Related papers: Rational arrival processes with strictly positive …

In this paper we investigate the tractability of robust Markov Decision Processes (RMDPs) under various structural assumptions on the uncertainty set. Surprisingly, we show that in all generality (i.e. without any assumption on the…

A numerical method of calculating the non-Markovian evolution of a driven atom radiating into a structured continuum is developed. The formal solution for the atomic reduced density matrix is written as a Markovian algorithm by introducing…

This paper solves exit problems for spectrally negative Markov additive processes and their reflections. A so-called scale matrix, which is a generalization of the scale function of a spectrally negative \levy process, plays a central role…

We prove precise stability results for overshoots of Markov additive processes (MAPs) with finite modulating space. Our approach is based on the Markovian nature of overshoots of MAPs whose mixing and ergodic properties are investigated in…

This paper investigates a series of optimization problems for one-counter Markov decision processes (MDPs) and integer-weighted MDPs with finite state space. Specifically, it considers problems addressing termination probabilities and…

This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

We prove for a tropical rational map that if for any point the convex hull of Jacobian matrices at smooth points in a neighborhood of the point does not contain singular matrices then the map is an isomorphism. We also show that a tropical…

We investigate linear maps between matrix algebras that remain positive under tensor powers, i.e., under tensoring with $n$ copies of themselves. Completely positive and completely co-positive maps are trivial examples of this kind. We show…

The D-envelope (or galoisian envelope) of rational endomorphisms of P1 are computed. One obtain the following theorem : "the rational transformations of P1 with an invariant meromorphic G-structure are the integrables ones."

Notions of positive curvature have been shown to imply many remarkable properties for Markov processes, in terms, e.g., of regularization effects, functional inequalities, mixing time bounds and, more recently, the cutoff phenomenon. In…

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

We analyze the stability of a class of eigensolvers that target interior eigenvalues with rational filters. We show that subspace iteration with a rational filter is robust even when an eigenvalue is near a filter's pole. These dangerous…

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…

Let $G$ be a connected Lie group. In this paper, we study the density of the images of individual power maps $P_k:G\to G:g\mapsto g^k$. We give criteria for the density of $P_k(G)$ in terms of regular elements, as well as Cartan subgroups.…

In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…

Augmented Lagrangian and optimistic primal--dual methods stabilize equality-constrained optimization through seemingly different mechanisms: the former adds constraint-dependent primal curvature, while the latter adds dual memory. Recent…

In some significant applications such as data forecasting, the locations of missing entries cannot obey any non-degenerate distributions, questioning the validity of the prevalent assumption that the missing data is randomly chosen…

We formally verify executable algorithms for solving Markov decision processes (MDPs) in the interactive theorem prover Isabelle/HOL. We build on existing formalizations of probability theory to analyze the expected total reward criterion…

Given a number field $K$ and a finite set $S$ of places of $K$, the first main result of this paper shows that the quadratic rational maps $\phi:{\mathbb P}^1\to{\mathbb P}^1$ defined over $K$ which have good reduction at all places outside…