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Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…
Poisson's equation has a lot of applications in various areas. Usually it is hard to derive the explicit expression of the solution of Poisson's equation for a Markov chain on an infinitely many state space. We will present a computational…
The uniformly hyperbolic Anosov C-systems defined on a torus have exponential instability of their trajectories, and as such C-systems have mixing of all orders and nonzero Kolmogorov entropy. The mixing property of all orders means that…
Hyperbolic systems in one dimensional space are frequently used in modeling of many physical systems. In our recent works, we introduced time independent feedbacks leading to the finite stabilization for the optimal time of homogeneous…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We introduce a weak asymptotic version of nonlinear contraction, termed \emph{asymptotic pointwise contraction}. For a mapping on a metric space, this notion requires the existence of a sequence of functions that dominate the distances…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We provide explicit closed form expressions for strict Lyapunov functions for time-varying discrete time systems. Our Lyapunov functions are expressed in terms of known nonstrict Lyapunov functions for the dynamics and finite sums of…
This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…
We prove that the limit profile of a sequence of reversible Markov chains exhibiting total variation cutoff is a continuous function, under a computable condition involving the spectrum of the transition matrix and the cutoff window.
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
A continuous infinite system of point particles with strong superstable interaction is considered in the framework of classical statistical mechanics. The family of approximated correlation functions is determined in such a way, that they…
Recently, there have been efforts towards understanding the sampling behaviour of event-triggered control (ETC), for obtaining metrics on its sampling performance and predicting its sampling patterns. Finite-state abstractions, capturing…
We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…
The space of $L^p$ graphons, symmetric measurable functions $w: [0,1]^2 \to \mathbb{R}$ with finite $p$-norm, features heavily in the study of sparse graph limit theory. We show that the triangular cut operator $M_{\chi}$ acting on this…
We study conformal field theories (CFTs) on curved spaces including both orientable and unorientable manifolds possibly with boundaries. We first review conformal transformations on curved manifolds. We then compute the identity components…
Lyapunov functions play a vital role in the context of control theory for nonlinear dynamical systems. Besides its classical use for stability analysis, Lyapunov functions also arise in iterative schemes for computing optimal feedback laws…
Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…