Related papers: Perturbations of continuous-time Markov chains
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
We prove that the limit profile of a sequence of reversible Markov chains exhibiting total variation cutoff is a continuous function, under a computable condition involving the spectrum of the transition matrix and the cutoff window.
We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…
We consider a minimal realization of a rational matrix functions. We perturb the polynomial part and one of the constant matrices from the realization part. We derive explicit computable expressions of backward errors of approximate…
We consider the massive {perturbation} of the Generalised Minimal Model introduced by Al. Zamolodchikov. The one-point functions in this case are supposed to be described by certain function $\omega(\z,\xi)$. We prove that this function…
The concept of structural invariance previously introduced by the authors is used to argue that the connection between random matrix theory and quantum systems with a chaotic classical counterpart is in fact largely exact in the…
The perturbative framework of the space-time non-commutative real scalar field theory is formulated, based on the unitary S-matrix. Unitarity of the S-matrix is explicitly checked order by order using the Heisenberg picture of Lagrangian…
Computing a perturbative S-matrix through Feynman series in quantum field theory, the regularization used does not affect the final result. We propose a new approach to construction of the perturbative S-matrices, so that they will depend…
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However,…
This paper provides sufficient conditions for stability of switched linear systems under dwell-time switching. Piece-wise quadratic functions are utilized to characterize the Lyapunov functions and bilinear matrix inequalities conditions…
Considering a Markov chain defined on a cycle, near-quadratic improvement of mixing is shown when only a subtle perturbation is introduced to the structure and non-reversible transition probabilities are used. More precisely, a mixing time…
We study several aspects of the regular deformations of completely integrable systems. Namely, we prove the existence of a Hamiltonian normal form for these deformations and we show the necessary and sufficient conditions a perturbation has…
Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
For downward skip-free continuous-time Markov chains on non-negative integers stopped at zero, existence of a quasi-stationary distribution is studied. The scale function for these processes is introduced and the boundary is classified by a…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…