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A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value…

机器学习 · 计算机科学 2018-04-05 Stephane Chretien , Zhen-Wai Olivier Ho

This paper investigates the stability of switched linear systems whose switching signal is modeled as a stochastic process called a regenerative process. We show that the mean stability of such a switched system is characterized by the…

最优化与控制 · 数学 2016-11-04 Masaki Ogura , Clyde F. Martin

Spatial random permutations were originally studied due to their connections to Bose-Einstein condensation, but they possess many interesting properties of their own. For random permutations of a regular lattice with periodic boundary…

概率论 · 数学 2015-06-17 Volker Betz

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

统计力学 · 物理学 2026-02-26 Tobias Galla

In this paper we develop the topics of Quantum Recurrences and of Quantum Fidelity which have attracted great interest in recent years. The return probability is given by the square modulus of the overlap between a given initial wavepacket…

数学物理 · 物理学 2009-11-10 Monique Combescure

We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…

系统与控制 · 计算机科学 2017-02-03 Nikolaos Athanasopoulos , Konstantinos Smpoukis , Raphael M. Jungers

Random population dynamics with catastrophes (events pertaining to possible elimination of a large portion of the population) has a long history in the mathematical literature. In this paper we study an ergodic model for random population…

概率论 · 数学 2019-03-13 Iddo Ben-Ari , Alexander Roitershtein , Rinaldo B. Schinazi

We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…

数论 · 数学 2024-12-17 Jens Marklof

In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…

最优化与控制 · 数学 2020-08-26 Getachew K. Befekadu

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

概率论 · 数学 2022-02-14 Phil. Pollett

Scattering on a resonance state coupled to a complicated background is a typical problem for mesoscopic quantum many-body systems as well as for wave propagation in the presence of a complex environment. On average, such a simple mode…

介观与纳米尺度物理 · 物理学 2020-03-09 Dmitry V. Savin

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

最优化与控制 · 数学 2018-10-29 Dan Goreac

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

概率论 · 数学 2025-03-12 Xiaobin Sun , Jue Wang , Yingchao Xie

We show that a uniformly continuous random perturbation of a transitive map defines an aperiodic Harris chain which also satisfies Doeblin's condition. As a result, we get exponential decay of correlations for suitable random perturbations…

动力系统 · 数学 2017-04-20 Vitor Araujo , Hale Aytac

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

统计力学 · 物理学 2016-06-22 Apoorva Nagar , Shamik Gupta

We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of…

机器学习 · 计算机科学 2025-05-19 Daniel Racz , Mihaly Petreczky , Balint Daroczy

We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…

混沌动力学 · 物理学 2007-05-23 E. G. Altmann , E. C. da Silva , I. L. Caldas

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

动力系统 · 数学 2014-11-04 Vladimir Y. Protasov , Raphael M. Jungers

The intermittency is investigated when the current reversal occurs in a deterministic inertia ratchet system. To determine which type the intermittency belongs to, we obtain the return map of velocities of particle using stroboscopic…

混沌动力学 · 物理学 2009-11-10 W. -S. Son , I. Kim , Y. -J. Park , C. -M. Kim

We characterize the minimum-length sequences of independent lazy simple transpositions whose composition is a uniformly random permutation. For every reduced word of the reverse permutation there is exactly one valid way to assign…

概率论 · 数学 2018-03-09 Omer Angel , Alexander E Holroyd