Related papers: Perturbations of continuous-time Markov chains
This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…
In this paper, we develop some matrix Poisson's equations satisfied by the mean and variance of the mixing time in an irreducible positive-recurrent discrete-time Markov chain with infinitely-many levels, and provide a computational…
This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a…
A $n\times n$ matrix $A$ has normal defect one if it is not normal, however can be embedded as a north-western block into a normal matrix of size $(n+1)\times (n+1)$. The latter is called a minimal normal completion of $A$. A construction…
The causal perturbation theory is an axiomatic perturbative theory of the S-matrix. This formalism has as its essence the following axioms: causality, Lorentz invariance and asymptotic conditions. Any other property must be showed via the…
We calculate the S-matrix correlation function for chaotic scattering on quantum graphs and show that it agrees with that of random--matrix theory (RMT). We also calculate all higher S-matrix correlation functions in the Ericson regime.…
The main aim of the present paper is to prove the existence of a phase transition in quantum Markov chain (QMC) scheme for the Ising type models on a Cayley tree. Note that this kind of models do not have one-dimensional analogous, i.e. the…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…
We show the existence of periodic solutions for continuous symmetric perturbations of certain planar power law problems.
This paper focuses on a class of continuous-time controlled Markov chains with time-inconsistent and distribution-dependent cost functional (in some appropriate sense). A new definition of time-inconsistent distribution-dependent…
In this article, I provide significant mathematical evidence in support of the existence of short-time approximations of any polynomial order for the computation of density matrices of physical systems described by arbitrarily smooth and…
We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…
We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.
We consider the problem of finding the transition rates of a continuous-time homogeneous Markov chain under the empirical condition that the state changes at most once during a time interval of unit length. It is proven that this…
This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Markov chains arises naturally as a projection under the KL…
Quantum chaotic systems are conjectured to display a spectrum whose fine-grained features (gaps and correlations) are well described by Random Matrix Theory (RMT). We propose and develop a complementary version of this conjecture: quantum…
Our main result is the analysis of singularities of integrands of integrals representing matrix elements of scattering matrix and inclusive scattering matrix in perturbation theory. These results are proven for any quantum field theory in…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
In this paper, we have proved four theorems on the degree of approximation of continuous functions by matrix means of their Fourier series which is expressed in terms of the modulus of continuity and a non-negative mediate function.