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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…

Probability · Mathematics 2018-11-16 Shizhou Xu

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

Probability · Mathematics 2021-02-10 Natan T'Joens , Jasper De Bock

We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…

Probability · Mathematics 2020-06-17 Alexander I. Zhdanok

In this paper the stability and the perturbation bounds of Markov operators acting on abstract state spaces are investigated. Here, an abstract state space is an ordered Banach space where the norm has an additivity property on the cone of…

Functional Analysis · Mathematics 2020-01-20 Farrukh Mukhamedov , Ahmed Al-Rawashdeh

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…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…

Probability · Mathematics 2015-04-30 Ramiro Zurkowski , Serdar Yüksel , Tamás Linder

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

Probability · Mathematics 2020-03-27 Natan T'Joens , Jasper De Bock

We give a sufficient condition for isometric actions to have the congruency of orbits, that is, all orbits are isometrically congruent to each other. As applications, we give simple and unified proofs for some known congruence results, and…

Differential Geometry · Mathematics 2012-12-18 Akira Kubo , Hiroshi Tamaru

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…

Logic in Computer Science · Computer Science 2025-09-08 Mayuko Kori , Kazuki Watanabe , Jurriaan Rot

We study some ergodicity property of zero-sum stochastic games with a finite state space and possibly unbounded payoffs. We formulate this property in operator-theoretical terms, involving the solvability of an optimality equation for the…

Optimization and Control · Mathematics 2018-11-15 Antoine Hochart

In the present paper deals with asymptotical stability of Markov operators acting on abstract state spaces (i.e. an ordered Banach space, where the norm has an additivity property on the cone of positive elements). Basically, we are…

Functional Analysis · Mathematics 2020-03-17 Nazife Erkurşun-Özcan , Farrukh Mukhamedov

The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof, based on coupling, provides an intuitive understanding of…

Statistics Theory · Mathematics 2007-06-14 Randal Douc , Eric Moulines , Philippe Soulier

Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples…

Probability · Mathematics 2022-09-27 A. Yu. Veretennikov , M. A. Veretennikova

Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…

Probability · Mathematics 2024-06-26 Kirill Mosievich

When modelling driven steady states of matter, it is common practice either to choose transition rates arbitrarily, or to assume that the principle of detailed balance remains valid away from equilibrium. Neither of those practices is…

Statistical Mechanics · Physics 2009-11-10 R. M. L. Evans

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

Econometrics · Economics 2020-11-11 Mika Meitz , Pentti Saikkonen

Enhancing a recent result of Bayart and Ruzsa we obtain a Birkhoff-type characterization of upper frequently hypercyclic operators and a corresponding Upper Frequent Hypercyclicity Criterion. As an application we characterize upper…

Functional Analysis · Mathematics 2016-01-28 Antonio Bonilla , Karl-G. Grosse-Erdmann

It is well known that there are entire functions whose orbit approximates any other entire function under the action of a sequence of translation operators . This result also holds for an uncountable family of sequences of translation…

Functional Analysis · Mathematics 2022-03-02 Nikolaos Tsirivas
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