Related papers: On Backward Product of Stochastic Matrices
We study rational step function skew products over certain rotations of the circle proving ergodicity and bounded rational ergodicity when rotation number is a quadratic irrational. The latter arises from a consideration of the asymptotic…
We derive an exact (classical and quantum) expression for the entropy production of a finite system placed in contact with one or several finite reservoirs each of which is initially described by a canonical equilibrium distribution.…
We study the energy flow of dissipative dynamics on infinite lattices, allowing the total energy to be infinite and considering formally gradient dynamics. We show that in spatial dimensions 1,2, the flow is for almost all times arbitrarily…
We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establish the existence of a solution to the Isaac's equation for…
We formulate conjectures regarding the maximum value and maximizing matrices of the permanent and of diagonal products on the set of stochastic matrices with bounded rank. We formulate equivalent conjectures on upper bounds for these…
Universal properties of the statistics of stochastic efficiency for mesoscopic time-reversal symmetry broken energy transducers are revealed in the Gaussian approximation. We also discuss how the second law of thermodynamics restricts the…
We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…
We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…
We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…
In the first part of this paper we give an elementary proof of the fact that if an infinite matrix $A$, which is invertible as a bounded operator on $\ell^2$, can be uniformly approximated by banded matrices then so can the inverse of $A$.…
We proposed in \cite{bl2} a new approach to prove the metastable behavior of reversible dynamics based on potential theory and local ergodicity. In this article we extend this theory to nonreversible dynamics based on the Dirichlet…
Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…
It is known that the Dobrushin's ergodicity coefficient is one of the effective tools to study a behavior of non-homogeneous Markov chains. In the present paper, we define such an ergodicity coefficient of a positive mapping defined on…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
We develop the theory of linear evolution equations associated with the adjacency matrix of a graph, focusing in particular on infinite graphs of two kinds: uniformly locally finite graphs as well as locally finite line graphs. We discuss…
We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…
We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…
In this work, we present a novel inner product design for stochastic computing. Stochastic computing is an emerging computing technique, that encodes a number in the probability of observing a one in a random bit stream. This leads to…
Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…
Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…