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Related papers: Yet Another Quantitative Harris Theorem

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This paper addresses the question when the underlying Markov process of a multiclass queueing network is positive Harris recurrent. It is well-known that stability of the fluid limit model is a sufficient condition for this. Hence,…

Probability · Mathematics 2012-09-10 Michael Schönlein

We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…

Mathematical Physics · Physics 2008-10-20 Luc Bouten , Ramon van Handel

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

The aim of this note is to present an elementary proof of a variation of Harris' ergodic theorem of Markov chains. This theorem, dating back to the fifties essentially states that a Markov chain is uniquely ergodic if it admits a ``small''…

Probability · Mathematics 2008-10-16 Martin Hairer , Jonathan C. Mattingly

We herein report a new class of impulsive fractional stochastic differential systems driven by mixed fractional Brownian motions with infinite delay and Hurst parameter $\hat{\cal H} \in ( 1/2, 1)$. Using fixed point techniques, a…

Optimization and Control · Mathematics 2023-01-24 Naima Hakkar , Rajesh Dhayal , Amar Debbouche , Delfim F. M. Torres

In this paper we establish a general form of the Mass Transference Principle for systems of linear forms conjectured in [1]. We also present a number of applications of this result to problems in Diophantine approximation. These include a…

Number Theory · Mathematics 2019-02-20 Demi Allen , Victor Beresnevich

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

Probability · Mathematics 2022-06-24 Alex Infanger , Peter W. Glynn

The local Hamiltonian problem consists of estimating the ground-state energy (given by the minimum eigenvalue) of a local quantum Hamiltonian. First, we show the existence of a good product-state approximation for the ground-state energy of…

Quantum Physics · Physics 2016-02-04 Fernando G. S. L. Brandão , Aram W. Harrow

We consider several observers who monitor different parts of the environment of a single quantum system and use their data to deduce its state. We derive a set of conditional stochastic master equations that describe the evolution of the…

Quantum Physics · Physics 2009-11-07 Jacek Dziarmaga , Diego A. R. Dalvit , Wojciech H. Zurek

A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…

Chaotic Dynamics · Physics 2010-04-12 Chi-Sang Poon , Cheng Li , Guo-Qiang Wu

Matrix-product states and their continuous analogues are variational classes of states that capture quantum many-body systems or quantum fields with low entanglement; they are at the basis of the density-matrix renormalization group method…

Quantum Physics · Physics 2015-06-05 R. Hübener , A. Mari , J. Eisert

This article studies Markovian stochastic motion of a particle on a graph with finite number of nodes and periodically time-dependent transition rates that satisfy the detailed balance condition at any time. We show that under general…

Mesoscale and Nanoscale Physics · Physics 2015-06-03 Vladimir Y. Chernyak , John R. Klein , Nikolai A. Sinitsyn

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

We consider the problem of asymptotic convergence to invariant sets in interconnected nonlinear dynamic systems. Standard approaches often require that the invariant sets be uniformly attracting. e.g. stable in the Lyapunov sense. This,…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Erik Steur , Henk Nijmeijer , Cees van Leeuwen

We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…

Statistics Theory · Mathematics 2020-06-02 Tobias Fritz

This paper proposes a framework for analysis of generalized homogeneous control systems under state quantization. In particular, it addresses the challenge of maintaining finite/fixed-time stability of nonlinear systems in the presence of…

Systems and Control · Electrical Eng. & Systems 2026-01-12 Yu Zhou , Andrey Polyakov , Gang Zheng , Masaaki Nagahara

In this short paper we prove a quantitative version of the Khintchine-Groshev Theorem with congruence conditions. Our argument relies on a classical argument of Schmidt on counting generic lattice points, which in turn relies on a certain…

Number Theory · Mathematics 2022-08-01 Mahbub Alam , Anish Ghosh , Shucheng Yu

This paper introduces a novel Lyapunov-based small-gain methodology for establishing fixed-time stability (FxTS) guarantees in interconnected dynamical systems. Specifically, we consider interconnections in which each subsystem admits an…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Michael Tang , Miroslav Krstic , Jorge Poveda