Russian Academy of Sciences

Landau Institute for Theoretical Physics

Seminars

Regular seminars are held on Thursdays in the Kapitza Institute in Moscow and on Fridays at the scientific council of the Landau Institute in Chernogolovka.

Departments of the institute hold their own seminars; the topic are determined by the scientific orientation of the related department.

Seminars information is also sent via e-mail. If you want to receive seminar announcements, please subscribe.

On the Waiting Time Statistics for the First Occurrence of a Specific Pattern of States of a Random Process

7 March, today in 11:30 at scientific council

S. Belan

Both Markovian and arbitrary residence time distributions are considered. The comparison of analytical predictions with the case of a time-decorrelated process shows that correlations can both decrease and increase the corresponding expected waiting time. Besides, the comparison of exponential, subexponential, and heavy-tailed models characterized by equal probabilities to observe the event of interest demonstrates that a faster decrease in the residence time probability density implies a shorter expected waiting time. Interestingly, irrespective of the details of a particular model for both discrete- and continuous-time jump processes considered here, the random waiting time becomes exponentially distributed in the long-time limit, thus, showing remarkable universality.

Constructing efficient strategies for the random process optimization by restart

7 March, today in 12:30 at scientific council (short)

S. Belan

Optimization of the mean completion time of random processes by restart is a subject of active theoretical research in statistical physics and has long found practical application in computer science. Meanwhile, one of the key issues remains largely unsolved: how to construct a restart strategy for a process whose detailed statistics are unknown to ensure that the expected completion time will reduce? Addressing this query here we propose several constructive criteria for the effectiveness of various protocols of non-instantaneous restart in the mean completion time problem and in the success probability problem. Being expressed in terms of a small number of easily estimated statistical characteristics of the original process (MAD, median completion time, low-order statistical moments of completion time), these criteria allow informed restart decision based on partial information.