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Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

We introduce synchronizing objectives for Markov decision processes (MDP). Intuitively, a synchronizing objective requires that eventually, at every step there is a state which concentrates almost all the probability mass. In particular, it…

Logic in Computer Science · Computer Science 2011-02-22 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Markov chains have long been used for generating random variates from spatial point processes. Broadly speaking, these chains fall into two categories: Metropolis-Hastings type chains running in discrete time and spatial birth-death chains…

Probability · Mathematics 2012-07-31 Mark Huber

We study the effect of memory on synchronization of identical chaotic systems driven by common external noises. Our examples show that while in general synchronization transition becomes more difficult to meet when memory range increases,…

Chaotic Dynamics · Physics 2009-11-11 Rafael Morgado , Michal Ciesla , Lech Longa , Fernando A. Oliveira

Common experience suggests that attracting invariant sets in nonlinear dynamical systems are generally stable. Contrary to this intuition, we present a dynamical system, a network of pulse-coupled oscillators, in which \textit{unstable…

Disordered Systems and Neural Networks · Physics 2009-11-07 Marc Timme , Fred Wolf , Theo Geisel

Recently it has been found that different physical systems driven by identical random noise behave exactly identical after a long time. It is also suggested that this is an outcome of finite precision in numerical experiments. Here we show…

chao-dyn · Physics 2009-10-28 P. M. Gade , Chaitali Basu

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

Machine Learning · Computer Science 2020-12-03 Prasenjit Karmakar

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…

Probability · Mathematics 2015-03-03 H. Daduna , R. Szekli

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…

Probability · Mathematics 2024-05-14 Alessandra Faggionato , Vittoria Silvestri

We study how a coupled array of spiking chaotic systems synchronizes to an external driving in a short time. Synchronization means spike separation at adjacent sites much shorter than the average inter-spike interval; a local lack of…

Chaotic Dynamics · Physics 2007-09-10 M. Ciszak , A. Montina , F. T. Arecchi

Regardless of the marked differences between biological and artificial neural systems, one fundamental similarity is that they are essentially dynamical systems that can learn to imitate other dynamical systems, without knowing their…

Neurons and Cognition · Quantitative Biology 2019-11-06 Zhixin Lu , Danielle S. Bassett

Synchronization is one of the paradigmatic phenomena in the study of complex systems. It has been explored theoretically and experimentally mostly to understand natural phenomena, but also in view of technological applications. Although…

The notion of phase synchronization in time-delay systems, exhibiting highly non-phase-coherent attractors, has not been realized yet even though it has been well studied in chaotic dynamical systems without delay. We report the…

Chaotic Dynamics · Physics 2009-11-13 D. V. Senthilkumar , M. Lakshmanan , J. Kurths

Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…

Populations and Evolution · Quantitative Biology 2014-06-11 Andrew Vlasic

Spontaneous synchronisation is a collective phenomenon that can occur in both dynamical classical and quantum systems. Here, we analyse the spontaneous synchronisation dynamics of vibrations assisting energy transfer in a bio-inspired…

Quantum Physics · Physics 2020-09-30 Stefan Siwiak-Jaszek , Thao P. Le , Alexandra Olaya-Castro

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

Numerical Analysis · Mathematics 2014-10-14 Andreychenko Alexander , Mikeev Linar , Wolf Verena

The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…

Probability · Mathematics 2025-12-29 Sergei Kuksin , Armen Shirikyan

We investigate bifurcation phenomena between slow and fast convergences of synchronization errors arising in the proposed synchronization system consisting of two identical nonlinear dynamical systems linked by a common noisy input only.…

Dynamical Systems · Mathematics 2009-09-09 Katsutoshi Yoshida , Yusuke Nishizawa