Related papers: Erratum: Coding map for a contractive Markov syste…
This paper combines the decomposition technique ($\sigma$-stability) in random functional analysis with the deterministic theory of asymptotically pointwise contractions to provide a complete self-contained derivation of a fixed point…
We study the pointwise perturbations of countable Markov maps with infinitely many inverse branches and establish the following continuity theorem: Let $T_k$ and $T$ be expanding countable Markov maps such that the inverse branches of $T_k$…
Matrix measures induced by vector norms are widely used in contraction theory of nonlinear dynamical systems. A natural and important robustness question is whether negativity of a matrix measure is preserved under arbitrary nonnegative…
One of the broadest concepts of measurement in quantum theory is the generalized measurement. Another paradigm of measurement--arising naturally in quantum optics, among other fields--is that of continuous-time measurements, which can be…
In this paper, we consider a continuous-time Markov decision process (CTMDP) in Borel spaces, where the certainty equivalent with respect to the exponential utility of the total undiscounted cost is to be minimized. The cost rate is…
Topological measures and deficient topological measures generalize Borel measures and correspond to certain non-linear functionals. We study integration with respect to deficient topological measures on locally compact spaces. Such an…
The Carath\'eodory theorem on the construction of a measure is generalized by replacing the outer measure with an approximation of it and generalizing the Carath\'eodory measurability. The new theorem is applied to obtain dynamically…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
We derive new variants of the quantitative Borel--Cantelli lemma and apply them to analysis of statistical properties for some dynamical systems. We consider intermittent maps of $(0,1]$ which have absolutely continuous invariant…
Let $\mu$ be the logarithmic equilibrium measure on a compact set $\gamma \subset \mathbb{R}^{d}$. We prove that $\mu$ is absolutely continuous with respect to the length measure on the part of $\gamma$ which can be locally expressed as the…
This paper shows the usefulness of the Perov contraction theorem, which is a generalization of the classical Banach contraction theorem, for solving Markov dynamic programming problems. When the reward function is unbounded, combining an…
A dynamical system is called contractive if any two solutions approach one another at an exponential rate. More precisely, the dynamics contracts lines at an exponential rate. This property implies highly ordered asymptotic behavior…
We introduce two abstract constructions for building new measurable dynamical systems from existing ones and study their ergodic properties. The first of these constructions, a "reciprocal transformation," produces a type of non-singular…
We show that every diffeomorphism with mostly contracting center direction exhibits a geometric-combinatorial structure, which we call \emph{skeleton}, that determines the number, basins and supports of the physical measures. Furthermore,…
We investigate a class of estimators of the Markov order for stationary ergodic processes which form a slight modification of the constructions by Merhav, Gutman, and Ziv in 1989 as well as by Ryabko, Astola, and Malyutov in 2006 and 2016.…
The Krieger generator theorem says that every invertible ergodic measure-preserving system with finite measure-theoretic entropy can be embedded into a full shift with strictly greater topological entropy. We extend Krieger's theorem to…
We study the problem of reconstructing and predicting the future of a dynamical system by the use of time-delay measurements of typical observables. Considering the case of too few measurements, we prove that for Lipschitz systems on…
We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…
We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…
This article considers the average optimality for a continuous-time Markov decision process with Borel state and action spaces and an arbitrarily unbounded nonnegative cost rate. The existence of a deterministic stationary optimal policy is…