Related papers: Invariant Measures for Hybrid Stochastic Systems
We analyze the estimation of a time dependent perturbation acting on a continuously monitored quantum system. We describe the temporal fluctuations of the perturbation by a Hidden Markov Model, and we combine quantum measurement theory and…
The measurement of human behavior remains a central challenge across the behavioral sciences. Traditional approaches typically rely on passive observation of responses collected under static or weakly controlled conditions, limiting the…
We prove stochastic stability of chaotic maps for a general class of Markov random perturbations (including singular ones) satisfying some kind of mixing conditions. One of the consequences of this statement is the proof of Ulam's…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
In this work we prove the existence and uniqueness of the strong solution to the two-dimensional stochastic magneto-hydrodynamic system perturbed by Levy noise. The local monotonicity arguments have been ex- ploited in the proofs. The…
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…
We investigate the role of coherence and Markovianity in finding an answer to the question whether the outcomes of a projectively measured quantum stochastic process are compatible with a classical stochastic process. For this purpose we…
We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…
We discuss two approaches to study the long-time behaviour and infinite-time behaviour of solutions for integrable hamiltonian systems under small stochastic perturbations. Then we compare these results with those for deterministic…
We consider probability measures on $A^N$, the set of sequences of symbols on a finite alphabet $A$ of length $N$, that give a weight to each sequence in terms of a collection of matrices with non-negative entries and having rows and…
Recently, time scales calculus is developed to unify continuous and discrete analysis. By extending the definition of time scales properly, this paper introduces the concept of a signal set as well as its stability properties in terms of…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…
This paper addresses the problem of checking invariant properties for a large class of symbolic transition systems, defined by a combination of SMT theories and quantifiers. State variables can be functions from an uninterpreted sort…
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…
Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…
Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…
We derive the theory of open quantum system dynamics intervened by a series of nonselective measurements. We analyze the cases of time independent and time dependent Hamiltonian dynamics in between the measurements and find the approximate…
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…
Time-integration for lumped parameter systems obeying implicit Bingham-Kelvin constitutive models is studied. The governing system of equations describing the lumped parameter system is a non-linear differential-algebraic equation and needs…