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Interactive Markov chains (IMC) are compositional behavioural models extending labelled transition systems and continuous-time Markov chains. We provide a framework and algorithms for compositional verification and optimization of IMC with…
Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…
Totally symmetric self-complementary plane partitions (TSSCPPs) are boxed plane partitions with the maximum possible symmetry. We use the well-known representation of TSSCPPs as a dimer model on a honeycomb graph enclosed in one-twelfth of…
In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…
We consider two important time scales---the Markov and cryptic orders---that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated…
We introduce the concept of F-decomposable systems, well-ordered inverse systems of Hausdorff compacta with fully closed bonding mappings. A continuous mapping between Hausdorff compacta is called fully closed if the intersection of the…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…
We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…
Time dependent mode structure for the Lyapunov vectors associated with the stepwise structure of the Lyapunov spectra and its relation to the momentum auto-correlation function are discussed in quasi-one-dimensional many-hard-disk systems.…
Lecture notes (in French) of a master 2 level course in applied mathematics. Contents: Part I. Markov chains on a countable space. 1. Examples 2. Summary of basic properties. 3. Spectral theory and speed of convergence. 4. Lyapunov…
Using relations from random matrix theory, we derive exact expressions for all $n$-point spectral correlation functions of Dirac operator eigenvalues in terms of finite-volume partition functions. This is done for both chiral symplectic and…
If the state space of a homogeneous continuous-time Markov chain is too large, making inferences - here limited to determining marginal or limit expectations - becomes computationally infeasible. Fortunately, the state space of such a chain…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
This paper discusses the thermodynamic properties for certain time-dependent dynamical systems. In particular, we are interested in time-dependent dynamical systems with the specification property. We show that each time-dependent dynamical…
The concept of time correlation functions is a very convenient theoretical tool in describing relaxation processes in multiparticle systems because, on one hand, correlation functions are directly related to experimentally measured…
Starting from Sinclair's 1976 work {\it Automatic Continuity of Linear Operators}, Cambridge University Press, (1976), on automatic continuity of linear operators on Banach spaces, we prove that sequences of intertwining continuous linear…
We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…
Time series datasets often contain heterogeneous signals, composed of both continuously changing quantities and discretely occurring events. The coupling between these measurements may provide insights into key underlying mechanisms of the…