Related papers: The Stability of some stochastic processes
The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…
The question of biological stability (permanence) of a replicator reaction-diffusion system is considered. Sufficient conditions of biological stability are found. It is proved that there are situations when biologically unstable…
In this paper we present a complete asymptotic expansion of a symmetric homogeneous stable (balanced), stabilizable and stabilized mean. By including known asymptotic expansions of parametric means it is shown how the obtained coefficients…
The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially observed signals are derived in terms of the stability properties…
Despite being a foundational concept of modern systems theory, there have been few studies on observability of non-linear stochastic systems under partial observations. In this paper, we introduce a definition of observability for…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol $p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)},$ where $\alpha(x)\in(0,2)$, $\beta(x)\in\R$ and…
For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated…
In this paper we provide a first-ever epistemic formulation of stabilizing agreement, defined as the non-terminating variant of the well established consensus problem. In stabilizing agreements, agents are given (possibly different) initial…
We study the consistency of stochastic dynamic programs under converging probability distributions and other approximations. Utilizing results on the epi-convergence of expectation functions with varying measures and integrands, and the…
To deal with time-varying processor availability and lossy communication channels in embedded and networked control systems, one can employ an event-triggered sequence-based anytime control (E-SAC) algorithm. The main idea of E-SAC is, when…
Growth-fragmentation processes describe the evolution of systems of cells which grow continuously and fragment suddenly; they are used in models of cell division and protein polymerisation. Typically, we may expect that in the long run, the…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
We describe the notion of stability of coherent systems as a framework to deal with redundancy. We define stable coherent systems and show how this notion can help the design of reliable systems. We demonstrate that the reliability of…
Many natural and man-made network systems need to maintain certain patterns, such as working at equilibria or limit cycles, to function properly. Thus, the ability to stabilize such patterns is crucial. Most of the existing studies on…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
Control systems can show robustness to many events, like disturbances and model inaccuracies. It is natural to speculate that they are also robust to sporadic deadline misses when implemented as digital tasks on an embedded platform. This…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
We introduce and study a new model that we call the {\em matching model}. Items arrive one by one in a buffer and depart from it as soon as possible but by pairs. The items of a departing pair are said to be {\em matched}. There is a finite…
Uniform sampling is a highly efficient method for data summarization. However, its effectiveness in producing coresets for clustering problems is not yet well understood, primarily because it generally does not yield a strong coreset, which…