Related papers: Persistence exponents in Markov chains

Lyapunov exponents of heavy particles and tracers advected by homogeneous and isotropic turbulent flows are investigated by means of direct numerical simulations. For large values of the Stokes number, the main effect of inertia is to…

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…

Persistent homology was shown by Carlsson and Zomorodian to be homology of graded chain complexes with coefficients in the graded ring $\kk[t]$. As such, the behavior of persistence modules -- graded modules over $\kk[t]$ is an important…

The paper is concerned with the equilibrium distribution $\Pi_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+\a)$-th moment condition on the jump distributions, we…

For $m$ given square matrices $A_0, A_1, \cdots, A_{m-1}$ ($m\ge 2$), one of which is assumed to be of rank $1$, and for a given sequence $(\omega_n)$ in $\{0,1, \cdots, m-1\}^\mathbb{N}$, the following limit, if it exists,…

We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

In this paper we show that, if an increasing sequence $\Lambda=(\lambda_k)_{k\in\mathbb{Z}}$ has gaps going to infinity $\lambda_{k+1}-\lambda_k\to +\infty$ when $k\to\pm\infty$, then for every $T>0$ and every sequence…

The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

We complement the argument of M. Z. Garaev (2009) with several other ideas to obtain a stronger version of the large sieve inequality with sparse exponential sequences of the form $\lambda^{s_n}$. In particular, we obtain a result which is…

We present a novel approach to quantifying and optimizing stability in robotic systems based on the Lyapunov exponents addressing an open challenge in the field of robot analysis, design, and optimization. Our method leverages…

We study the stability of $\mathcal{M}_0$, an invariant subset of a Markov process $(X_t)_{t\geq 0}$ on a metric space $\mathcal{M}$. By building the theory of average Lyapunov functions, we formulate general criteria based on the signs of…

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

We consider zero-range processes in ${\mathbb{Z}}^d$ with site dependent jump rates. The rate for a particle jump from site $x$ to $y$ in ${\mathbb{Z}}^d$ is given by $\lambda_xg(k)p(y-x)$, where $p(\cdot)$ is a probability in…

Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…