Random acceleration process on finite intervals under stochastic restarting

Finite-Range Contact Process on the Market Return Intervals Distributions

Stochastic system is applied to describe and investigate the fluctuations of stock price changes in a stock market, and a stock price model is developed by the finite-range contact process of the statistical physics systems. In this paper, the scaling behaviors of the return intervals for SSE Composite Index (SSE) and the simulation data of the model are investigated and compared. The database ...

Stochastic Learning under Random Reshuffling

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works have pursued justifications for this behavior by examining the convergence rate of the learning process under diminishing step-sizes. This work focuses on t...

Stochastic Acceleration in an Inhomogenous Time Random Force Field

This paper studies the asymptotic behavior of a particle with large initial velocity and subject to a force field which is randomly time dependent and inhomogenous in space. We analyze the diffusive limit ǫ → 0 of the position–velocity pair under the appropriate space-time rescaling: ( ǫY (s/ǫ), ǫẎ (s/ǫ) ) . Two alternative approaches are proposed. The first one is based on hydrodynamic limits ...

On a Stochastic Failure Model under Random Shocks

Random Process Simulation for Stochastic Fatigue Analysis