相关论文: Perturbation of the loop measure

A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…

Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…

We propose a measure of divergence of probability distributions for quantifying the dissimilarity of two chaotic attractors. This measure is defined in terms of a generalized entropy. We illustrate our procedure by considering the effect of…

We construct Markov loop measures without assuming the existence of densities for transition probabilities.

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

In this paper, we describe the perturbative generation of the higher-derivative Lorentz-breaking terms for the gauge field, that is, the Myers-Pospelov term and the higher-derivative Carroll-Field-Jackiw term. These terms are explicitly…

We study the distribution of cycle lengths in models of nonuniform random permutations with cycle weights. We identify several regimes. Depending on the weights, the length of typical cycles grows like the total number $n$ of elements, or a…

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

A measure of entanglement production by quantum operations is suggested. This measure is general, being valid for operations over pure states as well as over mixed states, for equilibrium as well as for nonequilibrium processes. The measure…

We formulate the error and disturbance in quantum measurement by invoking quantum estimation theory. The disturbance formulated here characterizes the non-unitary state change caused by the measurement. We prove that the product of the…

We study some new invariant measures arising from local inverse iterates. Examples are also given.

Let mu be a probability measure on the unit circle and nu be the measure formed by adding a pure point to mu. We give a formula for the Verblunsky coefficients of the perturbed measure, based on a result of Simon.

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…

A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…