Related papers: Almost Sure Asymptotic Stability for Regime-Switch…
Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove,…
A description in terms of transition rates among cells is used to analyze self-diffusion of hard spheres in the fluid phase. Cell size is assumed much larger than the mean free path. Transition state theory is used to obtain an equation…
In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…
In this paper, a stochastic Gilpin-Ayala population model with regime switching and white noise is considered. All parameters are influenced by stochastic perturbations. The existence of global positive solution, asymptotic stability in…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
We present a theorem that allows to simplify linear stability analysis of periodic and quasiperiodic nonlinear regimes in N-particle mechanical systems (both conservative and dissipative) with different kinds of discrete symmetry. This…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…
In a previous paper(2021), the author studied the asymptotic behavior of coexistence steady-states to the Shigesada-Kawasaki-Teramoto model as both cross-diffusion coefficients tend to infinity at the same rate. As a result, he proved that…
Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…
Non-equilibrium molecular dynamics simulations are used to demonstrate the asymptotic convergence of the Transient and Steady State forms of the Fluctuation Theorem. In the case of planar Poiseuille flow, we find that the Transient form,…
We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…
Significant advancements have emerged in the theory of asymptotic stability of shear flows in stably stratified fluids. In this comprehensive review, we spotlight these recent developments, with particular emphasis on novel approaches that…
We provide a partially affirmative answer to the following question on robustness of polynomial stability with respect to sampling: ``Suppose that a continuous-time state-feedback controller achieves the polynomial stability of the…
We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous and state-dependent. Then the strong Feller properties of these processes are…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…