Related papers: The Stability of some stochastic processes
We show that evolutionarily stable states in general (nonlinear) population games (which can be viewed as continuous vector fields constrained on a polytope) are asymptotically stable under a multiplicative weights dynamic (under…
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…
Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not…
This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constraints between users, or between supply and demands, and so…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
A criterion on the asymptotic stability of fractional-order systems with incomensurate orders is proposed in this paper. Existing methods always assume order parameters be rational numbers or the ratios of any two orders be rational…
For systems that are not observable at the very equilibrium of interest to be stabilized, output-feedback stabilization is considerably challenging. In this paper we solve this control problem for the case-study of a second-order system…
In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…
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.…
We provide a new proof of the existence of Gibbs point processes with infinite range interactions, based on the compactness of entropy levels. Our main existence theorem holds under two assumptions. The first one is the standard stability…
Stability guarantees have emerged as a principled way to evaluate feature attributions, but existing certification methods rely on heavily smoothed classifiers and often produce conservative guarantees. To address these limitations, we…
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel…
In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
We prove that in a theory $T$ stable over a predicate $P$, for any $\lambda > |T|$, there is a $\lambda$-prime model over any complete set A with a $\lambda$-saturated $P$-part.
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Characterization of classes of switching signals that ensure stability of switched systems occupies a significant portion of the switched systems literature. This article collects a multitude of stabilizing switching signals under an…
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…
We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…
We consider the time-dependent nonlinear system $\dot q(t)=u(t)X(q(t))+(1-u(t))Y(q(t))$, where $q\in\R^2$, $X$ and $Y$ are two %$C^\infty$ smooth vector fields, globally asymptotically stable at the origin and $u:[0,\infty)\to\{0,1\}$ is an…
This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…