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Let $(X_n \colon n\in\Z)$ be a two-sided recurrent Markov chain with fixed initial state $X_0$ and let $\nu$ be a probability measure on its state space. We give a necessary and sufficient criterion for the existence of a non-randomized…

Probability · Mathematics 2015-06-11 Peter Morters , Istvan Redl

Consensus on nonlinear spaces is of use in many control applications. This paper proposes a gradient descent flow algorithm for consensus on hypersurfaces. We show that if an inequality holds, then the system converges for almost all…

Optimization and Control · Mathematics 2020-04-02 Johan Markdahl

In this paper we explore the possibility of using computational algebraic methods to analyze a class of consensus protocols. We state some necessary conditions for convergence under consensus protocols that are polynomials.

Symbolic Computation · Computer Science 2011-07-20 Joel George Manathara , Ambedkar Dukkipati , Debasish Ghose

Continuous-time Markov chains are frequently used as stochastic models for chemical reaction networks, especially in the growing field of systems biology. A fundamental problem for these Stochastic Chemical Reaction Networks (SCRNs) is to…

Probability · Mathematics 2023-04-12 Felipe A. Campos , Simone Bruno , Yi Fu , Domitilla Del Vecchio , Ruth J. Williams

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of…

Probability · Mathematics 2009-02-04 Carl Graham

We consider multi-agent systems with cooperative interactions and study the convergence to consensus in the case of time-dependent connections, with possible communication failure. We prove a new condition ensuring consensus: we define a…

Optimization and Control · Mathematics 2025-09-03 Mohamed Bentaibi , Laura Caravenna , Jean-Paul A. Gauthier , Francesco Rossi

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

We consider continuous-time consensus systems whose interactions satisfy a form or reciprocity that is not instantaneous, but happens over time. We show that these systems have certain desirable properties: They always converge…

Systems and Control · Computer Science 2015-10-20 Samuel Martin , Julien M. Hendrickx

We consider a parabolic partial differential equation that can be understood as a simple model for crowds flows. Our main assumption is that the diffusivity and the source/sink term vanish at the same point; the nonhomogeneous term is…

Analysis of PDEs · Mathematics 2017-02-20 Andrea Corli , Lorenzo di Ruvo , Luisa Malaguti

This paper is a natural continuation of [8], where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$.…

Probability · Mathematics 2020-12-24 N. V. Krylov

The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…

Probability · Mathematics 2024-04-29 Vsevolod K. Malinovskii

In this paper, we propose several models, which can realize synchronization of complex networks in finite time effectively. The results apply to heterogeneous dynamic networks, too. The mechanism of finite time convergence is revealed.…

Adaptation and Self-Organizing Systems · Physics 2021-03-03 Wenlian Lu , Xiwei Liu , Tianping Chen

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

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…

Probability · Mathematics 2020-02-17 A. I. Zeifman , Y. A. Satin , K. M. Kiseleva

Most of the distributed protocols for multi-agent consensus assume that the agents are mutually cooperative and "trustful," and so the couplings among the agents bring the values of their states closer. Opinion dynamics in social groups,…

Systems and Control · Computer Science 2017-10-16 Anton V. Proskurnikov , Alexey Matveev , Ming Cao

Consensus conditions and convergence speeds are crucial for distributed consensus algorithms of networked systems. Based on a basic first-order average-consensus protocol with time-varying topologies and additive noises, this paper first…

Optimization and Control · Mathematics 2017-04-26 Ge Chen , Le Yi Wang , Chen Chen , George Yin

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Probability · Mathematics 2007-05-23 Peter H. Baxendale

Consensus of autonomous agents is a benchmark problem in cooperative control. In this paper, we consider standard continuous-time averaging consensus policies (or Laplacian flows) over time-varying graphs and focus on robustness of…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Anton V. Proskurnikov , Guiseppe Calafiore

This article studies the convergence properties of trans-dimensional MCMC algorithms when the total number of models is finite. It is shown that, for reversible and some non-reversible trans-dimensional Markov chains, under mild conditions,…

Statistics Theory · Mathematics 2024-10-18 Qian Qin