Related papers: Convergence in inhomogeneous consensus processes w…
Consider the $n!$ different unitary matrices that permute $n$ $d$-dimensional quantum systems. If $d\geq n$ then they are linearly independent. This paper discusses a sense in which they are approximately orthogonal (with respect to the…
The present paper is devoted to estimating the speed of convergence towards consensus for a general class of discrete-time multi-agent systems. In the systems considered here, both the topology of the interconnection graph and the weight of…
In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…
Assuming that the absence of perturbations guarantees weak or strong convergence to a common fixed point, we study the behavior of perturbed products of an infinite family of nonexpansive operators. Our main result indicates that the…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
In this paper, we propose a multiplex proportional-integral approach, for solving consensus problems in networks of heterogeneous nodes dynamics affected by constant disturbances. The proportional and integral actions are deployed on two…
In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence $(A\_n)\_{n\in \mathbb{N}}$ of $d\times d$ complex matrices whose mean $A$ exists and whose norms' means are…
Recent advances in the study of conformally invariant discrete random processes have lead to increasing interest in the study of discrete analogues to holomorphic functions. Of particular interest are results which provide conditions under…
The star-triangle transformation is used to obtain an equivalence extending over the set of all (in)homogeneous bond percolation models on the square, triangular and hexagonal lattices. Among the consequences are box-crossing (RSW)…
Mirror descent is a well established tool for solving convex optimization problems with convex constraints. This article introduces continuous-time mirror descent dynamics for approximating optimal Markov controls for stochastic control…
In this thesis, a Bayes linear methodology for the adjustment of covariance matrices is presented and discussed. A geometric framework for quantifying uncertainties about covariance matrices is set up, and an inner-product for spaces of…
A convex cone is homogeneous if its automorphism group acts transitively on the interior of the cone, i.e., for every pair of points in the interior of the cone, there exists a cone automorphism that maps one point to the other. Cones that…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
It is well known that the classical energetically consistent micropolar model has limits in simulating the frequency band structure of packed granular materials (see Merkel et al., 2011). It is here shown that if a standard continualization…
In this paper, we study the discrete-time consensus problem over networks with antagonistic and cooperative interactions. Following the work by Altafini [IEEE Trans. Automatic Control, 58 (2013), pp. 935--946], by an antagonistic…
Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance to engineering and physical science. This paper investigates rate-optimal estimation of the volatility matrix of a…
We constructively prove the existence of time-discrete consumption processes for stochastic money accounts that fulfill a pre-specified positively homogeneous projection property (PHPP) and let the account always be positive and exactly…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We consider an inhomogeneous symmetric simple exclusion process on a one-dimensional lattice with open boundary conditions. The time scale is continuous. Particles of different types arrive to the utmost left and the utmost right site. If a…