相关论文: Fixed-delay Events in Generalized Semi-Markov Proc…

Examples of stochastic processes whose state space representations involve functions of an integral type structure $$I_{t}^{(a,b)}:=\int_{0}^{t}b(Y_{s})e^{-\int_{s}^{t}a(Y_{r})dr}ds, \quad t\ge 0$$ are studied under an ergodic…

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

A robust controller is developed for uncertain, second-order nonlinear systems subject to simultaneous unknown, time-varying state delays and known, time-varying input delays in addition to additive, sufficiently smooth disturbances. An…

We investigate the processes of synchronization and phase ordering in a system of globally coupled maps possessing bistable, chaotic local dynamics. The stability boundaries of the synchronized states are determined on the space of…

A two-dimensional system of differential equations with delay modelling the glucose-insulin interaction processes in the human body is considered. Sufficient conditions are derived for the unique positive equilibrium in the system to be…

Monotone systems comprise an important class of dynamical systems that are of interest both for their wide applicability and because of their interesting mathematical properties. It is known that under the property of quasimonotonicity…

Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…

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…

We present a general method to derive the metastable behavior of weakly mixing Markov chains. This approach is based on properties of the resolvent equations and can be applied to metastable dynamics which do not satisfy the mixing…

In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method for resolution of equations, included…

This paper deals with the global stability of time-delayed dynamical networks. We show that for a time-delayed dynamical network with non-distributed delays the network and the corresponding non-delayed network are both either globally…

Sequential data modeling and analysis have become indispensable tools for analyzing sequential data, such as time-series data, because larger amounts of sensed event data have become available. These methods capture the sequential structure…

A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…

This paper addresses the problem of exponential and accelerated finite-time, as well as nearly fixed-time, stabilization of switched linear MIMO systems. The proposed approach relies on a generalized homogenization framework for switched…

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

This paper introduces the Non-homogeneous Generalized Skellam process (NGSP) and its fractional version NGFSP by time changing it with an independent inverse stable subordinator. We study distributional properties for NGSP and NGFSP…

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…