Семинары
RUS  ENG    ЖУРНАЛЫ   ПЕРСОНАЛИИ   ОРГАНИЗАЦИИ   КОНФЕРЕНЦИИ   СЕМИНАРЫ   ВИДЕОТЕКА   ПАКЕТ AMSBIB  
Ближайшие семинары
Календарь семинаров
Список семинаров
Архив по годам
Регистрация семинара

Поиск
RSS
Ближайшие семинары






Городской семинар по теории вероятностей и математической статистике
12 ноября 2021 г. 18:00–20:00, г. Санкт-Петербург, ПОМИ, ауд. 311 (наб. р. Фонтанки, 27)
 


First-passage resetting

Julien Randon-Furling

Количество просмотров:
Эта страница:55

Аннотация: In this talk I will present results obtained recently with B. de Bruyne and S. Redner on first-passage resetting, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain, we calculate the resulting spatial probability distribution of the particle analytically, and also obtain this distribution by a path decomposition. In a finite interval, we define an optimization problem that is controlled by first-passage resetting: a cost is incurred whenever the particle is reset and a reward is obtained while the particle stays near the reset-trigger point. This scenario is motivated by reliability theory. We derive the condition to optimize the net gain in this system, namely, the reward minus the cost.
Time permitting, I will also show other extensions of first-passage resetting, in particular a minimalist dynamical model of wealth evolution and wealth sharing among $N$ agents as a platform to compare the relative merits of altruism and individualism.
References
de Bruyne, B., Randon-Furling, J., Redner, S. (2020). Optimization in first-passage resetting. Physical Review Letters, 125(5), 050602.
de Bruyne, B., Randon-Furling, J., Redner, S. (2021). A tale of two (and more) altruists. Journal of Statistical Mechanics: Theory and Experiment, 2021(10), 103405.

Язык доклада: английский

ОТПРАВИТЬ: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru
 
Обратная связь:
 Пользовательское соглашение  Регистрация посетителей портала  Логотипы © Математический институт им. В. А. Стеклова РАН, 2022