Related papers: Generalized discrete Markov spectra
In this paper we consider a finite state time discrete Markov chain that mimics the behaviour of solutions of the stochastic differential equation $dX=-U'(X)dt+\epsilon dL$, where $U$ is a multi-well potential with $n\geq 2$ local minima…
The aim of the present article is to give an overview of spectral theory on metric graphs guided by spectral geometry on discrete graphs and manifolds. We present the basic concept of metric graphs and natural Laplacians acting on it and…
A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…
In the paper we study continuous time controlled Markov processes using discrete time controlled Markov processes. We consider long run functionals: average reward per unit time or long run risk sensitive functional. We also investigate…
We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…
Self-similar Markov trees constitute a remarkable family of random compact real trees carrying a decoration function that is positive on the skeleton. As the terminology suggests, they are self-similar objects that further satisfy a Markov…
By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…
In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…
We prove that, for every $k\ge 4$, the sets $M(k)$ and $L(k)$, which are Markov and Lagrange dynamical spectra related to conservative horseshoes and associated to continued fractions with coefficients bounded by $k$ coincide with the…
In this paper, we study the controllability and stabilizability properties of the Kolmogorov forward equation of a continuous time Markov chain (CTMC) evolving on a finite state space, using the transition rates as the control parameters.…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
The Minkowski's Question-Mark function is a singular homeomorphism of the unit interval that maps the set of quadratic surds into the rationals. This function has deserved the attention of several authors since the beginning of the…
We extend the concept of Krylov complexity to include general unitary evolutions involving multiple generators. This generalization enables us to formulate a framework for generalized Krylov complexity, which serves as a measure of the…
The paper concerns parameterized equilibria governed by generalized equations whose multivalued parts are modeled via regular normals to nonconvex conic constraints. Our main goal is to derive a precise pointwise second-order formula for…
A discretization of a continuum theory with constraints or conserved quantities is called mimetic if it mirrors the conserved laws or constraints of the continuum theory at the discrete level. Such discretizations have been found useful in…
Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…
We consider the Lagrange and the Markov dynamical spectra associated to horseshoes on surface with Hausdorff dimensions greater than 1. We show that for a "large" set of real functions on the surface and for "typical" horseshoes with…