Related papers: Realizable monotonicity for continuous-time Markov…
By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
In this paper, we consider two time-inhomogeneous Markov chains $X^{(l)}_t$, $l\in\{1,2\}$, with discrete time on a general state space. We assume the existence of some renewal set $C$ and investigate the time of simultaneous renewal, that…
In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…
We investigate the role of coherence and Markovianity in finding an answer to the question whether the outcomes of a projectively measured quantum stochastic process are compatible with a classical stochastic process. For this purpose we…
We classify the rare events of structured, memoryful stochastic processes and use this to analyze sequential and parallel generators for these events. Given a stochastic process, we introduce a method to construct a new process whose…
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…
Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
This paper addresses the problem of verifying discrete-time stochastic systems against omega-regular specifications using finite-state abstractions. Omega-regular properties allow specifying complex behavior and encompass, for example,…
We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…
Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…
We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…
In the paper we consider an interesting possibility of a time as a stochastic process in quantum mechanics.In order to do it we reconsider time as a mechanical quantity in classical mechanics and afterwards we quantize it. We consider…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
In this paper we study synchronized motions in complex networks in which there are distinct groups of nodes where the dynamical systems on each node within a group are the same but are different for nodes in different groups. Both…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Markov and has the same distribution as the one along any other…