Related papers: A Note on the Stability of Monotone Markov Chains
We consider Markov chains that obey the following general non-linear state space model: $\Phi_{k+1} = F(\Phi_k, \alpha(\Phi_k, U_{k+1}))$ where the function $F$ is $C^1$ while $\alpha$ is typically discontinuous and $\{U_k: k \in…
This chapter surveys progress on three related topics in perturbations of Markov chains: the motivating question of when and how "perturbed" MCMC chains are developed, the theoretical problem of how perturbation theory can be used to…
We introduce the notion of order of magnitude reversibility (OM-reversibility) in Markov chains that are parametrized by a positive parameter $\ep$. OM-reversibility is a weaker condition than reversibility, and requires only the knowledge…
We propose matrix commutator based stability characterization for discrete-time switched linear systems under restricted switching. Given an admissible minimum dwell time, we identify sufficient conditions on subsystems such that a switched…
Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…
The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
We introduce and study a new model that we call the {\em matching model}. Items arrive one by one in a buffer and depart from it as soon as possible but by pairs. The items of a departing pair are said to be {\em matched}. There is a finite…
This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…
Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…
We present easy to verify conditions implying stability estimates for operator matrix splittings which ensure convergence of the associated Trotter, Strang and weighted product formulas. The results are applied to inhomogeneous abstract…
Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current…
Voltage instability is a major threat in power system operation. The growing presence of constant power loads significantly aggravates this issue, hence motivating the development of new analysis methods for both existence and stability of…
We consider the stability of synchronized states (including equilibrium point, periodic orbit or chaotic attractor) in arbitrarily coupled dynamical systems (maps or ordinary differential equations). We develop a general approach, based on…
We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new…
It is known that inhomogeneous second-order macroscopic traffic models can reproduce the phantom traffic jam phenomenon: whenever the sub-characteristic condition is violated, uniform traffic flow is unstable, and small perturbations grow…
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…