English
Related papers

Related papers: Local stability in a transient Markov chain

200 papers

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…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Atreyee Kundu

Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…

Probability · Mathematics 2007-05-23 P. Chigansky

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Optimization and Control · Mathematics 2011-10-04 Debasish Chatterjee , Daniel Liberzon

Gradual advancement of control technology gives rise to the studies of the stability of linear systems. The stability of the linear multiagent system is motivated by increasing utilization of agent dynamics together with the number of…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Gurmu Meseret Debele

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

We re-visit the global - relative to control policies - stability of multiclass queueing networks. In these, as is known, it is generally insufficient that the nominal utilization at each server is below 100%. Certain policies, although…

Optimization and Control · Mathematics 2024-03-08 Feiyang Zhao , Itai Gurvich , John Hasenbein

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Statistical Mechanics · Physics 2009-11-11 Jan Naudts , Erik Van der Straeten

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…

Probability · Mathematics 2010-09-08 Pascal Moyal

In this paper, we deal with a two-queue polling system attended by a single server. The server visits the queues according to a Markovian routing mechnism. There are two-class customers in the first queue. Customers of each queue are served…

Probability · Mathematics 2014-11-04 Yuqing Chu , Zaiming Liu , Jinbiao Wu

For networked systems, the control law is typically subject to network flaws such as delays and packet dropouts. Hence, the time in between updates of the control law varies unexpectedly. Here, we present a stability theorem for nonlinear…

Optimization and Control · Mathematics 2012-08-30 Lars Grüne , Jürgen Pannek , Karl Worthmann

This work studies remote state estimation of multiple linear time-invariant systems over shared wireless time-varying communication channels. We model the channel states by a semi-Markov process which captures both the random holding period…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Wanchun Liu , Daniel E. Quevedo , Branka Vucetic , Yonghui Li

We present examples of queuing networks that never come to equilibrium. That is achieved by constructing Non-linear Markov Processes, which are non-ergodic, and possess eternal transience property.

Mathematical Physics · Physics 2007-05-23 Alexander Rybko , Senya Shlosman

We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…

Systems and Control · Computer Science 2012-07-25 Mihalis G. Markakis , Eytan Modiano , John N. Tsitsiklis

The global steady state of a system in thermal equilibrium exponentially favors configurations with lesser energy. This principle is a powerful explanation of self-organization because energy is a local property of a configuration. For…

Probability · Mathematics 2024-06-13 Jacob Calvert , Dana Randall

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

Probability · Mathematics 2013-02-13 Sergey Foss , Seva Shneer , Andrey Tyurlikov

Acyclic preferences recently appeared as an elegant way to model many distributed systems. An acyclic instance admits a unique stable configuration, which can reveal the performance of the system. In this paper, we give the statistical…

Networking and Internet Architecture · Computer Science 2008-09-05 Fabien Mathieu , Gheorghe Postelnicu , Julien Reynier

We study stable matching problems with locality of information and control. In our model, each agent is a node in a fixed network and strives to be matched to another agent. An agent has a complete preference list over all other agents it…

Data Structures and Algorithms · Computer Science 2016-11-22 Martin Hoefer , Lisa Wagner

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…

Probability · Mathematics 2011-01-04 Pawel Lorek , Ryszard Szekli

In this paper we prove the Poisson Hypothesis for the limiting behavior of the large queueing systems in some simple ("mean-field") cases. We show in particular that the corresponding dynamical systems, defined by the non-linear Markov…

Mathematical Physics · Physics 2007-05-23 Alexander Rybko , Senya Shlosman
‹ Prev 1 3 4 5 6 7 10 Next ›