Related papers: Products of random matrices and queueing system pe…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
We study the convergence analysis of continuous-time dynamical systems associated with optimization methods for strongly convex functions. Recent works have proposed systematic constructions of Lyapunov functions for such analysis, while…
We fix $d \geq 2$ and denote $\mathcal S$ the semi-group of $d \times d$ matrices with non negative entries. We consider a sequence $(A_n, B_n)_{n \geq 1} $ of i. i. d. random variables with values in $\mathcal S\times \mathbb R_+^d$ and…
In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…
We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…
The numerical computation of equilibrium reward gradients for Markov chains appears in many applications for example within the policy improvement step arising in connection with average reward stochastic dynamic programming. When the state…
We study some sum-product problems over matrix rings. Firstly, for $A, B, C\subseteq M_n(\mathbb{F}_q)$, we have $$ |A+BC|\gtrsim q^{n^2}, $$ whenever $|A||B||C|\gtrsim q^{3n^2-\frac{n+1}{2}}$. Secondly, if a set $A$ in $M_n(\mathbb{F}_q)$…
Probabilistic model checking mainly concentrates on techniques for reasoning about the probabilities of certain path properties or expected values of certain random variables. For the quantitative system analysis, however, there is also…
A novel distributed algorithm for estimating the maximum of the node initial state values in a network, in the presence of additive communication noise is proposed. Conventionally, the maximum is estimated locally at each node by updating…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
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…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
We analyze the top Lyapunov exponent of the product of sequences of two by two matrices that appears in the analysis of several statistical mechanics models with disorder: for example these matrices are the transfer matrices for the nearest…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
In this paper we consider a problem of searching a space of predictive models for a given training data set. We propose an iterative procedure for deriving a sequence of improving models and a corresponding sequence of sets of non-linear…
The performance analysis of peer-to-peer (P2P) networks calls for a new kind of queueing model, in which jobs and service stations arrive randomly. Except in some simple special cases, in general, the queueing model with varying service…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
We derive a series summation formula for the average logarithm norm of the action of a matrix on the projective space. This formula is shown to be useful to evaluate some Lyapunov exponents of random $\SL$-matrix cocycles, which include a…