Related papers: Stable processes conditioned to avoid an interval
We suggest a method for constructing positive harmonic functions for a wide class of transition kernels on $Z^+$. We also find natural conditions under which these functions have positive finite limits at infinity. Further, we apply our…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
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…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…
This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…
Current molecular dynamic simulations of biomolecules using multiple time steps to update the slowingly changing force are hampered by an instability occuring at time step equal to half the period of the fastest vibrating mode. This has…
This paper deals with classes of (de)stabilizing switching signals for switched systems. Most of the available conditions for stability of switched systems are sufficient in nature, and consequently, their violation does not conclude…
In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with…
This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…
In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…
This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It develops Shao's work [SIAM J. Control Optim., 55(2017), pp.…
We examine the effects of stochastic input currents on the firing behavior of two excitable neurons coupled with fast excitatory synapses. In such cells (models), typified by the quadratic integrate and fire model, mutual synaptic coupling…
Consider the planar linear switched system $\dot x(t)=u(t)Ax(t)+(1-u(t))Bx(t),$ where $A$ and $B$ are two $2\times2$ real matrices, $x \in \R^2$, and $u(.):[0,\infty[\to\{0,1\}$ is a measurable function. In this paper we consider the…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…