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Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…

Methodology · Statistics 2025-12-29 Romain Azaïs , Solune Denis

We consider linear dynamical systems with a structure of a multigraph. The vertices are associated to linear spaces and the edges correspond to linear maps between those spaces. We analyse the asymptotic growth of trajectories (associated…

Dynamical Systems · Mathematics 2016-07-05 Antonio Cicone , Nicola Guglielmi , Vladimir Protasov

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

Real-world graphs, such as social networks, financial transactions, and recommendation systems, often demonstrate dynamic behavior. This phenomenon, known as graph stream, involves the dynamic changes of nodes and the emergence and…

Machine Learning · Computer Science 2023-05-16 Yanping Zheng , Zhewei Wei , Jiajun Liu

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

We give a Large Deviation Principle (LDP) with explicit rate function for the distribution of vertex degrees in plane trees, a combinatorial model of RNA secondary structures. We calculate the typical degree distributions based on nearest…

Biomolecules · Quantitative Biology 2008-03-28 Yuri Bakhtin , Christine E. Heitsch

We study the gradients of a maxout network with respect to inputs and parameters and obtain bounds for the moments depending on the architecture and the parameter distribution. We observe that the distribution of the input-output Jacobian…

Machine Learning · Statistics 2023-05-19 Hanna Tseran , Guido Montúfar

We consider Markov jump processes on a graph described by a rate matrix that depends on various control parameters. We derive explicit expressions for the static responses of edge currents and steady-state probabilities. We show that they…

Statistical Mechanics · Physics 2024-08-28 Timur Aslyamov , Massimiliano Esposito

The essential spectral radius of a sub-Markovian process is defined as the infimum of the spectral radiuses of all local perturbations of the process. When the family of rescaled processes satisfies sample path large deviation principle,…

Probability · Mathematics 2009-05-19 Irina Ignatiouk-Robert

Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…

Probability · Mathematics 2022-03-24 Fabio Coppini

The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…

Probability · Mathematics 2015-06-22 Paul Dupuis , Yufei Liu

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…

Functional Analysis · Mathematics 2018-01-17 Alexander Mielke , D. R. Michiel Renger , Mark A. Peletier

We study the large deviations of the time-integrated current for a self-propelled particle moving within a confined environment. The dynamics is modeled as a semi-Markovian process, where the transitions between a \textit{normal running…

Statistical Mechanics · Physics 2026-05-26 Shabnam Sohrabi , Farhad H. Jafarpour

Borgs, Chayes, Gaudio, Petti and Sen [arXiv:2007.14508] proved a large deviation principle for block model random graphs with rational block ratios. We strengthen their result by allowing any block ratios (and also establish a simpler…

Probability · Mathematics 2023-11-27 Jan Grebík , Oleg Pikhurko

We prove a large deviation principle for the greedy exploration of configuration models, building on a time-discretized version of the method proposed by Bermolen et al. and Brightwell et al. for jointly constructing a random graph from a…

Probability · Mathematics 2021-12-24 Paola Bermolen , Valeria Goicoechea , Matthieu Jonckheere

Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…

Probability · Mathematics 2024-07-31 Ankan Ganguly , Kavita Ramanan

We identify two pathological cases of temporal inconsistencies in video generation: video freezing and video looping. To better quantify the temporal diversity, we propose a class of complementary metrics that are effective, easy to…

Computer Vision and Pattern Recognition · Computer Science 2019-09-30 Vladyslav Yushchenko , Nikita Araslanov , Stefan Roth

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian

Establishing a Large Deviation Principle (LDP) proves to be a powerful result for a vast number of stochastic models in many application areas of probability theory. The key object of an LDP is the large deviations rate function, from which…

Probability · Mathematics 2017-06-23 Ken R. Duffy , Brendan D. Williamson

We compute the joint large deviation rate functional in the limit of large time for the current flowing through the edges of a finite graph on which a boundary-driven system of stochastic particles evolves with zero-range dynamics.This…

Statistical Mechanics · Physics 2025-12-15 Davide Gabrielli , Rosemary J. Harris
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