惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
博客园_首页
大猫的无限游戏
大猫的无限游戏
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
Apple Machine Learning Research
Apple Machine Learning Research
B
Blog
B
Blog RSS Feed
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
P
Proofpoint News Feed
MyScale Blog
MyScale Blog
Engineering at Meta
Engineering at Meta
量子位
H
Hackread – Cybersecurity News, Data Breaches, AI and More
T
Tailwind CSS Blog
Stack Overflow Blog
Stack Overflow Blog
N
Netflix TechBlog - Medium
T
The Blog of Author Tim Ferriss
U
Unit 42
aimingoo的专栏
aimingoo的专栏
博客园 - 叶小钗
博客园 - 【当耐特】
云风的 BLOG
云风的 BLOG
博客园 - Franky
博客园 - 聂微东

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Large time probability of failure in diffusive search wit...
Ross G. Pinsky · 2021-07-18 · via math.PR updates on arXiv.org

We consider a stochastic search model with resetting for an unknown stationary target $a\in\mathbb{R}^d,\ d\ge1$, with known distribution $μ$. The searcher begins at the origin and performs Brownian motion with diffusion coefficient $D$. The searcher is also armed with an exponential clock with rate $r>0$, so that if it has failed to locate the target by the time the clock rings, then its position is reset to the origin and it continues its search anew from there. In dimension one, the target is considered located when the process hits the point $a$, while in dimensions two and higher, one chooses an $ε_0>0$ and the target is considered located when the process hits the $ε_0$-ball centered at $a$. Denote the position of the searcher at time $t$ by $X(t)$, let $τ_a$ denote the time that a target at $a$ is located, and let $P^{d;(r,0)}_0$ denote probabilities for the process starting from 0. Taking a functional analytic point of view, and using the generator of the Markovian search process and its adjoint, we obtain precise estimates, uniformly in $a$, on the asymptotic behavior of $P^{d;(r,0)}_0(τ_a>t)$ for large time, and then use this to obtain large time estimates on $\int_{\mathbb{R}^d}P^{d;(r,0)}_0(τ_a>t)dμ(a)$, the probability that the searcher has failed up to time $t$ to locate the random target, distributed according to $μ$.