Related papers: Entry and return times for semi-flows
This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…
We observe returns of a simple random walk on a finite graph to a fixed node, and would like to infer properties of the graph, in particular properties of the spectrum of the transition matrix. This is not possible in general, but at least…
We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems that captures the feedback loop between learning algorithms and the distributions on which they are deployed. Prior work largely models…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
We make use of point transformations to introduce new canonical variables for systems defined on a finite interval and on the half-line so that new position variables should take all real values from $-\infty$ to $\infty$. The completeness…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently,…
We study an elementary Markov process on graphs based on electric flow sampling (elfs). The elfs process repeatedly samples from an electric flow on a graph. While the sinks of the flow are fixed, the source is updated using the electric…
We consider a dynamical process in a network which distributes all particles (tokens) located at a node among its neighbors, in a round-robin manner. We show that in the recurrent state of this dynamics (i.e., disregarding a polynomially…
The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…
The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…
Index theory revealed its outstanding role in the study of periodic orbits of Hamiltonian systems and the dynamical consequences of this theory are enormous. Although the index theory in the periodic case is well-established, very few…
The main purpose of this paper is mathematical analysis on time-periodic flows of electrons and holes in semiconductors. The flows appear in a situation that alternating-current voltages are applied to devices. In this paper, we study the…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction is the augmentation of phase space with an additional time…
The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems…
An analogy is drawn between version of non-equilibrium thermodynamics a distribution-based containing an additional thermodynamic first-passage time parameter, nonequilibrium statistical operator method and extended irreversible…
The Path Contraction and Cycle Contraction problems take as input an undirected graph $G$ with $n$ vertices, $m$ edges and an integer $k$ and determine whether one can obtain a path or a cycle, respectively, by performing at most $k$ edge…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…