English
Related papers

Related papers: Stable states of perturbed Markov chains

200 papers

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…

Probability · Mathematics 2008-07-10 Bernard Bercu , Francois Dufour , G. George Yin

We analyze the steady state entanglement generated in a coherently coupled dimer system subject to dephasing noise as a function of the degree of Markovianity of the evolution. By keeping fixed the effective noise strength while varying the…

Quantum Physics · Physics 2012-04-25 Susana F. Huelga , Ángel Rivas , Martin B. Plenio

Given a family of systems, identifying stabilizing switching signals in terms of infinite walks constructed by concatenating cycles on the underlying directed graph of a switched system that satisfy certain conditions, is a well-known…

Systems and Control · Computer Science 2020-05-18 Atreyee Kundu

We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…

Dynamical Systems · Mathematics 2009-01-12 Elena Braverman , Sergey Zhukovskiy

We study the accurate and efficient computation of the expected number of times each state is visited in discrete- and continuous-time Markov chains. To obtain sound accuracy guarantees efficiently, we lift interval iteration and…

Logic in Computer Science · Computer Science 2024-02-21 Hannah Mertens , Joost-Pieter Katoen , Tim Quatmann , Tobias Winkler

We treat $n$-dimensional piecewise-linear continuous maps with two pieces, each of which has exactly one unstable direction, and identify an explicit set of sufficient conditions for the existence of a chaotic attractor. The conditions…

Chaotic Dynamics · Physics 2024-10-31 Indranil Ghosh , David J. W. Simpson

We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…

Probability · Mathematics 2013-09-02 Xiongping Dai , Yu Huang , Mingqing Xiao

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

Dynamical Systems · Mathematics 2014-11-18 Ivan Werner

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…

Dynamical Systems · Mathematics 2019-12-24 Yacine Chitour , Nicola Guglielmi , Mario Sigalotti , Vladimir Protasov

It is shown that a positive linear system on a time scale with a bounded graininess is uniformly exponentially stable if and only if the characteristic polynomial of the matrix defining the system has all its coefficients positive. Then…

Optimization and Control · Mathematics 2019-03-12 ZbigniewBartosiewicz

We consider ergodic backward stochastic differential equations in a discrete time setting, where noise is generated by a finite state Markov chain. We show existence and uniqueness of solutions, along with a comparison theorem. To obtain…

Probability · Mathematics 2015-09-02 Andrew L. Allan , Samuel N. Cohen

The stability problem of a class of nonlinear switched systems defined on compact sets with state-dependent switching is considered. Instead of the Caratheodory solutions, the general Filippov solutions are studied. This encapsulates…

Optimization and Control · Mathematics 2017-07-31 Mohamadreza Ahmadi , Hamed Mojallali , Rafael Wisniewski

For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular,…

Probability · Mathematics 2026-04-02 Sergey Foss , Michael Scheutzow

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Raktim Bhattacharya

We investigate entropy minimization problems for quantum states subject to convex block-separable constraints. Our principal result is a quantitative stability theorem: under a natural confining (fixed-support) hypothesis, if a state has…

Quantum Physics · Physics 2026-01-21 Hassan Nasreddine

Recently, there has been an increasing interest on nonautonomous composition of perturbed hyperbolic systems: composing perturbations of a given hyperbolic map $F$ results in statistical behaviour close to that of $F$. We show this fact in…

Dynamical Systems · Mathematics 2017-06-02 Matteo Tanzi , Tiago Pereira , Sebastian van Strien

We study the stability properties of linear time-varying systems in continuous time whose system matrix is Metzler with zero row sums. This class of systems arises naturally in the context of distributed decision problems, coordination and…

Optimization and Control · Mathematics 2007-05-23 Luc Moreau

We consider whether ergodic Markov chains with bounded step size remain bounded in probability when their transitions are modified by an adversary on a bounded subset. We provide counterexamples to show that the answer is no in general, and…

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

Probability · Mathematics 2012-08-28 Roberto Imbuzeiro Oliveira