Related papers: Partially exchangeable Markov chains and character…
Deconfined quantum critical points are intriguing transition points not predicted by the Landau-Ginzburg-Wilson symmetry-breaking paradigm which are usually identified by the appearance of a continuous phase transition between locally…
We discuss various limits of a simple random exchange model that can be used for the distribution of wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we show its functional…
Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…
We consider a lattice of weakly interacting quantum Markov processes. Without interaction, the dynamics at each site is relaxing exponentially to a unique stationary state. With interaction, we show that there remains a unique stationary…
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…
We study Markov multi-maps of the interval from the point of view of topological dynamics. Specifically, we investigate whether they have various properties, including topological transitivity, topological mixing, dense periodic points, and…
For each $n$ let $Y^n_t$ be a continuous time symmetric Markov chain with state space $n^{-1} \Z^d$. A condition in terms of the conductances is given for the convergence of the $Y^n_t$ to a symmetric Markov process $Y_t$ on $\R^d$. We have…
Controlling coherent interaction at avoided crossings is at the heart of quantum information processing. The regime between sudden switches and adiabatic transitions is characterized by quantum superpositions that enable interference…
Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…
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…
Potential theory is a central tool to understand and analyse Markov processes. In this article, we develop its probabilistic counterpart for branching Markov chains. Specifically, we examine versions of quasi-processes or interlacements…
We provide new connections between multitype $\Lambda$-coalescents and multitype continuous state branching processes via duality and a homeomorphism on their parameter space. The approach is based on a sequential sampling procedure for the…
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…
We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses $x$ and $y$ coalesces at a given rate $K(x,y)$. A particle of mass $x$…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
We first consider the sequential detection of transient signals by generalizing the moving average chart to exponential family and study the false detection probability (FDP) and power of detection (POD) in the steady state. Then windowed…