Related papers: Uniform convergence to the Q-process
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…
We employ the recently developed multi-time scale averaging method to study the large time behavior of slowly changing (in time) Hamiltonians. We treat some known cases in a new way, such as the Zener problem, and we give another proof of…
In this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an…
In this note we prove that the speed of convergence of the workload of a L\'evy-driven queue to the quasi-stationary distribution is of order $1/t$. We identify also the Laplace transform of the measure giving this speed and provide some…
Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…
This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…
Consider a class of skew product transformations consisting of an ergodic or a periodic transformation on a probability space (M, B, m) in the base and a semigroup of transformations on another probability space (W,F,P) in the fibre. Under…
We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…
We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…
We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is…
We define a class of dynamical maps on the quasi-local algebra of a quantum spin system, which are quantum analogues of probabilistic cellular automata. We develop criteria for such a system to be ergodic, i.e., to possess a unique…
We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned…
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…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
We establish an equidistribution theorem for the zeros of random holomorphic sections of high powers of a positive holomorphic line bundle. The equidistribution is associated with a family of singular moderate measures. We also give a…
The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
Equidistant and non-equidistant single pulse "bang-bang" dynamical controls are investigated in the context of mean ergodic theorems. We show the requirements in which the limit of infinite pulse control for both the equidistant and the…
In all existing quantum walk models, the assumption about a pre-existing fixed background causal structure is always made and has been taken for granted. Nevertheless, in this work we will get rid of this tacit assumption especially by…