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Strongly contracting dynamical systems have numerous properties (e.g., incremental ISS), find widespread applications (e.g., in controls and learning), and their study is receiving increasing attention. This work starts with the simple…

Optimization and Control · Mathematics 2023-05-30 Kevin D. Smith , Francesco Bullo

While run-and-tumble particles are a foundational model for self-propelled particles as bacteria or Janus particles, the analytical derivation of their steady state from the microscopic details is still an open problem. By directly modeling…

Statistical Mechanics · Physics 2025-03-07 Leo Hahn , Arnaud Guillin , Manon Michel

In this paper, we prove the following assertion for an absorbing Markov decision process (MDP) with the given initial distribution, which is also assumed to be semi-continuous: the continuity of the projection mapping from the space of…

Optimization and Control · Mathematics 2023-11-27 Alexey Piunovskiy , Yi Zhang

Let $T: X\mapsto X$ be a deterministic dynamical system preserving a probability measure $\mu$. A dynamical Borel-Cantelli lemma asserts that for certain sequences of subsets $A_n\subset X$ and $\mu$-almost every point $x\in X$ the…

Dynamical Systems · Mathematics 2007-05-23 Nikolai Chernov , Dmitry Kleinbock

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

In this paper, the notion of measure complexity is introduced for a topological dynamical system and it is shown that Sarnak's M\"{o}bius disjointness conjecture holds for any system for which every invariant Borel probability measure has…

Dynamical Systems · Mathematics 2017-07-21 Wen Huang , Zhiren Wang , Xiangdong Ye

We study the dynamical Borel-Cantelli lemma for recurrence sets in a measure preserving dynamical system $(X, \mu, T)$ with a compatible metric $d$. We prove that, under some regularity conditions, the $\mu$-measure of the following set \[…

Dynamical Systems · Mathematics 2020-09-09 Mumtaz Hussain , Bing Li , David Simmons , Baowei Wang

The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…

Probability · Mathematics 2022-06-30 Benjamin Fehrman , Benjamin Gess , Rishabh S. Gvalani

Rate processes are often modeled using Markov-State Models (MSM). Suppose you know a prior MSM, and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example,…

Statistical Mechanics · Physics 2017-11-09 Purushottam D. Dixit , Ken A. Dill

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

Probability · Mathematics 2025-08-05 Noé Ensarguet , Paolo Perrone

We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…

Chemical Physics · Physics 2013-01-14 A. N. Gorban

The Riesz-Markov theorem identifies any positive, finite, and regular Borel measure on the complex unit circle with a positive linear functional on the continuous functions. By the Weierstrass approximation theorem, the continuous functions…

Functional Analysis · Mathematics 2019-10-23 Michael T. Jury , Robert T. W. Martin

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

Dynamical Systems · Mathematics 2016-05-03 Ian Melbourne

Decisiveness of infinite Markov chains with respect to some (finite or infinite) target set of states is a key property that allows to compute the reachability probability of this set up to an arbitrary precision. Most of the existing works…

Formal Languages and Automata Theory · Computer Science 2023-06-01 Alain Finkel , Serge Haddad , Lina Ye

We consider a complete metric space $(X,d)$ and a countable number of contractive mappings on $X$, $\mathcal{F}=\{F_i:i\in\mathbb N\}$. We show the existence of a {\em smallest} invariant set (with respect to inclusion) for $\mathcal{F}$.…

Classical Analysis and ODEs · Mathematics 2013-07-04 Maria Fernanda Barrozo , Ursula Molter

In the general context of computable metric spaces and computable measures we prove a kind of constructive Borel-Cantelli lemma: given a sequence (constructive in some way) of sets $A_{i}$ with effectively summable measures, there are…

Classical Analysis and ODEs · Mathematics 2008-06-30 Stefano Galatolo , Mathieu Hoyrup , Cristobal Rojas

The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…

Dynamical Systems · Mathematics 2012-08-20 Erik Bates , Blake Chamberlain , Rachel Gettinger

We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and…

Portfolio Management · Quantitative Finance 2012-12-18 Sara Biagini , Jocelyne Bion-Nadal

The present paper considers the constrained optimal control problem with total undiscounted criteria for a continuous-time Markov decision process (CTMDP) in Borel state and action spaces. Under the standard compactness and continuity…

Optimization and Control · Mathematics 2014-10-31 Xianping Guo , Yi Zhang

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…

Dynamical Systems · Mathematics 2009-09-10 Jeffrey Diller , Romain Dujardin , Vincent Guedj