相关论文: Universal framework for record ages under restart

First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…

Random walks are fundamental models of stochastic processes with applications in various fields including physics, biology, and computer science. We study classical and quantum random walks under the influence of stochastic resetting on…

Many approaches have been proposed for early classification of time series in light of itssignificance in a wide range of applications including healthcare, transportation and fi-nance. Until now, the early classification problem has been…

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

We investigate the dynamics of simultaneous random walkers with resetting on networks and derive exact analytical expressions for the mean first-encounter times of Markovian random walkers. Specifically, we consider two cases for the…

The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that…

Nonlinear optimization methods are typically iterative and make use of gradient information to determine a direction of improvement and function information to effectively check for progress. When this information is corrupted by noise,…

In this paper, we consider an age-structured jump model that arises as a description of continuous time random walks with infinite mean waiting time between jumps. We prove that under a suitable rescaling, this equation converges in the…

We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes…

For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of…

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such…

For any given vertices $u$ and $v$ in a graph, the hitting time of a random walk on a finite graph is the number of steps it takes for a random walk to reach vertex $v$ starting at vertex $u$. The expected value of the hitting time is the…

We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only…

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic…

Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…

Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $T:=(T_k)_{k\in\mathbb{N}}$ defined by…

We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…