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This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

Functional Analysis · Mathematics 2019-02-14 L. Paunonen , D. Seifert

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Statistical Mechanics · Physics 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

In this paper we study the asymptotic behavior of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an…

Systems and Control · Computer Science 2016-07-19 Vinayaka Yaji , Shalabh Bhatnagar

We study the singular values and Lyapunov exponents of non-stationary random matrix products subject to small, absolutely continuous, additive noise. Consider a fixed sequence of matrices of bounded norm. Independently perturb the matrices…

Probability · Mathematics 2025-12-22 Sam Bednarski , Jonathan DeWitt , Anthony Quas

We consider the action of Mandelbrot multiplicative cascades on probability measures supported on a symbolic space. For general probability measures, we obtain almost a sharp criterion of non-degeneracy of the limiting measure; it relies on…

Probability · Mathematics 2021-05-26 Julien Barral , Xiong Jin

An empirical Bayes problem has an unknown prior to be estimated from data. The predictive recursion (PR) algorithm provides fast nonparametric estimation of mixing distributions and is ideally suited for empirical Bayes applications. This…

Statistics Theory · Mathematics 2012-10-19 Ryan Martin

Finding the entropy rate of Hidden Markov Processes is an active research topic, of both theoretical and practical importance. A recently used approach is studying the asymptotic behavior of the entropy rate in various regimes. In this…

Information Theory · Computer Science 2016-11-17 Or Zuk , Eytan Domany , Ido Kanter , Michael Aizenman

State-of-the-art NLP models can often be fooled by human-unaware transformations such as synonymous word substitution. For security reasons, it is of critical importance to develop models with certified robustness that can provably…

Machine Learning · Computer Science 2020-06-01 Mao Ye , Chengyue Gong , Qiang Liu

Nested nonparametric processes are vectors of random probability measures widely used in the Bayesian literature to model the dependence across distinct, though related, groups of observations. These processes allow a two-level clustering,…

Methodology · Statistics 2024-10-10 Federico Camerlenghi , Riccardo Corradin , Andrea Ongaro

A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…

Statistics Theory · Mathematics 2022-08-10 Dan D. Erdmann-Pham , Jonathan Terhorst , Yun S. Song

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

Probability · Mathematics 2018-12-18 Yuri Kifer , Sasha Sodin

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

We utilize Gaussian measure preserving systems to prove the existence and genericity of Lebesgue measure preserving transformations $T:[0,1]\rightarrow [0,1]$ which exhibit both mixing and rigidity behavior along families of asymptotically…

Dynamical Systems · Mathematics 2022-07-26 Rigoberto Zelada

We construct a family of ergodic measures on random substitution subshifts (RS-subshifts) associated to a primitive random substitution. In particular, the word frequencies of every finite legal word exist for almost every element of the…

Dynamical Systems · Mathematics 2021-01-25 Philipp Gohlke , Timo Spindeler

The concept of asymptotically nonexpansive mappings is an important generalization of the class of nonexpansive mappings. Implicit midpoint procedures are extremely fundamental for solving equations involving nonlinear operators. This paper…

Functional Analysis · Mathematics 2020-06-23 M. O. Aibinu , S. C. Thakur , S. Moyo

We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…

Number Theory · Mathematics 2017-12-20 Joachim von zur Gathen

We introduce the concept of structured synthesis for Markov decision processes where the structure is induced from finitely many pre-specified options for a system configuration. The resulting synthesis problem is in general a nonlinear…

Software Engineering · Computer Science 2018-07-18 Nils Jansen , Laura Humphrey , Jana Tumova , Ufuk Topcu

Dependency pairs are one of the most powerful techniques for proving termination of term rewrite systems (TRSs), and they are used in almost all tools for termination analysis of TRSs. Problem #106 of the RTA List of Open Problems asks for…

Logic in Computer Science · Computer Science 2024-04-24 Jan-Christoph Kassing , Grigory Vartanyan , Jürgen Giesl

The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and…

Optimization and Control · Mathematics 2019-07-03 Benoît Legat , Pablo A. Parrilo , Raphaël M. Jungers

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci