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We address the notion of association of sum- and max- stable processes from the perspective of linear and max-linear isometries. We establish the appealing results that these two classes of isometries can be identified on a proper space…

Probability · Mathematics 2009-10-13 Yizao Wang , Stilian A. Stoev

We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…

Econometrics · Economics 2018-12-04 Alessandro Casini

We present a general black box theorem that ensures convergence of a sequence of stationary Markov processes, provided a few assumptions are satisfied. This theorem relies on a control of the resolvents of the sequence of Markov processes,…

Probability · Mathematics 2025-03-14 Cyril Labbé , Benoît Laslier , Fabio Toninelli , Lorenzo Zambotti

Speed limit for classical stochastic Markov processes with discrete states is studied. We find that a trade-off inequality exists between the speed of the state transformation and the entropy production. The dynamical activity determines…

Statistical Mechanics · Physics 2018-08-22 Naoto Shiraishi , Ken Funo , Keiji Saito

A new approach to superstability and finite time extinction of strongly continuous semigroups is presented, unifying known results and providing new criteria for these conditions to hold analogous to the well-known Pazy condition for…

Functional Analysis · Mathematics 2013-09-26 D. Creutz , M. Mazo , C. Preda

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

In this work, we study finite-time stability of switched and hybrid systems in the presence of unstable modes. We present sufficient conditions in terms of multiple Lyapunov functions for the origin of the system to be finite time stable.…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Kunal Garg , Dimitra Panagou

The unavoidable interaction of quantum systems with their environment usually results in the loss of desired quantum resources. Suitably chosen system Hamiltonians, however, can, to some extent, counteract such detrimental decay, giving…

Quantum Physics · Physics 2018-10-03 Łukasz Rudnicki , Clemens Gneiting

This paper studies finite-time stability of a class of hybrid systems. We present sufficient conditions in terms of multiple generalized Lyapunov functions for the origin of the hybrid system to be finite-time stable. More specifically, we…

Systems and Control · Electrical Eng. & Systems 2019-06-24 Kunal Garg , Dimitra Panagou

We apply a recently developed theory for metastability in open quantum systems to a one-dimensional dissipative quantum Ising model. Earlier results suggest this model features either a non-equilibrium phase transition or a smooth but sharp…

Statistical Mechanics · Physics 2016-11-22 Dominic C. Rose , Katarzyna Macieszczak , Igor Lesanovsky , Juan P. Garrahan

This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…

Probability · Mathematics 2019-07-04 Xiequan Fan , Jacques Lévy Véhel

A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…

Probability · Mathematics 2020-05-19 V. Knopova , A. Kulik , R. Schilling

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Optimization and Control · Mathematics 2013-12-30 S. Damak , M. Di Loreto , W. Lombardi , V Andrieu

This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…

Probability · Mathematics 2025-07-30 Carlos E. Martínez-Rodríguez

This paper studies the mean stability of positive semi-Markovian jump linear systems. We show that their mean stability is characterized by the spectral radius of a matrix that is easy to compute. In deriving the condition we use a certain…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Clyde F. Martin

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

We study stability criteria for discrete-time switched systems and provide a meta-theorem that characterizes all Lyapunov theorems of a certain canonical type. For this purpose, we investigate the structure of sets of LMIs that provide a…

Optimization and Control · Mathematics 2018-01-24 Raphael M. Jungers , Amirali Ahmadi , Pablo Parrilo , Mardavij Roozbehani

We formulate a new criterion of the asymptotic stability for some non-equicontinuous Markov semigroups, the so-called eventually continuous semigroups. In particular, we provide a non-equicontinuous Markov semigroup example with essential…

Probability · Mathematics 2025-03-05 Fuzhou Gong , Yong Liu , Yuan Liu , Ziyu Liu

We study Tao's finitary viewpoint of convergence in metric spaces, as captured by the notion of metastability. We adopt the perspective of continuous model theory. We show that, in essence, metastable convergence with a given rate is the…

Functional Analysis · Mathematics 2019-02-26 Eduardo Dueñez , José N. Iovino