Related papers: Exponential rate of convergence for some Markov op…
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…
An analytically derived 'integral operator' approach is introduced to estimate the expectation value of a quantum operator for an evolving state weighted with an exponential function. This allows to compute quantities useful in Nuclear…
Finding conditions ensuring consensus, i.e. convergence to a common value, for a networked system is of crucial interest, both for theoretical reasons and applications. This goal is harder to achieve when connections between agents are…
We describe estimators $\chi_n(X_0,X_1,...,X_n)$, which when applied to an unknown stationary process taking values from a countable alphabet ${\cal X}$, converge almost surely to $k$ in case the process is a $k$-th order Markov chain and…
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
For the last one and a half decades it has been known that the exponential product formula holds also {\it in norm} in nontrivial cases. In this note, we review the results on its convergence in norm as well as pointwise of the integral…
In this paper, we describe the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…
In this paper, we introduce Mellin-Steklov exponential samplingoperators of order $r,r\in\mathbb{N}$, by considering appropriate Mellin-Steklov integrals. We investigate the approximation properties of these operators in continuousbounded…
Convergence of operators acting on a given Hilbert space is an old and well studied topic in operator theory. The idea of introducing a related notion for operators acting on arying spaces is natural. However, it seems that the first…
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…
In this paper we make a theoretical analysis of the convergence rates of Kaczmarz and Extended Kaczmarz projection algorithms for some of the most practically used control sequences. We first prove an at least linear convergence rate for…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
This short note reviews the basic theory for quantifying both the asymptotic and preasymptotic convergence of Markov chain Monte Carlo estimators.
We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…
We obtain sharp bounds on the convergence rate of Markov chains on irreducible representations of finite general linear, unitary, and symplectic groups (in both odd and even characteristic) given by tensoring with Weil representations.
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
In a general setting we solve the following inverse problem: Given a positive operators $R$, acting on measurable functions on a fixed measure space $(X,\mathcal B_X)$, we construct an associated Markov chain. Specifically, starting with a…
This note aims to present novel positive linear operators involving the Wright function. Furthermore, the present research established the moments of these newly defined operators and estimated the convergence rate using the classical…
The ability to estimate the rate of convergence for the distributions of regenerative processes is in great demand. These processes are often encountered in queuing theory and in related problems. In some papers on regenerative processes,…
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples…