Related papers: On Escape rate for subshift with Markov measure
Populations experience a complex interplay of continuous and discrete processes: continuous growth and interactions are punctuated by discrete reproduction events, dispersal, and external disturbances. These dynamics can be modeled by…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
We consider the problem of estimating the number of hidden states (the order) of a nonparametric hidden Markov model (HMM). We propose two different methods and prove their almost sure consistency without any prior assumption, be it on the…
In this paper, we propose a stochastic version of the Hawking-Penrose black hole model. We describe the dynamics of the stochastic model as a continuous-time Markov jump process of quanta out and in the black hole. The average of the random…
We consider a pair of correlated processes {Z_n} and {S_n} (two sided), where the former is observable and the later is hidden. The uncertainty in the estimation of Z_n upon its finite past history is H(Z_n|Z_0^{n-1}), and for estimation of…
We compute mass outflow rates from advective accretion disks around compact objects, such as neutron stars and black holes. These computations, for the first time, are done using combinations of exact transonic inflow and outflow solutions…
In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…
We consider a model of surface-mediated diffusion with alternating phases of pure bulk and surface diffusion. For this process, we compute the mean exit time from a disk through a hole on the circle. We develop a spectral approach to this…
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…
We consider transcendental meromorphic function for which the set of finite singularities of its inverse is bounded. Bergweiler and Kotus gave bounds for the Hausdorff dimension of escaping sets if the function has no logarithmic…
In this paper we compute the dimension of a class of dynamically defined non-conformal sets. Let $X\subseteq\mathbb{T}^2$ denote a Bedford-McMullen set and $T:X\to X$ the natural expanding toral endomorphism which leaves $X$ invariant. For…
We consider the problem of finding the transition rates of a continuous-time homogeneous Markov chain under the empirical condition that the state changes at most once during a time interval of unit length. It is proven that this…
Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…
The discharge of spherical grains from a hole in the bottom of a right circular cylinder is measured with the entire system underwater. We find that the discharge rate depends on filling height, in contrast to the well-known case of dry…
This paper addresses the problem of measuring complexity from embedded attractors as a way to characterize changes in the dynamical behaviour of different types of systems by observing their outputs. With the aim of measuring the stability…
For strongly positively recurrent countable state Markov shifts, we bound the distance between an invariant measure and the measure of maximal entropy in terms of the difference of their entropies. This extends an earlier result for…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…
The Landauer formula for electrical conductance is simple but works remarkably well in mesoscopic systems. We propose a Landauer-like formula for calculating an escape rate out of a dissipative metastable well, the quantum Kramers rate.
Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…