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Symmetry properties of stochastic dynamical systems described by stochastic differential equation of Stratonovich type and related conserved quantities are discussed, extending previous results by Misawa. New conserved quantities are given…
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
For any dynamical system $T:X\rightarrow X$ of a compact metric space $X$ with $g-$almost product property and uniform separation property, under the assumptions that the periodic points are dense in $X$ and the periodic measures are dense…
Various kinematical quantities associated with the statistical properties of dynamical systems are examined: statistics of the motion, dynamical bases and Lyapunov exponents. Markov partitons for chaotic systems, without any attempt at…
Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
We generalize entanglement detection with covariance matrices for an arbitrary set of observables. A generalized uncertainty relation is constructed using the covariance and commutation matrices, then a criterion is established by…
We characterize a class of Markovian dynamics using the concept of divisible dynamical map. Moreover we provide a family of criteria which can distinguish Markovian and non-Markovian dynamics. These Markovianity criteria are based on a…
Mixture models have been widely used in modeling of continuous observations. For the possibility to estimate the parameters of a mixture model consistently on the basis of observations from the mixture, identifiability is a necessary…
In the scope of the statistical description of dynamical systems, one of the defining features of chaos is the tendency of a system to lose memory of its initial conditions (more precisely, of the distribution of its initial conditions).…
We study one-dimensional lattice systems with pair-wise interactions of infinite range. We show projective convergence of Markov measures to the unique equilibrium state. For this purpose we impose a slightly stronger condition than…
In this note, we study monotone dynamical systems with respect to polyhedral cones. Using the half-space representation and the vertex representation, we propose three equivalent conditions to certify monotonicity of a dynamical system with…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
We examine synchronization between identical chaotic systems. A rigorous criteria is presented which, if satisfied, guarantees that the coupling produces linearly stable synchronous motion. The criteria can also be used to design couplings…
We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…