Related papers: A Unified Stability Theory for Classical and Monot…
We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…
We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…
This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…
In this paper, we study periodic linear systems on periodic time scales which include not only discrete and continuous dynamical systems but also systems with a mixture of discrete and continuous parts (e.g. hybrid dynamical systems). We…
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…
An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…
This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…
This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…
Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…
The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces, are obtained. The results pertaining to Banach spaces are…
We introduce a set of combinatorial techniques for studying the simplicial bounded cohomology of semi-simplicial sets, simplicial complexes and posets. We apply these methods to prove several new bounded acyclicity results for…
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
A right continuous Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equation, and we call such stochastic system as stochastic Navier-Stokes equation with Markov switching. In the present…
In this paper the stability theorem of Borkar and Meyn is extended to include the case when the mean field is a differential inclusion. Two different sets of sufficient conditions are presented that guarantee the stability and convergence…
We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…
In the first part of this paper, we establish a conditional optimality result for an adaptive mixed finite element method for the stationary Stokes problem discretized by the standard Taylor-Hood elements, under the assumption of the…
This paper focuses on generalizing quantiles from the ordering point of view. We propose the concept of partial quantiles, which are based on a given partial order. We establish that partial quantiles are equivariant under order-preserving…
Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…
Transition Path Theory (TPT) provides a rigorous statistical characterization of the ensemble of trajectories connecting directly, i.e., without detours, two disconnected (sets of) states in a Markov chain, a stochastic process that…