Related papers: Stochastic Stability
By using concrete scenarios, we present and discuss a new concept of probabilistic Self-Stabilization in Distributed Systems.
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…
In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a non-zero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in…
We consider scattering of a free quantum particle on a singular potential with rather arbitrary shape of the support of the potential. In the classical limit $\hbar=0$ this problem reduces to the well known problem of chaotic scattering.…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
Hysteresis can be defined from a dynamical systems perspective with respect to equilibrium points. Consequently, hysteresis naturally lends itself as a topic to illustrate and extend concepts in a dynamical systems course. A number of…
The paper contains a discussion on a number of open problems in queueing theory. Some of them are known for decades, some are more recent. They relate to stability and to rare events. There is an idea to prepare a special issue of QUESTA on…
The concept of "stochastic precedence" between two real-valued random variables has often emerged in different applied frameworks. In this paper we consider a slightly more general, and completely natural, concept of stochastic precedence…
In this expository paper, which covers material presented at the NATO Advanced Study Institute "Nonlinear Analysis, Differential Equations, and Control" (Montreal, Jul/Aug 1998), we deal with several questions related to stability and…
This paper introduces an equilibrium framework based on sequential sampling in which players face strategic uncertainty over their opponents' behavior and acquire informative signals to resolve it. Sequential sampling equilibrium delivers a…
Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
The input/output stability of an interconnected system composed of an ordinary differential equation and a damped string equation is studied. Issued from the literature on time-delay systems, an exact stability result is firstly derived…
A systematic theory is introduced that describes stochastic effects in game theory. In a biological context, such effects are relevant for the evolution of finite populations with frequency-dependent selection. They are characterized by…
Research on bias in machine learning algorithms has generally been concerned with the impact of bias on predictive accuracy. We believe that there are other factors that should also play a role in the evaluation of bias. One such factor is…
Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take…
We propose a new formulation of stochastic thermodynamics for systems subjected to nonequilibrium constraints (i.e. broken detailed balance at steady state) and furthermore driven by external time-dependent forces. A splitting of the second…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…