English
Related papers

Related papers: The e-property of asymptotically stable Markov sem…

200 papers

We characterise asymptotic stability of port-Hamiltonian systems by means of matrix conditions using well-known resolvent criteria from $C_0$-semigroup theory. The idea of proof is based on a recent characterisation of exponential stability…

Analysis of PDEs · Mathematics 2023-12-12 Marcus Waurick , Hans Zwart

Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…

Quantum Physics · Physics 2019-02-19 Jaroslav Novotný , Jirí Maryška , Igor Jex

An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…

Probability · Mathematics 2014-09-19 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

In this paper we examine the conditions that an object $E$ with $\text{ch}_0(E)=0$ has to satisfy in order for it to be asymptotically (semi)stable with regard to Weak or Bridgeland stability conditions. This notion turned out to be…

Algebraic Geometry · Mathematics 2021-04-20 Victor Pretti

Answering an open question affirmatively it is shown that every ergodic invariant measure of a mean equicontinuous (i.e. mean-L-stable) system has discrete spectrum. Dichotomy results related to mean equicontinuity and mean sensitivity are…

Dynamical Systems · Mathematics 2016-11-18 Jian Li , Siming Tu , Xiangdong Ye

A useful kind of continuity of quantum states functions in asymptotic regime is so-called asymptotic continuity. In this paper we provide general tools for checking if a function possesses this property. First we prove equivalence of…

Quantum Physics · Physics 2009-11-11 Barbara Synak-Radtke , Michal Horodecki

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

Probability · Mathematics 2020-10-01 Richard C. Kraaij

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity…

Statistics Theory · Mathematics 2010-11-15 Cheng-Der Fuh

We consider here the dynamics of some homogeneous and isotropic cosmological models with $N$ interacting classical scalar fields non-minimally coupled to the spacetime curvature, as an attempt to generalize some recent results obtained for…

General Relativity and Quantum Cosmology · Physics 2007-05-23 L. Brenig , A. Figueiredo , E. Gunzig , T. M. Rocha Filho , Alberto Saa

A measure-preserving action of a discrete countable group on a standard probability space is called stable if the associated equivalence relation is isomorphic to its direct product with the ergodic hyperfinite equivalence relation of type…

Group Theory · Mathematics 2017-05-23 Yoshikata Kida

In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…

Probability · Mathematics 2025-01-22 Denis Villemonais , Alexander Watson

We have performed a series of high resolution N-body experiments on a Connection Machine CM-5 in order to study the stability of collisionless self-gravitating spherical systems. We interpret our results in the framework of symplectic…

Astrophysics · Physics 2015-06-24 J. Perez , J-M Alimi , J-J Aly , H. Scholl

For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…

Optimization and Control · Mathematics 2023-12-18 Erhan Bayraktar , Bingyan Han

In this paper we prove a Lie-Trotter product formula for Markov semigroups in spaces of measures. We relate our results to "classical" results for strongly continuous linear semigroups on Banach spaces or Lipschitz semigroups in metric…

Functional Analysis · Mathematics 2018-07-23 Sander C. Hille , Maria A. Ziemlanska

Let $G$ be a sofic group, and let $\Sigma = (\sigma_n)_{n\geq 1}$ be a sofic approximation to it. For a probability-preserving $G$-system, a variant of the sofic entropy relative to $\Sigma$ has recently been defined in terms of sequences…

Dynamical Systems · Mathematics 2018-09-20 Tim Austin

The aim of this note is to show, by providing an elementary way to construct counter-examples, that the strong Feller and the joint (space-time) continuity for a semigroup of Markov kernels on a Polish space are not enough to ensure the…

Probability · Mathematics 2022-12-19 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We propose a definition o meta-stability and obtain sufficient conditions for a sequence of Markov processes on finite state spaces to be meta-stable. In the reversible case, these conditions reduce to estimates of the capacity and the…

Probability · Mathematics 2008-02-18 J. Beltran , C. Landim

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

Probability · Mathematics 2007-05-23 Pao-Liu Chow

This paper investigates the exponential stability of abstract mean field systems in their synchronized state. We analyze stability by studying the linearized system and demonstrate the existence of an exponentially stable invariant…

Dynamical Systems · Mathematics 2024-09-10 Walid Oukil

We study the asymptotics of strongly continuous operator semigroups defined on locally convex spaces in order to develop a stability theory for solutions of evolution equations beyond Banach spaces. In the classical case, there is only…

Analysis of PDEs · Mathematics 2016-03-03 Birgit Jacob , Sven-Ake Wegner