Related papers: Products of random matrices and queueing system pe…
Linear max-plus systems describe the behavior of a large variety of complex systems. It is known that these systems show a periodic behavior after an initial transient phase. Assessment of the length of this transient phase provides…
We consider a matching system where items arrive one by one at each node of a compatibility network according to Poisson processes and depart from it as soon as they are matched to a compatible item. The matching policy considered is a…
A model for decision making that generalizes Expected Utility Maximization is presented. This model, Expected Qualitative Utility Maximization, encompasses the Maximin criterion. It relaxes both the Independence and the Continuity…
I present here a pedagogical introduction to the works by Rashel Tublin and Yan V. Fyodorov on random linear systems with quadratic constraints, using tools from Random Matrix Theory and replicas. These notes illustrate and complement the…
We show that for any positive integer $d$, there are families of switched linear systems---in fixed dimension and defined by two matrices only---that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function…
We introduce the problem of formally verifying properties of Markov processes where the parameters are given by the output of machine learning models. For a broad class of machine learning models, including linear models, tree-based models,…
The main result of this paper is the following: for all $b \in \mathbb Z$ there exists $k=k(b)$ such that \[ \max \{ |A^{(k)}|, |(A+u)^{(k)}| \} \geq |A|^b, \] for any finite $A \subset \mathbb Q$ and any non-zero $u \in \mathbb Q$. Here,…
The presence of correlations in noisy quantum circuits will be an inevitable side effect as quantum devices continue to grow in size and depth. Randomized Benchmarking (RB) is arguably the simplest method to initially assess the overall…
In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations…
We study products of random matrices in the regime where the number of terms and the size of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of the $\ell_2$ norm of such a product applied to any fixed…
This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…
Products of random matrix products of $\mathrm{SL}(2,\mathbb{R})$, corresponding to transfer matrices for the one-dimensional Schr\"odinger equation with a random potential $V$, are studied. I consider both the case where the potential has…
Our work revisits the design of mechanisms via the learning-augmented framework. In this model, the algorithm is enhanced with imperfect (machine-learned) information concerning the input, usually referred to as prediction. The goal is to…
We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a…
The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…
The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…
In this work and its sequel, we study the expanding phenomenon of matrices over a finite chain ring of large residue field. A sum-product estimate is proved. It is showed that $x+yz$ is a moderate expander on $n\times n$ matrices with…
The literature on master production scheduling for product mix problems under the Theory of Constraints (TOC) was considered by many previous studies. Most studies assume a static resources availability. In this study, the raw materials…
The exact Markov modeling analysis of erasure networks with finite buffers is an extremely hard problem due to the large number of states in the system. In such networks, packets are lost due to either link erasures or blocking by the full…
We study products of arbitrary random real $2 \times 2$ matrices that are close to the identity matrix. Using the Iwasawa decomposition of $\text{SL}(2,{\mathbb R})$, we identify a continuum regime where the mean values and the covariances…