相关论文: Exponential stability of nonhomogeneous matrix-val…

We consider a class of continuous time Markov chains on $\Z^d$. These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, we show that harmonic functions associated with these Markov chains are…

We present a method to find the best temporal partition at any time-scale and rank the relevance of partitions found at different time-scales. This method is based on random walkers coevolving with the network and as such constitutes a…

A spectral method for identifying lumping in large Markov chains is presented. Identification of meta stable states is treated as a special case. The method is based on spectral analysis of a self-adjoint matrix that is a function of the…

We study the quantitative stability of the solutions to Markovian quadratic reflected BSDEs with bounded terminal data. By virtue of BMO martingale and change of measure techniques, we obtain stability estimates for the variation of the…

For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…

This article investigates the stability of pantograph delay differential equations, in which the delayed argument is proportional to the present time. We derive analytic criteria that partition the parameter plane into unstable,…

We continue development of the theory of Markov systems initiated in \cite{Wer1}. In this paper, we introduce fundamental Markov systems associated with random dynamical systems and show that the proof of the uniqueness and empiricalness of…

By varying a parameter of a one-dimensional piecewise smooth map, stable periodic orbits are observed. In this paper, complete analytic characterization of these stable periodic orbits is obtained. An interesting relationship between the…

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…

In this paper, we consider robust stability analysis of large-scale sparsely interconnected uncertain systems. By modeling the interconnections among the subsystems with integral quadratic constraints, we show that robust stability analysis…

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

We consider linear stability of steady states of 1(1/2) and 3D Vlasov-Maxwell systems for collisionless plasmas. The linearized systems can be written as separable Hamiltonian systems with constraints. By using a general theory for…

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

We study the exponential stability of evolutionary equations. The focus is laid on second order problems and we provide a way to rewrite them as a suitable first order evolutionary equation, for which the stability can be proved by using…

In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…

We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR3407208} but, compared to this paper, the exact coupling…

Given a linear time-periodic control system in a Hilbert space with a bounded control operator, we present a characterization of periodic stabilization in terms of a detectability inequality. Similar characterizationwas built up in [E.…

The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…

We consider a stationary Markovian evolution with values on a disjointly partitioned set space $I\sqcup {\cal E}$. The evolution is visible (in the sense of knowing the transition probabilities) on the states in $I$ but not for the states…

We introduce and study a new model that we call the {\em matching model}. Items arrive one by one in a buffer and depart from it as soon as possible but by pairs. The items of a departing pair are said to be {\em matched}. There is a finite…