相关论文: Stable states of perturbed Markov chains
Linear stability of stratified two-phase flows in horizontal channels to arbitrary wavenumber disturbances is studied. The problem is reduced to Orr-Sommerfeld equations for the stream function disturbances, defined in each sublayer and…
Understanding the structural evolution of granular systems is a long-standing problem. A recently proposed theory for such dynamics in two dimensions predicts that steady states of very dense systems satisfy detailed-balance. We analyse…
This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…
Given an irreducible discrete-time Markov chain on a finite state space, we consider the largest expected hitting time $T(\alpha)$ of a set of stationary measure at least $\alpha$ for $\alpha\in(0,1)$. We obtain tight inequalities among the…
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…
We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
Recently, an Enskog-type kinetic theory for Vicsek-type models for self-propelled particles has been proposed [T. Ihle, Phys. Rev. E 83, 030901 (2011)]. This theory is based on an exact equation for a Markov chain in phase space and is not…
This paper addresses the problem of stabilization of switched affine systems under dwell-time constraint, giving guarantees on the bound of the quadratic cost associated with the proposed state switching control law. Specifically, two…
The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…
Intrinsic instability of trajectories characterizes chaotic dynamical systems. We report here that trajectories can exhibit a surprisingly high degree of stability, over a very long time, in a chaotic dynamical system. We provide a detailed…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while…
Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models…
The goal of this work is to identify steady-state solutions to dynamical systems defined on large, random families of networks. We do so by passing to a continuum limit where the adjacency matrix is replaced by a non-local operator with…
Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…
This paper considers the stability problem of a linear time invariant system in feedback with a string equation. A new Lyapunov functional candidate is proposed based on the use of augmented states which enriches and encompasses the…
For appropriately chosen weights, temporal averages in chaotic systems can be approximated as a weighted sum of averages over reference states, such as unstable periodic orbits. Under strict assumptions, such as completeness of the orbit…