Related papers: Markovian dynamics of concurrent systems
Statistical discoveries are often obtained through multiple hypothesis testing. A variety of procedures exists to evaluate multiple hypotheses, for instance the ones of Benjamini-Hochberg, Bonferroni, Holm or Sidak. We are particularly…
This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…
We consider a general model of a heterogeneous polymer chain fluctuating in the proximity of an interface between two selective solvents. The heterogeneous character of the model comes from the fact that the monomer units interact with the…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
The flow of contracting systems contracts 1-dimensional parallelotopes, i.e., line segments, at an exponential rate. One reason for the usefulness of contracting systems is that many interconnections of contracting sub-systems yield an…
We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…
In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…
We consider the problem of random uniform generation of traces (the elements of a free partially commutative monoid) in light of the uniform measure on the boundary at infinity of the associated monoid. We obtain a product decomposition of…
We introduce a new embarrassingly parallel parameter learning algorithm for Markov random fields with untied parameters which is efficient for a large class of practical models. Our algorithm parallelizes naturally over cliques and, for…
Quantum trajectories of a Markovian open quantum system arise from the back-action of measurements performed in the environment with which the system interacts. In this work, we consider counting measurements of quantum jumps, corresponding…
In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…
We consider average-cost Markov decision processes (MDPs) with Borel state spaces, countable, discrete action spaces, and strictly unbounded one-stage costs. For the minimum pair approach, we introduce a new majorization condition on the…
We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…
We study measurable dependence of measures on a parameter in the following two classical problems: constructing conditional measures and the Kantorovich optimal transportation. We obtain broad sufficient conditions for the existence of…
We introduce deterministic concurrent systems as a subclass of concurrent systems. Deterministic concurrent system are "locally commutative" concurrent systems. We prove that irreducible and deterministic concurrent systems have a unique…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…
The graph-related symmetries of a reaction network give rise to certain special equilibria (such as complex balanced equilibria) in deterministic models of dynamics of the reaction network. Correspondingly, in the stochastic setting, when…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…