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Recently, the theory concerning piecewise smooth vector fields (PSVFs for short) have been undergoing important improvements. In fact, many results obtained do not have an analogous for smooth vector fields. For example, the chaoticity of…

Dynamical Systems · Mathematics 2021-12-07 Andre Amaral Antunes , Tiago Carvalho

We study the problem of deinterleaving a set of finite-memory (Markov) processes over disjoint finite alphabets, which have been randomly interleaved by a finite-memory switch. The deinterleaver has access to a sample of the resulting…

Information Theory · Computer Science 2011-08-29 Gadiel Seroussi , Wojciech Szpankowski , Marcelo J. Weinberger

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

An edge switch is an operation which makes a local change in a graph while maintaining the degree of every vertex. We introduce a switch move, called a triangle switch, which creates or deletes at least one triangle. Specifically, a make…

Discrete Mathematics · Computer Science 2019-05-14 Colin Cooper , Martin Dyer , Catherine Greenhill

We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…

Probability · Mathematics 2012-09-25 Harry Crane , Steven P. Lalley

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

Statistics Theory · Mathematics 2013-08-14 Hiroki Masuda

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…

Probability · Mathematics 2022-03-21 Chak Hei Lo , Mikhail V. Menshikov , Andrew R. Wade

Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…

Probability · Mathematics 2021-08-03 Armand Bernou

The Kolmogorov-Feller equation for the probability density of a Markov process on a half-axis, which arises in important problems of biology, is considered. This process consists of random jumps distributed according to Laplace's law and a…

Mathematical Physics · Physics 2023-05-30 Olga S. Rozanova

In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a…

Probability · Mathematics 2009-11-03 V. S. Koroliuk , N. Limnios , I. V. Samoilenko

We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

We show that for a general Markov generator the associated square-field (or carr\'e du champs) operator and all their iterations are positive. The proof is based on an interpolation between the operators involving the generator and their…

Functional Analysis · Mathematics 2021-12-10 Artur Stephan , Holger Stephan

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

At sufficiently high chemical potential massive relativistic spin one fields condense. This phenomenon leads to the spontaneous breaking of rotational invariance while linking it to the breaking of internal symmetries. We study the relevant…

High Energy Physics - Phenomenology · Physics 2014-11-17 Francesco Sannino , Wolfgang Schäfer

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

Probability · Mathematics 2016-08-16 J. Ben Hough , Manjunath Krishnapur , Yuval Peres , Bálint Virág

This paper studies a large number of homogeneous Markov decision processes where the transition probabilities and costs are coupled in the empirical distribution of states (also called mean-field). The state of each process is not known to…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider…

Probability · Mathematics 2010-11-09 Amei Amei , Stanley Sawyer

Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…

Methodology · Statistics 2017-04-12 Julien Stoehr

Sample-efficient generalisation of reinforcement learning approaches have always been a challenge, especially, for complex scenes with many components. In this work, we introduce Plug and Play Markov Decision Processes, an object-based…

Machine Learning · Computer Science 2021-08-23 Majid Abdolshah , Hung Le , Thommen Karimpanal George , Sunil Gupta , Santu Rana , Svetha Venkatesh