for an expressive logic like MTL (Metric Temporal Logic) do not scale with respect to two…

We propose a Bayesian approach to detect multiple change-points in a piecewise-constant signal corrupted by a functional part corresponding to environmental or experimental disturbances. The piecewise constant part (also called segmentation…

Aiming for accurate estimation of system reliability of load-sharing systems, a flexible model for such systems is constructed by approximating the cumulative hazard functions of component lifetimes using piecewise linear functions. The…

We present results for lattice QCD in the limit of infinite gauge coupling on a discrete spatial but continuous Euclidean time lattice. A worm type Monte Carlo algorithm is applied in order to sample two-point functions which gives access…

Causal consistency is an intermediate consistency model that can be achieved together with high availability and performance requirements even in presence of network partitions. In the context of partitioned data stores, it has been shown…

We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…

Linear temporal logic (LTL) is a specification language for finite sequences (called traces) widely used in program verification, motion planning in robotics, process mining, and many other areas. We consider the problem of learning LTL…

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…

There is a well established theory that links semi-Markov chains having Mittag-Leffler waiting times to time-fractional equations. We here go beyond the semi-Markov setting, by defining some non-Markovian chains whose waiting times,…

We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,..$ dimensions. The fractional random walk dynamics is governed by a master equation…

In the rotational sandpile model, either the clockwise or the anti-clockwise toppling rule is assigned to all the lattice sites. It has all the features of a stochastic sandpile model but belongs to a different universality class than the…

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Time crystals are classified as discrete or continuous depending on whether they spontaneously break discrete or continuous time translation symmetry. While discrete time crystals have been extensively studied in periodically driven systems…