Related papers: Autocorrelation Function Characterization of Conti…
Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…
We prove explicit error bounds for Markov chain Monte Carlo (MCMC) methods to compute expectations of functions with unbounded stationary variance. We assume that there is a $p\in(1,2)$ so that the functions have finite $L_p$-norm. For…
We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to behavioral economics, we consider possibly non-convex risk…
Sequential data naturally arises from user engagement on digital platforms like social media, music streaming services, and web navigation, encapsulating evolving user preferences and behaviors through continuous information streams. A…
We study properties of strongly separately continuous mappings defined on subsets of products of topological spaces equipped with the topology of pointwise convergence. In particular, we give a necessary and sufficient condition for a…
We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…
We develop an instanton technique for calculations of correlation functions characterizing statistical behavior of the elastic string in disordered media and apply the proposed approach to correlations of string free energies corresponding…
This paper studies the class of logarithmically completely monotonic (LCM) functions. These functions play an important role in characterising externally positive linear systems which find applications in important control problems such as…
A method is presented that, when used in conjunction with single molecule experimental techniques, allows for the extraction of rates and mechanical properties of a biomolecule undergoing transitions between mechanically distinct states.…
We show that the time-dependence of correlation functions in an extended quantum system in d dimensions, which is prepared in the ground state of some hamiltonian and then evolves without dissipation according to some other hamiltonian, may…
This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…
In this paper, we investigate PN-sequences with ideal autocorrelation property and the consequences of this property on the number of +1s and -1s and run structure of sequences. We begin by discussing and surveying about the length of…
We describe $\omega$-limit sets of completely positive (CP) maps over finite-dimensional spaces. In such sets and in its corresponding convex hulls, CP maps present isometric behavior and the states contained in it commute with each other.…
These notes are defining the notion of centric linking system for a locally finite group If a locally finite group $G$ has countable Sylow $p$-subgroups, we prove that, with a countable condition on the set of intersections, the…
Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…
A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
In this article, we demonstrate how a 3-point correlation function can capture the out-of-time-ordered features of a higher point correlation function, in the context of a conformal field theory (CFT) with a boundary, in two dimensions. Our…
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…
We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…