English
Related papers

Related papers: Local stability in a transient Markov chain

200 papers

We study a supply chain consisting of production-inventory systems at several locations which are coupled by a common supplier. Demand of customers arrives at each production system according to a Poisson process and is lost if the local…

Probability · Mathematics 2023-03-21 Sonja Otten

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…

Disordered Systems and Neural Networks · Physics 2026-03-31 Francesco Ferraro , Christian Grilletta , Amos Maritan , Samir Suweis , Sandro Azaele

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

Let (X,T) be a topologically transitive dynamical system. We show that if there is a subsystem (Y,T) of (X,T) such that (X\times Y, T\times T) is transitive, then (X,T) is strongly chaotic in the sense of Li and Yorke. We then show that…

Dynamical Systems · Mathematics 2009-01-16 E. Akin , E. Glasner , W. Huang , S. Shao , X. Ye

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…

Statistical Mechanics · Physics 2007-05-23 Hernan Larralde , Francois Leyvraz , David P. Sanders

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…

Optimization and Control · Mathematics 2016-11-09 Corentin Briat

We study networked control of non-linear systems where system states and tentative plant input sequences are transmitted over unreliable communication channels. The sequences are calculated recursively by using a pre-designed nominally…

Optimization and Control · Mathematics 2013-11-08 Daniel E. Quevedo , Isabel Jurado

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…

Systems and Control · Electrical Eng. & Systems 2020-08-25 Atreyee Kundu

This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have…

Networking and Internet Architecture · Computer Science 2007-08-13 Nelson Antunes , Christine Fricker , Philippe Robert , Danielle Tibi

A number of biological systems can be modeled by Markov chains. Recently, there has been an increasing concern about when biological systems modeled by Markov chains will perform a dynamic phenomenon called overshoot. In this article, we…

Quantitative Methods · Quantitative Biology 2014-08-27 Chen Jia , Minping Qian , Daquan Jiang

In this paper we provide a set of stability conditions for linear time-varying networked control systems with arbitrary topologies using a piecewise quadratic switching stabilization approach with multiple quadratic Lyapunov functions. We…

Optimization and Control · Mathematics 2018-04-04 Mohammad Razeghi-Jahromi , Saeed Manaffam , Alireza Seyedi , Azadeh Vosoughi

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

Probability · Mathematics 2012-10-11 Fangjun Xu

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

Statistical Mechanics · Physics 2022-12-19 Matteo Smerlak

This paper addresses the stabilization issue for fractional order switching systems. Common Lyapunov method is generalized for fractional order systems and frequency domain stability equivalent to this method is proposed to prove the…

Adaptation and Self-Organizing Systems · Physics 2012-05-29 S. Hassan HosseinNia , Inés Tejado , Blas M. Vinagre

A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…

Disordered Systems and Neural Networks · Physics 2015-06-25 V. I. Yukalov

This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…

Probability · Mathematics 2017-11-15 Dieter Fiems , Michel Mandjes , Brendan Patch

A wireless network in which packets are broadcast to a group of receivers through use of a random access protocol is considered in this work. The relation to previous work on networks of interacting queues is discussed and subsequently, the…

Information Theory · Computer Science 2007-11-05 Brooke Shrader , Anthony Ephremides