Related papers: On the occupancy problem for a regime switching mo…
We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…
This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
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…
We introduce a new random graph model motivated by biological questions relating to speciation. This random graph is defined as the stationary distribution of a Markov chain on the space of graphs on $\{1, \ldots, n\}$. The dynamics of this…
Resistive switching is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
The paper concerns the classical occupancy scheme with infinitely many boxes. We establish approximations to the distributions of the number of occupied boxes, and of the number of boxes containing exactly r balls, within the family of…
This work focuses on optimal controls of a class of stochastic SIS epidemic models under regime switching. By assuming that a decision maker can either influence the infectivity period or isolate infected individuals, our aim is to minimize…
We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
During their lifetimes, individuals in populations pass through different states, and the notion of an occupancy time describes the amount of time an individual spends in a given set of states. Questions related to this idea were studied in…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…
We present theory and algorithms for the computation of probability-weighted "keep-out" sets to assure probabilistically safe navigation in the presence of multiple rigid body obstacles with stochastic dynamics. Our forward stochastic…
Markov regime switching models have been widely used in numerous empirical applications in economics and finance. However, the asymptotic distribution of the maximum likelihood estimator (MLE) has not been proven for some empirically…
This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
In this article, we study a branching random walk in an environment which depends on the time. This time-inhomogeneous environment consists of a sequence of macroscopic time intervals, in each of which the law of reproduction remains…
We study the regularity of the stochastic representation of the solution of a class of initial-boundary value problems related to a regime-switching diffusion. This representation is related to the value function of a finite-horizon optimal…