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We introduce a general methodology for quantitative model checking and control synthesis with supermartingale certificates. We show that every specification that is invariant to time shifts admits a stochastic invariant that bounds its…

Logic in Computer Science · Computer Science 2025-04-08 Alessandro Abate , Mirco Giacobbe , Diptarko Roy

Deciding termination is a fundamental problem in the analysis of probabilistic imperative programs. We consider the qualitative and quantitative probabilistic termination problems for an imperative programming model with discrete…

Logic in Computer Science · Computer Science 2024-07-25 Rupak Majumdar , V. R. Sathiyanarayana

We present for the first time a supermartingale certificate for $\omega$-regular specifications. We leverage the Robbins & Siegmund convergence theorem to characterize supermartingale certificates for the almost-sure acceptance of Streett…

Logic in Computer Science · Computer Science 2024-05-28 Alessandro Abate , Mirco Giacobbe , Diptarko Roy

We present the first supermartingale certificate for quantitative $\omega$-regular properties of discrete-time infinite-state stochastic systems. Our certificate is defined on the product of the stochastic system and a limit-deterministic…

Logic in Computer Science · Computer Science 2025-05-27 Thomas A. Henzinger , Kaushik Mallik , Pouya Sadeghi , Đorđe Žikelić

We present a data-driven approach to the quantitative verification of probabilistic programs and stochastic dynamical models. Our approach leverages neural networks to compute tight and sound bounds for the probability that a stochastic…

Logic in Computer Science · Computer Science 2026-04-22 Alessandro Abate , Alec Edwards , Mirco Giacobbe , Hashan Punchihewa , Diptarko Roy

This informal contribution presents an ongoing line of research that is pursuing a new approach to the construction of sound proofs for the formal verification and control of complex stochastic models of dynamical systems, of reactive…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Alessandro Abate

Quantum many-body Gibbs states satisfy an approximate local Markov property~\cite{chen2025GibbsMarkov}: local noise can be approximately recovered by a quasi-local recovery map, and the conditional mutual information decays for the…

Quantum Physics · Physics 2026-05-05 Chi-Fang Chen

In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…

Probability · Mathematics 2013-04-17 Magda Peligrad

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…

Probability · Mathematics 2022-05-05 Yiming Meng , Jun Liu

We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…

Optimization and Control · Mathematics 2026-05-11 Morenikeji Neri , Nicholas Pischke , Thomas Powell

This paper describes a dual certificate condition on a linear measurement operator $A$ (defined on a Hilbert space $\mathcal{H}$ and having finite-dimensional range) which guarantees that an atomic norm minimization, in a certain sense,…

Numerical Analysis · Mathematics 2017-05-12 Axel Flinth

We establish a domination principle for positive operators, which provides an upper bound on the essential spectral radius and yields quasi-compactness criteria on weighted supremum spaces with Lyapunov type functions and local domination.…

Probability · Mathematics 2026-01-12 Denis Villemonais

We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…

Probability · Mathematics 2014-07-15 Mikhail Menshikov , Dimitri Petritis

We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition…

Systems and Control · Electrical Eng. & Systems 2020-08-18 Yasin Yazicioglu

This paper establishes the first almost sure convergence rate and the first maximal concentration bound with exponential tails for general contractive stochastic approximation algorithms with Markovian noise. As a corollary, we also obtain…

Machine Learning · Computer Science 2024-11-22 Xiaochi Qian , Zixuan Xie , Xinyu Liu , Shangtong Zhang

We introduce for the first time a neural-certificate framework for continuous-time stochastic dynamical systems. Autonomous learning systems in the physical world demand continuous-time reasoning, yet existing learnable certificates for…

Systems and Control · Electrical Eng. & Systems 2025-09-01 Grigory Neustroev , Mirco Giacobbe , Anna Lukina

We study the recursion-theoretic complexity of Positive Almost-Sure Termination ($\mathsf{PAST}$) in an imperative programming language with rational variables, bounded nondeterministic choice, and discrete probabilistic choice. A program…

Programming Languages · Computer Science 2023-10-30 Rupak Majumdar , V. R. Sathiyanarayana

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

Probability · Mathematics 2017-01-31 Alessandra Bianchi , Alexandre Gaudillière

We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…

Optimization and Control · Mathematics 2020-04-24 Bruno Bouchard , Xiaolu Tan
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