Related papers: How not to scramble a Rubik's cube

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…

An edge switch is an operation which makes a local change in a graph while maintaining the degree of every vertex. We introduce a switch move, called a triangle switch, which creates or deletes at least one triangle. Specifically, a make…

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of…

This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…

Complex or hostile environments can sometimes inhibit the movement capabilities of diffusive particles or active swimmers, who may thus become stuck in fixed positions. This occurs, for example, in the adhesion of bacteria to surfaces at…

We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of commuting times, and from this we get monotonicity…

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

We present an efficient algorithm for twirling a multi-qudit quantum state. The algorithm can be used for approximating the twirling operation in an ensemble of physical systems in which the systems cannot be individually accessed. It can…

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

We consider linear, time-dependent and skew-adjoint perturbations of periodic transport equations on the one-dimensional torus. We describe the long-time behavior of solutions for all non-degenerate perturbations in resonant regime, proving…

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

In certain analytically-tractable quantum chaotic systems, the calculation of out-of-time-order correlation functions, entanglement entropies after a quench, and other related dynamical observables, reduces to an effective theory of an…

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

The time-convolutionless (TCL) non-Markovian master equation was generally thought to break down at finite time due to its singularity and fail to produce the asymptotic behavior in strong coupling regime. However, in this paper, we show…

Oscillatory instability of buoyancy convection in a laterally heated cube with perfectly thermally conducting horizontal boundaries is studied. The effect of the spanwise boundaries on the oscillatory instability onset is studied. The…