相关论文: Randomly switched vector fields sharing a zero on …
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temperature components, the system possesses a unique invariant…
Markov processes serve as a universal model for many real-world random processes. This paper presents a data-driven approach for learning these models through the spectral decomposition of the infinitesimal generator (IG) of the Markov…
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos…
In the paper we present simple examples of linear random fields defined on $\ZZ^2$ and $\ZZ^3$ which exhibit the scaling transition phenomenon. These examples lead to more general definition of the scaling transition and allow to understand…
In the hidden Markov process, there is a possibility that two different transition matrices for hidden and observed variables yield the same stochastic behavior for the observed variables. Since such two transition matrices cannot be…
A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…
We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…
Opacity is a generic security property, that has been defined on (non probabilistic) transition systems and later on Markov chains with labels. For a secret predicate, given as a subset of runs, and a function describing the view of an…
We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…
We present a general regularization procedure for piecewise smooth vector fields whose discontinuity locus is a variety of normal crossings type. We show that such regularization can be smoothed through a finite sequence of blowings-up,…
We propose a novel model for nonlinear dimension reduction motivated by the probabilistic formulation of principal component analysis. Nonlinearity is achieved by specifying different transformation matrices at different locations of the…
Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…
In planar analytic vector fields, a monodromic singularity can be distinguished between a focus or a center by means of the Lyapunov coefficients, which are given in terms of the power series coefficients of the first-return map defined…
We consider a natural variant of the Erd\H{o}s-R\'enyi random graph process in which $k$ vertices are special and are never put into the same connected component. The model is natural and interesting on its own, but is actually inspired by…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occurring in the same order for each…