Related papers: Exploding Markov operators
Virtually all questions that one can ask about the behavioral and structural complexity of a stochastic process reduce to a linear algebraic framing of a time evolution governed by an appropriate hidden-Markov process generator. Each type…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the…
In this article, we prove maximal inequality and ergodic theorems for state preserving actions on von Neumann algebra by an amenable, locally compact, second countable group equipped with the metric satisfying the doubling condition. The…
The second law of thermodynamics states that entropy production cannot be negative. Recent developments concerning uncertainty relations in stochastic thermodynamics, such as thermodynamic uncertainty relations and speed limits, have…
We examine a 2-dimensional ODE which exhibits explosion in finite time. Considered as an SDE with additive white noise, it is known to be complete - in the sense that for each initial condition there is almost surely no explosion.…
We characterize the points that satisfy Birkhoff's ergodic theorem under certain computability conditions in terms of algorithmic randomness. First, we use the method of cutting and stacking to show that if an element x of the Cantor space…
For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear…
We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…
A consistent generalization of statistical mechanics is obtained by applying the maximum entropy principle to a trace-form entropy and by requiring that physically motivated mathematical properties are preserved. The emerging…
We show that a certain type of quasi finite, conservative, ergodic, measure preserving transformation always has a maximal zero entropy factor, generated by predictable sets. We also construct a conservative, ergodic, measure preserving…
For arbitrary second-order differential operators, the existence conditions and the construction of intertwining transmutation operators are shown. In an explicit form found hyperbolic equations with two independent variables and their…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…
In this paper we consider quadratic stochastic operators designed on finite Abelian groups. It is proved that such operators have the property of regularity.
It is shown that any Hermitian operator can be expanded in terms of a set of operators formed from biorthogonal basis, and the expansion coefficients are given as products of weight functions and weak values, shedding a new light on the…
We study power boundedness and related properties such as mean ergodicity for (weighted) composition operators on function spaces defined by local properties. As a main application of our general approach we characterize when (weighted)…