Related papers: Deterministic chaos for Markov chains
We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…
The relationship between chaos and quantum mechanics has been somewhat uneasy -- even stormy, in the minds of some people. However, much of the confusion may stem from inappropriate comparisons using formal analyses. In contrast, our…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
In this study, the existence and uniqueness of the unpredictable solution for a non-homogeneous linear system of ordinary differential equations is considered. The hyperbolic case is under discussion. New properties of unpredictable…
We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this…
In this paper, we develop an in-depth analysis of non-reversible Markov chains on denumerable state space from a similarity orbit perspective. In particular, we study the class of Markov chains whose transition kernel is in the similarity…
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evolution of the extreme event when the chain moves out of the…
Fixed point iterations are known to generate chaos, for some values in their parameter range. It is an established fact that Turing Machines are fixed point iterations. However, as these Machines operate in integer space, the standard…
It is shown that the asymptotic spectra of finite-time Lyapunov exponents of a variety of fully chaotic dynamical systems can be understood in terms of a statistical analysis. Using random matrix theory we derive numerical and in particular…
We investigate geodesics in non-homogeneous vacuum pp-wave solutions and demonstrate their chaotic behavior by rigorous analytic and numerical methods. For the particular class of solutions considered, distinct "outcomes" (channels to…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…
The paper considers a stochastic differential equation of Duffing type with Markov coefficients. The existence of unpredictable solutions is considered. The unpredictability is a property of bounded functions characterized by unbounded…
When implemented in the digital domain with time, space and value discretized in the binary form, many good dynamical properties of chaotic systems in continuous domain may be degraded or even diminish. To measure the dynamic complexity of…
Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…
Chaos reveals a fundamental paradox in the scientific understanding of Complex Systems. Although chaotic models may be mathematically deterministic, they are practically non-determinable due to the finite precision, which is inherent in all…
This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…
It is known that the set of all nonnegative integers may be equipped with a total order that is chaotic in the sense that there is no monotone three-term arithmetic progressions. Such chaotic order must be so complicated that the resulting…
We summarize various cases where chaotic orbits can be described analytically. First we consider the case of a magnetic bottle where we have non-resonant and resonant ordered and chaotic orbits. In the sequence we consider the hyperbolic…
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the fully coupled forward-backward stochastic differential…