Related papers: On Backward Product of Stochastic Matrices
We consider ergodic backward stochastic differential equations in a discrete time setting, where noise is generated by a finite state Markov chain. We show existence and uniqueness of solutions, along with a comparison theorem. To obtain…
We prove ergodicity of a class of infinite measure preserving systems, called skew-products. More precisely, we consider systems of the form \[ {T_f}:{[0, 1) \times \mathbb{R}}\to{[0, 1) \times \mathbb{R}},\quad {T_f(x, t)}:={(T(x),…
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
The ergodicity and the output-controllability of stochastic reaction networks have been shown to be essential properties to fulfill to enable their control using, for instance, antithetic integral control. We propose here to extend those…
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 introduce a novel method for proving ergodicity for skew products of interval exchange transformations (IETs) with piecewise smooth cocycles having singularities at the ends of exchanged intervals. This approach is inspired by…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
We consider the problem of convergence to zero of matrix products $A_{n}B_{n}\cdots A_{1}B_{1}$ with factors from two sets of matrices, $A_{i}\in\mathscr{A}$ and $B_{i}\in\mathscr{B}$, due to a suitable choice of matrices $\{B_{i}\}$. It is…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
The aim of this note is to introduce a notion of dynamical entropy, which we call infinite-product entropy, for probability measures on (countable) infinite cartesian product of any measurable space with itself. The idea behind the…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
We show that for every topological dynamical system with the approximate product property, zero topological entropy is equivalent to unique ergodicity. Equivalence of minimality is also proved under a slightly stronger condition. Moreover,…
We consider ergodic backward stochastic differential equations, in a setting where noise is generated by a countable state uniformly ergodic Markov chain. We show that for Lipschitz drivers such that a comparison theorem holds, these…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
We show an isomorphism stability property for Cartesian products of either flows with joining primeness property or flows which are $\alpha$-weakly mixing.
The goal of the present paper is to derive some conditions on saturation of (strong) subadditivity inequality for the stochastic matrices. The notion of relative entropy of stochastic matrices is introduced by mimicking quantum relative…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
The entanglement-sharing properties of an infinite spin-chain are studied when the state of the chain is a pure, translation-invariant state with a matrix-product structure. We study the entanglement properties of such states by means of…