相关论文: Growth rate of the state vector in a generalized l…

We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of…

We consider stochastic discrete event dynamic systems that have time evolution represented with two-dimensional state vectors through a vector equation that is linear in terms of an idempotent semiring. The state transitions are governed by…

A stochastic dynamical system represented through a linear vector equation in idempotent algebra is considered. We propose simple bounds on the mean growth rate of the system state vector, and give an analysis of absolute error of a bound.…

When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…

The linear growth rate is commonly defined through a simple deterministic relation between the velocity divergence and the matter overdensity in the linear regime. We introduce a formalism that extends this to a nonlinear, stochastic…

The growth of a population divided among spatial sites, with migration between the sites, is sometimes modelled by a product of random matrices, with each diagonal elements representing the growth rate in a given time period, and…

We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…

This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…

This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…

The growth of a population divided among spatial sites, with migration between the sites, is sometimes modelled by a product of random matrices, with each diagonal elements representing the growth rate in a given time period, and…

The generic linear evolution of the density matrix of a system with a finite-dimensional state space is by stochastic maps which take a density matrix linearly into the set of density matrices. These dynamical stochastic maps form a linear…

We investigate the growth of the total number of particles in a symmetric exclusion process driven by a localized source. The average total number of particles entering an initially empty system grows with time as t^{1/2} in one dimension,…

State symmetries are defined as permutations which act on vector spaces of column vectors and square matrices, resulting in isotropy groups for specific vector spaces. A large number of properties for such objects is shown, to provide a…

This paper develops an inferential theory for state-varying factor models of large dimensions. Unlike constant factor models, loadings are general functions of some recurrent state process. We develop an estimator for the latent factors and…

We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…

We study the growth rate of a sequence which measures the uniform norm of the differential under the iterates of maps. On symplectically hyperbolic manifolds, we show that this sequence has at least linear growth for every non-identical…

This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of solutions to mean-field BSVIEs when the generator $g$ is of…

This paper considers a two-dimensional logistic model to study populations with two genders. The growth behavior of a population is guided by two coupled ordinary differential equations given by a non-differentiable vector field whose…

We study the synchronized state in a population of network-coupled, heterogeneous oscillators. In particular, we show that the steady-state solution of the linearized dynamics may be written as a geometric series whose subsequent terms…

We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…