Related papers: Invariance principles for clocks
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…
We demonstrate a compatibility between the relativity principle and the clock postulate in deformed special relativity, by identifying the relevant deformed Lorentz transformations in position space between arbitrary frames. This result…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
The fundamental time-reversal invariance of dynamical systems can be broken in various ways. One way is based on the presence of resonances and their interactions giving rise to unstable dynamical systems, leading to well-defined time…
This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.
We prove an almost sure invariance principle for a random walker among i.i.d. conductances in $\Z^d$, $d\geq 2$. We assume conductances are bounded from above but we dot require they are bounded from below.
Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…
We aim at studying approximate null-controllability properties of a particular class of piecewise linear Markov processes (Markovian switch systems). The criteria are given in terms of algebraic invariance and are easily computable. We…
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…
The cosmological applications of atomic clocks so far have been limited to searches of the uniform-in-time drift of fundamental constants. In this paper, we point out that a transient in time change of fundamental constants can be induced…
We discuss control techniques for noisy self-sustained oscillators with a focus on reliability, stability of the response to noisy driving, and oscillation coherence understood in the sense of constancy of oscillation frequency. For any…
The process of identifying a time variable in time reparameterization invariant theories results in great ambiguities about the actual laws of physics described by a given theory. A theory set up to describe one set of physical laws can…
For a general time-varying system, we prove that existence of an "Output Robust Control Lyapunov Function" implies existence of continuous time-varying feedback stabilizer, which guarantees output asymptotic stability with respect to the…
We consider a time-homogeneous Markov chain $X_n$, $n\ge0$, valued in ${\bf R}$. Suppose that this chain is transient, that is, $X_n$ generates a $\sigma$-finite renewal measure. We prove the key renewal theorem under condition that this…
We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…
Irreversibility implies a preferred flow of time, yet special relativity denies the existence of a preferred clock. This tension has long obstructed the formulation of a relativistic master equation: standard Markovian approximations either…
We prove non-convergence theorems towards an unstable equilibrium (or a trap) for stochastic processes. The processes we consider are continuous-time or discrete-time processes and can be pertubations of the flow generated by a vector…
In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.