相关论文: On laws exhibiting universal ordering under stocha…
Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…
Resetting plays a pivotal role in optimizing the completion time of complex first passage processes with single or multiple outcomes/exit possibilities. While it is well established that the coefficient of variation -- a statistical…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
Restarting a stochastic search process can accelerate its completion by providing an opportunity to take a more favorable path with each reset. This strategy, known as stochastic resetting, is well studied in random processes. Here, we…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
As has long been known to computer scientists, the performance of probabilistic algorithms characterized by relatively large runtime fluctuations can be improved by applying a restart, i.e., episodic interruption of a randomized…
Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…
It is often claimed that the fundamental laws of physics are deterministic and time-symmetric and that therefore our experience of the passage of time is an illusion. This paper will critically discuss these claims and show that they are…
Given a random process $x(\tau)$ which undergoes stochastic resetting at a constant rate $r$ to a position drawn from a distribution ${\cal P}(x)$, we consider a sequence of dynamical observables $A_1, \dots, A_n$ associated to the…
We investigate a stochastic search process in one, two, and three dimensions in which $N$ diffusing searchers that all start at $x_0$ seek a target at the origin. Each of the searchers is also reset to its starting point, either with rate…
We introduce a deterministic, time-reversible version of the Ehrenfest urn model. The distribution of first-passage times from equilibrium to non-equilibrium states and vice versa is calculated. We find that average times for transition to…
We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…
In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…
Given two random variables taking values in a bounded interval, we study whether one dominates the other in higher-order stochastic dominance depends on the reference interval in the model setting. We obtain two results. First, the…
Resetting has been shown to reduce the completion time for a stochastic process, such as the first passage time for a diffusive searcher to find a target. The time between two consecutive resetting events is drawn from a waiting time…
We introduce stochastically resetting deterministic processes -- the simplest subclass of general resetting stochastic processes -- finding them to be repackaged renewal processes. In particular, we consider the stochastically resetting…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…