Related papers: Autocorrelation Function Characterization of Conti…
We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we…
The interdependence between long range correlations and topological signatures in fermionic arrays is examined. End-to-end correlations, in particular classical correlations, maintain a characteristic pattern in the presence of delocalized…
The physics of active systems of self-propelled particles, in the regime of a dense liquid state, is an open puzzle of great current interest, both for statistical physics and because such systems appear in many biological contexts. We…
We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterise the value function via HJB equation…
This article establishes the existence of Lyapunov functions for analyzing the stability of a class of state-constrained systems, and it describes algorithms for their numerical computation. The system model consists of a differential…
This thesis has three goals related to the automorphism groups of finite $p$-groups. The primary goal is to provide a complete proof of a theorem showing that, in some asymptotic sense, the automorphism group of almost every finite…
In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…
We present a general functional central limit theorem started at a point also known under the name of quenched. As a consequence, we point out several new classes of stationary processes, defined via projection conditions, which satisfy…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…
For non-uniformly expanding maps inducing with a general return time to Gibbs Markov maps, we provide sufficient conditions for obtaining higher order asymptotics for the correlation function in the infinite measure setting. Along the way,…
We study the Markov chain Monte Carlo (MCMC) estimator for numerical integration for functions that do not need to be square integrable w.r.t. the invariant distribution. For chains with a spectral gap we show that the absolute mean error…
By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating…
In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…
Continuous Markovian Logic (CML) is a multimodal logic that expresses quantitative and qualitative properties of continuous-time labelled Markov processes with arbitrary (analytic) state-spaces, henceforth called continuous Markov processes…
Long-range temporal coherence (LRTC) is quite common to dynamic systems and is fundamental to the system function. LRTC in the brain has been shown to be important to cognition. Assessing LRTC may provide critical information for…
Simulations of strongly interacting lattice field theories are typically performed using Markov chain Monte Carlo algorithms. Therefore estimators of statistical errors must incorporate the effect of autocorrelations by integrating the…
In the paper average reward per unit time and average risk sensitive reward functionals are considered for controlled nonhomogeneous Markov processes. Existence of solutions to suitable Bellman equations is shown. Continuity of the value…
Galaxy angular-power spectrum and autocorrelation functions (ACFs) provide information about the distribution of matter by using galaxy counts as a proxy. In this study, we are going to estimate autocorrelation angular power spectrum and…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
We propose the finite-size scaling of correlation function in a finite system near its critical point. At a distance ${\bf r}$ in the finite system with size $L$, the correlation function can be written as the product of $|{\bf…