Related papers: A Note on the Stability of Monotone Markov Chains
In networking applications, one often wishes to obtain estimates about the number of objects at different parts of the network (e.g., the number of cars at an intersection of a road network or the number of packets expected to reach a node…
For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available.…
In this paper, we use a variety of mathematical techniques to explore existence, local stability, and global stability of equilibria in abstract models of mitochondrial metabolism. The class of models constructed is defined by the…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…
We derive simple conditions for the stability or instability of the synchronized oscillation of a class of networks of coupled phase-oscillators, which includes many of the systems used in neural modelling.
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…
Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models…
Classical conditions for ensuring the robust stability of a linear system in feedback with a sector-bounded nonlinearity include small gain, circle, passivity, and conicity theorems. In this work, we present a similar stability condition,…
We study a production-inventory system with two customer classes with different priorities which are admitted to the system following a flexible admission control scheme. The inventory management is according to a base stock policy and…
The goal of this expository paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain Monte Carlo settings and hence the focus…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
This paper is devoted to the analysis of global stability of the chemostat system with a perturbation term representing any type of exchange between species. This conversion term depends on species and substrate concentrations but also on a…
Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…
The initial theoretical connections between Leontief input-output models and Markov chains were established back in 1950s. However, considering the wide variety of mathematical properties of Markov chains, there has not been a full…