Related papers: Imprecise Markov Semigroups and their Ergodicity
Non-positive, Markovian semigroups are sometimes used to describe the time evolution of subsystems immersed in an external environment. A widely adopted prescription to avoid the appearance of negative probabilities is to eliminate from the…
We define a metric ultraproduct of topological groups with left-invariant metric, and show that there is a countable sequence of finite groups with left-invariant metric whose metric ultraproduct contains isometrically as a subgroup every…
For general quantum systems the semiclassical behaviour of eigenfunctions in relation to the ergodic properties of the underlying classical system is quite difficult to understand. The Wignerfunctions of eigenstates converge weakly to…
This paper introduces a Heisenberg picture approach to Matrix Product States (MPS), offering a rigorous yet intuitive framework to explore their structure and classification. MPS efficiently represent ground states of quantum many-body…
We develop an effective strategy for proving strong ergodicity of (nonsymmetric) Markov semigroups associated to H\"ormander type generators when the underlying configuration space is infinite dimensional.
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…
The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
We discuss the quantitative ergodicity of quantum Markov semigroups in terms of the trace distance from the stationary state, providing a general criterion based on the spectral decomposition of the Lindblad generator. We then apply this…
Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…
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…
The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…
This article reviews a generous sampling of both classical and more recent results on the interplay between measurable and topological dynamics. In the first part we have surveyed the strong analogies between ergodic theory and topological…
The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…
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…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…