Related papers: Exponential stability of nonhomogeneous matrix-val…
We study the expanding properties of random perturbations of regular interval maps satisfying the summability condition of exponent one. Under very general conditions on the interval maps and perturbation types, we prove strong stochastic…
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…
This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…
In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
In this paper we derive new criterion for uniform stability assessment of the linear periodic time-varying systems $\dot x=A(t)x,$ $A(t+T)=A(t).$ As a corollary, the lower and upper bounds for the Floquet characteristic exponents are…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
This article proposes a new generalization of the Multivariate Markov Chains (MMC) model. The future values of a Markov chain commonly depend on only the past values of the chain in an autoregressive fashion. The generalization proposed in…
This work deals with a scalar nonlinear neutral delay differential equation issued from the study of wave propagation. A critical value of the coefficients is considered, where only few results are known. The difficulty follows from the…
We prove that an irreducible aperiodic Markov chain is geometrically ergodic if and only if any separately bounded functional of the stationary chain satisfies an appropriate subgaussian deviation inequality from its mean.
We introduce a new definition of exponential family of Markov chains, and show that many characteristic properties of the usual exponential family of probability distributions are properly extended to Markov chains. The method of…
A lower bound for the interleaving distance on persistence vector spaces is given in terms of rank invariants. This offers an alternative proof of the stability of rank invariants.
We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…
In this paper, we mainly study the robust stability of linear continuous systems with parameter uncertainties, a more general kind of uncertainties for system matrices is considered, i.e., entries of system matrices are rational functions…
We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…
For a discrete dynamics defined by a sequence of bounded and not necessarily invertible linear operators, we give a complete characterization of exponential stability in terms of invertibility of a certain operator acting on suitable Banach…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
A right continuous Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equation, and we call such stochastic system as stochastic Navier-Stokes equation with Markov switching. In the present…