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We study the problem of sequentially testing whether a given stochastic process is generated by a known Markov chain. Formally, given access to a stream of random variables, we want to quickly determine whether this sequence is a trajectory…

Applications · Statistics 2025-01-24 Greg Fields , Tara Javidi , Shubhanshu Shekhar

We investigate time operators in the context of quantum time crystals in ring systems. A generalized commutation relation called the generalized weak Weyl relation is used to derive a class of self-adjoint time operators for ring systems…

Quantum Physics · Physics 2019-06-25 K. Nakatsugawa , T. Fujii , A. Saxena , S. Tanda

Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…

Classical Analysis and ODEs · Mathematics 2020-09-15 Alberto Bressan , Marco Mazzola , Khai T. Nguyen

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

We consider a Laplace operator on a random graph consisting of infinitely many loops joined symmetrically by intervals of unit length. The arc lengths of the loops are considered to be independent, identically distributed random variables.…

Mathematical Physics · Physics 2007-05-23 Vadim Kostrykin , Robert Schrader

The paper develops a theory of spectral boundary value problems from the perspective of general theory of linear operators in Hilbert spaces. An abstract form of spectral boundary value problem with generalized boundary conditions is…

Mathematical Physics · Physics 2022-04-26 Vladimir Ryzhov

We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

Mathematical Physics · Physics 2018-11-14 G. C. P. Innocentini , M. Novaes

Motivated by recent investigations of Sophie Grivaux and \'Etienne Matheron on the existence of invariant measures in Linear Dynamics, we introduce the concept of locally bounded orbit for a continuous linear operator $T:X\longrightarrow X$…

Functional Analysis · Mathematics 2024-06-24 Antoni López-Martínez

In this work, a boundary value problem for Sturm-Liouville operator with discontinuous coefficient is examined. The main equation is obtained which has an important role in solution of inverse problem for boundary value problem and…

Classical Analysis and ODEs · Mathematics 2016-10-31 Khanlar R. Mamedov , Done Karahan

Motivated by the long-time transport properties of quantum waves in weakly disordered media, the present work puts random Schr\"odinger operators into a new spectral perspective. Based on a stationary random version of a Floquet type…

Mathematical Physics · Physics 2024-06-19 Mitia Duerinckx , Christopher Shirley

A nonlinear operator equation $F(x)=0$, $F:H\to H,$ in a Hilbert space is considered. Continuous Newton's-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point $x_0$ and becoming…

Numerical Analysis · Mathematics 2025-10-20 A. G. Ramm , A. B. Smirnova , A. Favini

We introduce a simple quantum mechanical model in which time and space are discrete and periodic. These features avoid the complications related to continuous-spectrum operators and infinite-norm states. The model provides a tool for…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Mauricio Mondragon , Alejandro Perez , Carlo Rovelli

The matrix Sturm-Liouville operator on a finite interval with singular potential of class $W_2^{-1}$ and the general self-adjoint boundary conditions is studied. This operator generalizes the Sturm-Liouville operators on geometrical graphs.…

Spectral Theory · Mathematics 2020-07-16 Natalia P. Bondarenko

The time operator, an operator which satisfies the canonical commutation relation with the Hamiltonian, is investigated, on the basis of a certain algebraic relation for a pair of operators T and H, where T is symmetric and H self-adjoint.…

Quantum Physics · Physics 2015-06-26 Manabu Miyamoto

In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…

Dynamical Systems · Mathematics 2023-10-23 Eduardo A. Silva , Elis G. Mesquita , Edgar Matias

The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…

Probability · Mathematics 2012-08-29 Jeffrey J. Hunter

The pure time delay operator is considered in continuous and discrete time under the assumption of the input signal being integrable (summable) with square. By making use of a discrete convolution operator with polynomial Markov parameters,…

Optimization and Control · Mathematics 2023-06-22 Alexander Medvedev

The classical Brouwer fixed point theorem states that in R^d every continuous function from a convex, compact set on itself has a fixed point. For an arbitrary probability space, let L^0 = L^0 (\Omega, A,P) be the set of random variables.…

Functional Analysis · Mathematics 2013-09-13 Samuel Drapeau , Martin Karliczek , Michael Kupper , Martin Streckfuß

In this article, we consider additive functionals $\zeta_t = \int_0^t f(X_s)\mathrm{d} s$ of a c\`adl\`ag Markov process $(X_t)_{t\geq 0}$ on $\mathbb{R}$. Under some general conditions on the process $(X_t)_{t\geq 0}$ and on the function…

Probability · Mathematics 2023-04-19 Quentin Berger , Loïc Béthencourt , Camille Tardif

We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Markov-Feller chains. This class may be briefly specified by…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko