Related papers: Product of Random Stochastic Matrices
We exploit the knowledge of the nonequilibrium potential in a model for the modulated class A laser. We analyse both, the deterministic and the stochastic dynamics of such a system in terms of the Lyapunov potential. Furthermore, we analyse…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…
We consider the problem of formally verifying almost-sure (a.s.) asymptotic stability in discrete-time nonlinear stochastic control systems. While verifying stability in deterministic control systems is extensively studied in the…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
Inspired from non-equilibrium statistical physics models, a general framework enabling the definition and synthesis of stationary time series with a priori prescribed and controlled joint distributions is constructed. Its central feature…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
We consider the asymmetric random average process which is a one-dimensional stochastic lattice model with nearest neighbour interaction but continuous and unbounded state variables. First, the explicit functional representations, so-called…
We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…
We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability theorems and apply our results {to three canonical models in…
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence $(A\_n)\_{n\in \mathbb{N}}$ of $d\times d$ complex matrices whose mean $A$ exists and whose norms' means are…
We derive conditions on the products of stochastic matrices guaranteeing the existence of a unique limit invariant distribution. Belying our approach is the hereby defined notion of restricted triangulated Laman graphs. The main idea is the…
In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully…
We study sufficient conditions for stability and recurrence in a class of singularly perturbed stochastic hybrid dynamical systems. The systems considered combine multi-time-scale deterministic continuous-time dynamics, modeled by…
We study the asymptotic stability properties of nonlinear switched systems under the assumption of the existence of a common weak Lyapunov function. We consider the class of nonchaotic inputs, which generalize the different notions of…
Stochastic reaction networks are dynamical models of biochemical reaction systems and form a particular class of continuous-time Markov chains on $\mathbb{N}^n$. Here we provide a fundamental characterisation that connects structural…
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…