Exclusive Queueing Process with Discrete Time

In a recent study [C Arita, Phys. Rev. E 80, 051119 (2009)], an extension of the M/M/1 queueing process with the excluded-volume effect as in the totally asymmetric simple exclusion process (TASEP) was introduced. In this paper, we consider its discrete-time version. The update scheme we take is the parallel one. A stationary-state solution is obtained in a slightly arranged matrix product form of the discrete-time open TASEP with the parallel update. We find the phase diagram for the existence of the stationary state. The critical line which separates the parameter space into the regions with and without the stationary state can be written in terms of the stationary current of the open TASEP. We calculate the average length of the system and the average number of particles

Time-Varying Gaussian Process Bandit Optimization

We consider the sequential Bayesian optimization problem with bandit feedback, adopting a formulation that allows for the reward function to vary with time. We model the reward function using a Gaussian process whose evolution obeys a simple Markov model. We introduce two natural extensions of the classical Gaussian process upper confidence bound (GP-UCB) algorithm. The first, R-GP-UCB, resets GP-UCB at regular intervals. The second, TV-GP-UCB, instead forgets about old data in a smooth fashion. Our main contribution comprises of novel regret bounds for these algorithms, providing an explicit characterization of the trade-off between the time horizon and the rate at which the function varies. We illustrate the performance of the algorithms on both synthetic and real data, and we find the gradual forgetting of TV-GP-UCB to perform favorably compared to the sharp resetting of R-GP-UCB. Moreover, both algorithms significantly outperform classical GP-UCB, since it treats stale and fresh data equally.Comment: To appear in AISTATS 201

Bell's Jump Process in Discrete Time

The jump process introduced by J. S. Bell in 1986, for defining a quantum field theory without observers, presupposes that space is discrete whereas time is continuous. In this letter, our interest is to find an analogous process in discrete time. We argue that a genuine analog does not exist, but provide examples of processes in discrete time that could be used as a replacement.Comment: 7 pages LaTeX, no figure

Levy flights from a continuous-time process

The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW), dual to usual Scher-Montroll model, in which $n$ grows sublinearly with t. The models in which Levy-flights emerge due to a temporal subordination let easily discuss the response of a random walker to a weak outer force, which is shown to be nonlinear. On the other hand, the relaxation of en ensemble of such walkers in a harmonic potential follows a simple exponential pattern and leads to a normal Boltzmann distribution. The mixed models, describing normal CTRW in superlinear operational time and Levy-flights under the operational time of subdiffusive CTRW lead to paradoxical diffusive behavior, similar to the one found in transport on polymer chains. The relaxation to the Boltzmann distribution in such models is slow and asymptotically follows a power-law

Time delay for an abstract quantum scattering process

In this short review paper, we discuss the concept of time delay for an abstract quantum scattering system. Its definition in terms of sojourn times is explained as well as its identity with the so-called Eisenbud-Wigner time delay. Necessary and natural conditions for such a construction are introduced and thoroughly discussed. Assumptions and statements are precisely formulated but proofs are contained in two companion papers written in collaboration with R. Tiedra de Aldecoa.Comment: 11 page

Stochastic ranking process with time dependent intensities

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the infinite particle limit. We give an explicit formula for the limit distribution and show that the limit distribution function is a unique global classical solution to an initial value problem for a system of a first order non-linear partial differential equations with time dependent coefficients