Related papers: Bai-Pollicott Algorithm for Markovian Products of …
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…
This paper is concerned with the study of random (Bernoulli and Markovian) product of matrices on a compact space of symbols. We establish the analyticity of the maximal Lyapunov exponent as a function of the transition probabilities, thus…
We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of…
We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…
The class of matrix optimization problems (MOPs) has been recognized in recent years to be a powerful tool by researchers far beyond the optimization community to model many important applications involving structured low rank matrices.…
In this paper, we define some Markov Chains associated to Vershik maps on Bratteli diagrams. We study probabilistic and spectral properties of their transition operators and we prove that the spectra of these operators are connected to…
A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
We introduce a Markov product structure for multivariate tail dependence functions, building upon the well-known Markov product for copulas. We investigate algebraic and monotonicity properties of this new product as well as its role in…
In this paper, we describe the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…
Using the concept of the Boolean derivative we study damage spreading for one dimensional elementary cellular automata and define their maximal Lyapunov exponent. A random matrix approximation describes quite well the behavior of…
We discuss the Berezin transform, a Markov operator associated to positive operator valued measures (POVMs), in a number of contexts including the Berezin-Toeplitz quantization, Donaldson's dynamical system on the space of Hermitian…
A cycle expansion for the Lyapunov exponent of a product of random matrices is derived. The formula is non-perturbative and numerically effective, which allows the Lyapunov exponent to be computed to high accuracy. In particular, the free…
We propose a dynamical matrix product ansatz describing the stochastic dynamics of two species of particles with excluded-volume interaction and the quantum mechanics of the associated quantum spin chains respectively. Analyzing consistency…
We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let $\Phi$ be a class of functions on the parameter space and consider estimating elements of $\Phi$ under quadratic loss. If the…
We analyse products of random $R\times R$ matrices by means of a variant of the replica trick which was recently introduced for one-dimensional disordered Ising models. The replicated transfer matrix can be block-diagonalized with help of…
Consider the basic algorithm to perform the transformation n--> n+1 changing digits of the d-adic expansion of n one by one. We obtain a family of Markov chains on the non-negative integers through sucessive and independent applications of…
The purpose of this article is to derive a Markovian approximation of the reduced time dynamics of observables for the Pauli-Fierz Hamiltonian with a precise control of the error terms. In that aim, we define a Lindblad operator associated…
We investigate the location of zeros and poles of a dynamical zeta function arizing in a class of lattice spin models introduced in the 60-ties by M. Kac. The transfer operator method allows us to prove the xistence of infinitely nontrivial…
We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new…