相关论文: Stable states of perturbed Markov chains
For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
We introduce a dynamic model where the state space is the set of contractible cubical sets in the Euclidian space. The permissible state transitions, that is addition and removal of a cube to/from the set, are closest to Eden model with…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…
This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
This thesis consists of two separate parts: in each we study the stability under small perturbations of certain probability models in different contexts. In the first, we study small random perturbations of a deterministic dynamical system…
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…
By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…
This paper considers linear functional equations on $\mathbb R^d$ with distributed delays defined by matrix-valued measures of bounded variation. More precisely, we are interested in providing conditions to ensure that the exponential…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
Concepts like `typicality' and the `eigenstate thermalization hypothesis' aim at explaining the apparent equilibration of quantum systems, possibly after a very long time. However, these concepts are not concerned with the specific way in…
For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…
This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…
Stability is a fundamental notion in dynamical systems and control theory that, traditionally understood, describes asymptotic behavior of solutions around an equilibrium point. This notion may be characterized abstractly as continuity of a…
We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…
In order to successfully explore quantum systems which are perturbations of simple models, it is essential to understand the complexity of perturbation bounds. We must ask ourselves: How quantum many-body systems can be artificially…