Related papers: Markovian dynamics of concurrent systems
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
This paper introduces a new model for node behavior namely Correlated Node Behavior Model which is an extension of Node Behavior Model. The model adopts semi Markov process in continuous time which clusters the node that has correlation.…
We provide a characterisation of the continuous-time Markov models where the Markov matrices from the model can be parameterised directly in terms of the associated rate matrices (generators). That is, each Markov matrix can be expressed as…
In two-way contingency tables we sometimes find that frequencies along the diagonal cells are relatively larger(or smaller) compared to off-diagonal cells, particularly in square tables with the common categories for the rows and the…
For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…
We propose an axiomatic approach for design and performance analysis of noisy linear consensus networks by introducing a notion of systemic performance measure. This class of measures are spectral functions of Laplacian eigenvalues of the…
We show that the stability problem and the problem of constructing Barabanov norms can be resolved for planar linear switching systems in an explicit form. This can be done for every compact control set of $2 \times 2$ matrices. If the…
Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph $G=(V,…
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…
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evolution of the extreme event when the chain moves out of the…
The Markov-Bernstein type inequalities between the norms of functions and of their derivatives are analysed for complex exponential polynomials. We establish a relation between the sharp constants in those inequalities and the stability…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions…
The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measurement model statistics are…
Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…
A decisionmaker faces $n$ alternatives, each of which represents a potential reward. After investing costly resources into investigating the alternatives, the decisionmaker may select one, or more generally a feasible subset, and obtain the…
A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
This paper deals with strong structural controllability of linear systems. In contrast to existing work, the structured systems studied in this paper have a so-called zero/nonzero/arbitrary structure, which means that some of the entries…
The evolution of a quantum system undergoing repeated indirect measurements naturally leads to a Markov chain on the set of states which is called a quantum trajectory. In this paper we consider a specific model of such a quantum trajectory…