Related papers: Markov semigroups with hypocoercive-type generator…
We study optimal control problems in infinite horizon when the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (inspired by traffic models). We adapt the results in [H. M.…
We examine a completely positive and trace preserving evolution of finite dimensional open quantum system, coupled to large environment via periodically modulated interaction Hamiltonian. We derive a corresponding Markovian Master Equation…
A Markovian model of the evolution of intermittent connections of various classes in a communication network is established and investigated. Any connection evolves in a way which depends only on its class and the state of the network, in…
We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and…
The construction presented in this paper can be briefly described as follows: starting from any "finite-dimensional" Markov transition function p_t, on a measurable state space (E,B), we construct a strong Markov process on a certain…
We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…
We obtain a local central limit theorem for cocycles associated with a class of non abelian and non compact group extensions of Gibbs Markov maps. This class consists of multidimensional infinite dihedral groups. Unlike in the set up of the…
In this paper, we discuss hypercontractivity for the Markov semigroup $P_t$ which is generated by segment processes associated with a range of functional SDEs of neutral type. As applications, we also reveal that the semigroup $P_t$…
The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…
In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
Diffusion generative models have recently been applied to domains where the available data can be seen as a discretization of an underlying function, such as audio signals or time series. However, these models operate directly on the…
We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the…
Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…
This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…
We introduce a class of models for multidimensional control problems which we call skip-free Markov decision processes on trees. We describe and analyse an algorithm applicable to Markov decision processes of this type that are skip-free in…
We investigate the long-time behavior of quantum Markovian dynamics generated by time-dependent Gorini-Kossakowski-Lindblad-Sudarshan (GKLS) master equations. We introduce a notion of weak relaxation and derive sufficient conditions…