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We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…
Discontinuous dynamical systems with grazing solutions are discussed. The group property, continuation of solutions, continuity and smoothness of motions are thoroughly analyzed. A variational system around a grazing solution which depends…
In this article we study a class of generalised linear systems of difference equations with given non-consistent initial conditions and infinite many solutions. We take into consideration the case that the coefficients are square constant…
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), the random variables (yn) are independent and the conditional…
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…
We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…
We address the real-time dynamics of lattice quantum spin models coupled to single or multiple Markovian dissipative reservoirs using the method of closed hierarchies of correlation functions. This approach allows us to solve a number of…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We consider a Markovian load balancing model on a fully-connected network, where calls have Poisson arrivals and exponential durations. The endpoints of each call are uniform over all the links of the network. Each call is routed either…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
The paper discusses a family of Markov processes that represent many particle systems, and their limiting behaviour when the number of particles go to infinity. The first part concerns model of biological systems: a model for sympatric…
Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees relating species. Along branches, sequence evolution is modelled using a continuous-time Markov process characterised by an instantaneous rate…
A large class of evolutionary processes can be modeled by a rule which involves self-replication of some physical quantity with a non local rescaling. I show that a class of such models are exactly solvable -- in the discrete as well as…
We introduce a new model of random layered media, extending the Matheron-de Marsily model: Here we allow for the flows to change in time. For such layered structures, we solve exactly the equations of motion for single particles, and also…
Existence of localized modes supported by the PT-symmetric nonlinear lattices is reported. The system considered reveals unusual properties: unlike other typical dissipative systems it possesses families (branches) of solutions, which can…
We prove the existence of infinitely many high energy sign-changing solutions for some classes of Schrodinger-Poisson systems in bounded domains, with nonlinearities having subcritical or critical growth. Our approach is variational and…
We present a computational study of static and dynamic linear polarizabilities in solution. We use different theoretical approaches to describe solvent effects, ranging from quantum mechanics/molecular mechanics (QM/MM) to quantum embedding…