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We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2020-10-02 Mathijs Schuurmans , Panagiotis Patrinos

The restricted diffusive pair contact process 2A->3A, 2A->0 (PCPD) and the classification of its critical behavior continues to be a challenging open problem of non-equilibrium statistical mechanics. Recently Kockelkoren and Chate [Phys.…

Statistical Mechanics · Physics 2007-05-23 Haye Hinrichsen

We introduce a pair of time-reversible models defined on the discrete space-time lattice with 3 states per site, specifically, a vacancy and a particle of two flavours (species). The local update rules reproduce the rule 54 reversible…

Statistical Mechanics · Physics 2022-02-23 Katja Klobas , Tomaž Prosen

This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…

Probability · Mathematics 2023-10-02 David F. Anderson , Daniele Cappelletti , Wai-Tong Louis Fan , Jinsu Kim

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…

Optimization and Control · Mathematics 2013-07-11 Pontus Giselsson , Anders Rantzer

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

We consider an exclusion process, with particles injected with rate $\alpha$ at the origin and removed with rate $\beta$ at the right boundary of a one-dimensional chain of sites. The particles are allowed to hop onto unoccupied sites, to…

Condensed Matter · Physics 2009-10-22 G. Schuetz , E. Domany

Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in simple exclusion. The derived Markovian coupled process…

Mathematical Physics · Physics 2014-09-25 Thierry Gobron , Ellen Saada

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

Probability · Mathematics 2007-05-23 Stefano Isola

Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…

Strongly Correlated Electrons · Physics 2014-05-14 S. Iblisdir

From the perspective of the large deviations theory of occupational measures, the paper considers Probabilistic Cellular Automata (PCA) as Markov chains on infinite dimensional space. It turns out that for a wide range of PCA, the…

Probability · Mathematics 2026-03-17 Alex Eizenberg

Cellular automata (CA) consist of an array of identical cells, each of which may take one of a finite number of possible states. The entire array evolves in discrete time steps by iterating a global evolution G. Further, this global…

Discrete Mathematics · Computer Science 2015-03-18 Pablo Arrighi , Renan Fargetton , Vincent Nesme , Eric Thierry

We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…

Statistical Mechanics · Physics 2016-09-07 N. Crampe , E. Ragoucy , V. Rittenberg , M. Vanicat

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

We introduce a general model of stochastically generated matrix product states (MPS) in which the local tensors share a common distribution and form a strictly stationary sequence, without requiring spatial independence. Under natural…

Quantum Physics · Physics 2026-01-27 Lubashan Pathirana , Albert H. Werner

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

We prove that, for every one-dimendional exponentially ergodic probabilistic cellular automaton with positive rates, there exists a locally defined coupling-from-the-past flow whose coalescence time has a finite exponential moment.

Probability · Mathematics 2021-09-01 Jean Bérard

The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…

Statistical Mechanics · Physics 2016-02-23 Xavier Durang , Jean-Yves Fortin , Malte Henkel

We study the dissipative dynamics of a class of interacting ``gamma-matrix'' spin models coupled to a Markovian environment. For spins on an arbitrary graph, we construct a Lindbladian that maps to a non-Hermitian model of free Majorana…

Quantum Physics · Physics 2025-10-28 Lucas Sá , Benjamin Béri
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