Related papers: A Ruelle Operator for continuous time Markov Chain…
We analyze the Lyapunov spectrum of the relative Ruelle operator associated with a skew product whose base is an ergodic automorphism and whose fibers are full shifts. We prove that these operators can be approximated in the $C^0$-topology…
The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…
We consider Sturm-Liouville operators on geometrical graphs without cycles (trees) with singular potentials from the class $W_2^{-1}$. We suppose that the potentials are known on a part of the graph, and study the so-called partial inverse…
In this paper we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize coincidence of conditional…
We present a new necessary condition for similarity of indefinite Sturm-Liouville operators to self-adjoint operators. This condition is formulated in terms of Weyl-Titchmarsh $m$-functions. Also we obtain necessary conditions for…
Let $R$ be a continuous-time Markov process on the time interval $[0,1]$ with values in some state space $X$. We transform this reference process $R$ into $P:=f(X_0)\exp (-\int_0^1 V_t(X_t) dt) g(X_1)\,R$ where $f,g$ are nonnegative…
We will denote by $\mathcal{M}$ the space of Borel probabilities on the symbolic space $\Omega=\{1,2...,m\}^\mathbb{N}$. $\mathcal{M}$ is equipped Monge-Kantorovich metric. We consider here the push-forward map $\mathfrak{T}:\mathcal{M} \to…
This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…
This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…
We consider a family of continuous time symmetric random walks indexed by $k\in \mathbb{N}$, $\{X_k(t),\,t\geq 0\}$. For each $k\in \mathbb{N}$ the matching random walk take values in the finite set of states…
We study the thermodynamic formalism of locally compact Markov shifts with transient potential functions. In particular, we show that the Ruelle operator admits positive continuous eigenfunctions and positive Radon eigenmeasures in forms of…
We study two problems. The first one is the similarity problem for the indefinite Sturm-Liouville operator \[ A=-(\sgn\, x)\frac{d}{wdx}\frac{d}{rdx} \] acting in $L^2_{w}(-b,b)$. It is assumed that $w,r\in L^1_{\loc}(-b,b)$ are even and…
Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…
The inverse spectral problem is investigated for the matrix Sturm-Liouville equation on a finite interval. Properties of spectral characteristics are provided, a constructive procedure for the solution of the inverse problem along with…
We consider a static data structure problem of computing a linear operator under cell-probe model. Given a linear operator $M \in \mathbb{F}_2^{m \times n}$, the goal is to pre-process a vector $X \in \mathbb{F}_2^n$ into a data structure…
We study singular Sturm-Liouville operators of the form \[ \frac{1}{r_j}\left(-\frac{\mathrm d}{\mathrm dx}p_j\frac{\mathrm d}{\mathrm dx}+q_j\right),\qquad j=0,1, \] in $L^2((a,b);r_j)$, where, in contrast to the usual assumptions, the…
Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…
In this chapter a general mathematical framework for probabilistic theories of operationally understood circuits is laid out. Circuits are comprised of operations and wires. An operation is one use of an apparatus and a wire is a…
In this work we study the point spectra of selfadjoint Sturm-Liouville operators with generalized point interactions, where the two one-sided limits of the solution data are related via a general $\mathrm{SL}(2,\mathbb{R})$ matrix. We are…
The spectral analysis of the Sturm-Liouville operator defined on a finite segment is the subject of an extensive literature. Sturm-Liouville operators on a finite segment are well studied and have numerous applications. The study of such…