相关论文: Universal framework for record ages under restart

The paper suggests the use of Multi-Valued Decision Diagrams (MDDs) as the supporting data structure for a generic global constraint. We give an algorithm for maintaining generalized arc consistency (GAC) on this constraint that amortizes…

For each of (i) arbitrary stochastic reset, (ii) deterministic reset with arbitrary period, (iii) reset at arbitrary constant rate, and then in the sense of either (a) first-order stochastic dominance or (b) expectation (i.e. for each of…

In the classical theory of Markov chains, one may study the mean time to reach some chosen state, and it is well-known that in the irreducible, finite case, such quantity can be calculated in terms of the fundamental matrix of the walk, as…

How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest, and has stimulated a lot of activities in dynamical and stochastic systems…

The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…

We connect stochastic resetting from non-equilibrium statistical physics with ridge regularization in statistical learning. For linear gradient flow, resetting to the origin at rate $r$ produces stationary mean $(X^\top X+rI)^{-1}X^\top y$,…

Standardization, a common approach for controlling confounding in population-studies or data from disease registries, is defined to be a weighted average of stratum specific rates. Typically, discussions on the construction of a particular…

We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We…

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

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 $(T_k)_{k\in\mathbb{N}}$ defined by…

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

We study how stochastic resetting affects first-passage processes in systems of many interacting particles. While resetting is well understood for single-particle dynamics, its consequences for collective behavior remain less clear. We…

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

A superprocess limit for an interacting birth-death particle system modelling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while…

We make use of the Open Quantum Random Walk setting due to S. Attal, F. Petruccione, C. Sabot and I. Sinayskiy [J. Stat. Phys. (2012) 147:832-852] in order to discuss hitting times and a quantum version of the Mean Hitting Time Formula from…

In this work, we define the generalized wake-up problem, $GWU(s)$, for a shared memory asynchronous system with $n$ processes. Informally, the problem, which is parametrized by an increasing sequence $s = s_1,\ldots,s_p$, asks that at least…

A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…