Related papers: Perturbations of continuous-time Markov chains
This paper establishes comprehensive stability results for quasi-variational inequalities (QVIs) under monotone perturbations of the governing operator. We prove strong convergence of both minimal and maximal solutions when sequences of…
An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…
We make use of matrix representations of completely positive maps in order to study open quantum dynamics on graphs, with emphasis on quantum walks and the associated trajectories obtained via a monitoring of the position. We discuss the…
We show that the quantum $R$ matrix for symmetric tensor representations of $U_q(A^{(1)}_n)$ satisfies the sum rule required for its stochastic interpretation under a suitable gauge. Its matrix elements at a special point of the spectral…
New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
An integrable theory is developed for the perturbation equations engendered from small disturbances of solutions. It includes various integrable properties of the perturbation equations: hereditary recursion operators, master symmetries,…
It is proved that the limit of the normalized rate-distortion functions of block independent approximations of an irreducible, aperiodic Markoff chain is independent of the initial distribution of the Markoff chain and thus, is also equal…
Matrix regularity is a key to various problems in applied mathematics. The sufficient conditions, used for checking regularity of interval parametric matrices, usually fail in case of large parameter intervals. We present necessary and…
This note introduces a family of circulant quantum channels -- a subclass of the mixed-permutation channels -- and investigates its key structural and operational properties. We show that the image of the circulant quantum channel is…
The article is devoted to different aspects of the question "What can be done with a matrix by low rank perturbation?" It is proved that one can change a geometrically simple spectrum drastically by a rank 1 permutation, but the situation…
The quantum integrability of a class of massive perturbations of the parafermionic conformal field theories associated to compact Lie groups is established by showing that they have quantum conserved densities of scale dimension 2 and 3.…
A characterization of the structure of a regular matrix pencil obtained by a bounded rank perturbation of another regular matrix pencil has been recently obtained. The result generalizes the solution for the bounded rank perturbation…
Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfies a differential equation associated with the quadratic…
This paper studies the regularity of the minimum time function, $T(\cdot)$, for a control system with a general closed target, taking the state equation in the form of a differential inclusion. Our first result is a sensitivity relation…
In a series of works published in the 1990-s, Kerov put forth various applications of the circle of ideas centred at the Markov moment problem to the limiting shape of random continual diagrams arising in representation theory and spectral…
We provide a characterisation of the continuous-time Markov models where the Markov matrices from the model can be parameterised directly in terms of the associated rate matrices (generators). That is, each Markov matrix can be expressed as…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…