相关论文: Why is Kemeny's constant a constant?
A new formulation of statistical mechanics is put forward according to which a random variable characterizing a macroscopic body is postulated to be infinitely divisible. It leads to a parametric representation of partition function of an…
In this paper, we consider a general class of two-time-scale Markov chains whose transition rate matrix depends on a parameter $\lambda>0$. We assume that some transition rates of the Markov chain will tend to infinity as…
What can one infer about the dynamical evolution of quantum systems just by symmetry considerations? For Markovian dynamics in finite dimensions, we present a simple construction that assigns to each symmetry of the generator a family of…
From the perspective of probability, the stability of growing network is studied in the present paper. Using the DMS model as an example, we establish a relation between the growing network and Markov process. Based on the concept and…
It is known that if $M,\,N$ are continuous two-variable means such that $|M(x,y)-N(x,y)| < |x-y|$ for every $x,\ y$ with $x\ne y$, then there exists a unique invariant mean (which is continuous too). We are looking for invariant means for…
The idea of possible time or space variations of the `fundamental' constants of nature, although not new, is only now beginning to be actively considered by large numbers of researchers in the particle physics, cosmology and astrophysics…
Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
By considering general Markov stochastic dynamics and its coarse-graining, we study the framework of stochastic thermodynamics for the original and reduced descriptions corresponding to different scales. We are especially concerned with the…
Relation between equicontinuity, the so called e property and stability of Markov operators is studied. In particular, it is shown that any asymptotically stable Markov operator with an invariant measure such that the interior of its…
The evolution of a quantum system undergoing repeated indirect measurements naturally leads to a Markov chain on the set of states which is called a quantum trajectory. In this paper we consider a specific model of such a quantum trajectory…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
The observed value of the cosmological constant poses large theoretical problems. We find that topology of the Universe provides a natural source for it. Restricting dynamically an Einstein-Cartan gravity to General Relativity in our…
In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle. This one is…
Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…
In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the…
We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…
A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…
We consider uniformly (DC) or periodically (AC) driven generalized infinite elastic chains (a generalized Frenkel-Kontorova model) with gradient dynamics. We first show that the union of supports of all the invariant measures, denoted by A,…
We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…