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This thesis develops and expands upon known techniques of mathematical physics relevant to the analysis of the popular Markov model of phylogenetic trees required in biology to reconstruct the evolutionary relationships of taxonomic units…

定量方法 · 定量生物学 2007-10-18 J G Sumner

We study Markovian random products on a large class of "m-dimensional" connected compact metric spaces (including products of closed intervals and trees). We introduce a splitting condition, generalizing the classical one by Dubins and…

动力系统 · 数学 2018-04-18 Lorenzo J. Díaz , Edgar Matias

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

概率论 · 数学 2009-06-02 Lasse Leskelä

The main subject of the thesis is the study of stationary nonequilibrium states trough the use of microscopic stochastic models that encode the physical interaction in the rules of Markovian dynamics for particles configurations. These…

统计力学 · 物理学 2023-02-07 Leonardo De Carlo

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

机器学习 · 计算机科学 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

统计力学 · 物理学 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…

统计理论 · 数学 2025-10-24 Attila Lovas

In this paper, we start by showing that the intertwining relationship between two minimal Markov semigroups acting on Hilbert spaces implies that any recurrent extensions, in the sense of It\^o, of these semigroups satisfy the same…

概率论 · 数学 2022-05-24 Pierre Patie , Mladen Savov , Yixuan Zhao

Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…

统计力学 · 物理学 2013-09-17 Adnan Ali , Robin C. Ball , Stefan Grosskinsky , Ellak Somfai

We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…

概率论 · 数学 2019-08-22 Motoya Machida

By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…

动力系统 · 数学 2021-05-26 Arno Berger , Hong Qian , Shirou Wang , Yingfei Yi

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

概率论 · 数学 2026-03-17 Seungwoo Lee , Mouad Ramil , Insuk Seo

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

动力系统 · 数学 2025-09-22 Bryn Davies , Angelica Yu Xiao

In the companion paper of the authors, a general synchronization framework was developed in the paradigmatic context of the 2D Navier-Stokes equations that allows one to precisely study the relation between the determining modes property of…

偏微分方程分析 · 数学 2025-12-09 Elizabeth Carlson , Aseel Farhat , Vincent R. Martinez , Collin Victor

Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…

概率论 · 数学 2015-04-30 Ramiro Zurkowski , Serdar Yüksel , Tamás Linder

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

统计力学 · 物理学 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

This note aims to bring attention to a simple class of discrete dynamical systems exhibiting some complex behaviour. Each of these systems is defined as a self-mapping of the unit square and is obtained by coupling two families of…

动力系统 · 数学 2012-01-20 Chris Preston

In this paper, we compute the long-time asymptotics for small solutions of the Manakov system which is a coupled system of nonlinear Schr\"odinger equations just under the assumption that the initial data lies in the weighted $L^{2}$ space.…

偏微分方程分析 · 数学 2019-07-25 Gong Chen

There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results which prove unique ergodicity under minimal assumptions on…

概率论 · 数学 2009-08-20 Martin Hairer , Jonathan C. Mattingly , Michael Scheutzow