Related papers: A complete characterization of monotonicity equiva…
This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…
Algorithmic decidability is established for two order-theoretic properties of downward closed subsets defined by finitely many obstructions in two infinite posets. The properties under consideration are: (a) being atomic, i.e. not being…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…
Opacity is a generic security property, that has been defined on (non probabilistic) transition systems and later on Markov chains with labels. For a secret predicate, given as a subset of runs, and a function describing the view of an…
This work builds upon the recent monograph [5] on self-similar Markov trees. A self-similar Markov tree is a random real tree equipped with a function from the tree to $[0,\infty)$ that we call the decoration. Here, we construct local time…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
In this work, we consider the sample complexity required for testing the monotonicity of distributions over partial orders. A distribution $p$ over a poset is monotone if, for any pair of domain elements $x$ and $y$ such that $x \preceq y$,…
We study two constructions related to the intervals of finite posets. The first one is a poset. The second one is more complicated. Loosely speaking it can be seen as a poset with some extra zero-relations. As main result, we show that…
Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous…
This paper is devoted to strict $K$- monotonicity and $K$-order continuity in symmetric spaces. Using the local approach to the geometric structure in a symmetric space $E$ we investigate a connection between strict $K$-monotonicity and…
This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just…
During the past 15 years, several extensions of the concepts noise sensitivity and noise stability, first coined in~\cite{schramm2000}, has been studied. The purpose in this paper is to give definitions of this concepts in the setting of…
The modeling of natural phenomena via a Markov process --- a process for which the future is independent of the past, given the present--- is ubiquitous in many fields of science. Within this context, it is of foremost importance to develop…
We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…
This article is a lecture note on the potential theory of (possibly non-reversible) Markov processes and on the connection of this theory with quantitative analysis of the metastability of stochastic processes.
Consider the configuration spaces of manifolds. An influential theorem of McDuff, Segal and Church shows that the (co)homology of the unordered configuration space is independent of number of points in a range of degree called the stable…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a…