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Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…

Methodology · Statistics 2021-01-18 Marco Oesting , Kirstin Strokorb

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…

Optimization and Control · Mathematics 2022-07-18 Anup Biswas , Somnath Pradhan

In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…

Probability · Mathematics 2024-01-19 Peter Scheffler , Alexander Schnurr , Daniel Schulte

Condensation phenomena in non-equilibrium systems have been modeled by the zero-range process, which is a model of particles hopping between boxes with Markovian dynamics. In many cases, memory effects in the dynamics cannot be neglected.…

Statistical Mechanics · Physics 2012-12-18 Ori Hirschberg , David Mukamel , Gunter M. Schütz

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

Probability · Mathematics 2018-01-08 Serdar Yüksel

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

Information Theory · Computer Science 2012-05-07 Serdar Yüksel

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We analyze the stability and stabilizability properties of mixed retarded-neutral type systems when the neutral term is allowed to be singular. Considering an operator model of the system in a Hilbert space we are interesting in the…

Dynamical Systems · Mathematics 2009-09-23 Rabah Rabah , Grigory M. Sklyar , Pavel Yu. Barkhayev

This thesis consists of two separate parts: in each we study the stability under small perturbations of certain probability models in different contexts. In the first, we study small random perturbations of a deterministic dynamical system…

Probability · Mathematics 2017-03-21 Santiago Saglietti

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

The mechanism of appearance of exponentially large number of metastable states in magnetic phases of disordered Ising magnets with short-range random exchange is suggested. It is based on the assumption that transitions into inhomogeneous…

Disordered Systems and Neural Networks · Physics 2016-08-31 P. N. Timonin

We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$…

Probability · Mathematics 2014-06-11 R. Fernandez , F. Manzo , F. R. Nardi , E. Scoppola

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…

Probability · Mathematics 2017-10-19 C. Landim , I. Seo

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

This paper introduces and studies the notion of output-input stability, which represents a variant of the minimum-phase property for general smooth nonlinear control systems. The definition of output-input stability does not rely on a…

Optimization and Control · Mathematics 2016-11-17 Daniel Liberzon , A. Stephen Morse , Eduardo D. Sontag

We review recent progress on the zero-range process, a model of interacting particles which hop between the sites of a lattice with rates that depend on the occupancy of the departure site. We discuss several applications which have…

Statistical Mechanics · Physics 2009-11-11 M. R. Evans , T. Hanney

This work studies remote state estimation of multiple linear time-invariant systems over shared wireless time-varying communication channels. We model the channel states by a semi-Markov process which captures both the random holding period…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Wanchun Liu , Daniel E. Quevedo , Branka Vucetic , Yonghui Li

The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…

Systems and Control · Electrical Eng. & Systems 2022-08-12 Francesco Ferrante , Giorgio Valmorbida