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We consider topological Markov chains (also called Markov shifts) on countable graphs. We show that a transient graph can be extended to a recurrent graph of equal entropy which is either positive recurrent of null recurrent, and we give an…

Dynamical Systems · Mathematics 2019-01-03 Sylvie Ruette

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

Probability · Mathematics 2016-12-08 Feng-Yu Wang

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

Probability · Mathematics 2020-12-04 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

For full shifts on finite alphabets, Coelho and Quas showed that the map that sends a H\"older continuous potential $\phi$ to its equilibrium state $\mu_\phi$ is $\overline{d}$-continuous. We extend this result to the setting of full shifts…

Dynamical Systems · Mathematics 2026-02-04 Jasmine Bhullar

We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…

Probability · Mathematics 2011-07-12 Ievgen Karnaukh

We investigate the thermodynamic formalism for recurrent potentials on group extensions of countable Markov shifts. Our main result characterises recurrent potentials depending only on the base space, in terms of the existence of a…

Dynamical Systems · Mathematics 2015-12-30 Johannes Jaerisch

In this article we show that a large class of infinite measure preserving dynamical systems that do not admit physical measures nevertheless exhibit strong statistical properties. In particular, we give sufficient conditions for existence…

Dynamical Systems · Mathematics 2026-04-30 Douglas Coates , Ian Melbourne , Amin Talebi

In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…

Methodology · Statistics 2019-02-12 Tomohiro Nishiyama

This paper addresses the stability analysis of infinite-dimensional sampled-data systems under unbounded perturbations. We present two classes of unbounded perturbations preserving the exponential stability of sampled-data systems. To this…

Optimization and Control · Mathematics 2019-10-04 Masashi Wakaiki , Yutaka Yamamoto

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We obtain some results of existence and continuity of physical measures through equilibrium states and apply these to non-uniformly expanding transformations on compact manifolds with non-flat critical sets, obtaining sufficient conditions…

Dynamical Systems · Mathematics 2007-05-23 Vitor Araujo

We prove the existence of calibrated uniformly continuous subactions for coercive potentials with bounded variation defined on topologically transitive Markov shifts with countable alphabet through the construction of the Peierls barrier in…

Dynamical Systems · Mathematics 2019-04-23 Jose Chauta , Ricardo Freire

A theory of $\infty$-Besov capacities is developed and several applications are provided. In particular, we solve an open problem in the theory of limits of the $\infty$-Besov semi-norms, we obtain new restriction-extension inequalities and…

Analysis of PDEs · Mathematics 2017-05-30 Mario Milman , Jie Xiao

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

Probability · Mathematics 2023-10-26 Michel Benaim

This paper assesses the transient stability of a synchronous machine connected to an infinite bus through the notion of invariant sets. The problem of computing a conservative approximation of the maximal positive invariant set is…

Optimization and Control · Mathematics 2018-11-22 Antoine Oustry , Carmen Cardozo , Patrick Panciatici , Didier Henrion

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…

Probability · Mathematics 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…

Optimization and Control · Mathematics 2023-11-16 Xin Guo , Aiko Kurushima , Alexey Piunovskiy , Yi Zhang

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

Probability · Mathematics 2017-01-31 Alessandra Bianchi , Alexandre Gaudillière
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