相关论文: Multicyclic norias: a first-transition approach to…

We provide a proof of a recently conjectured universal bound on current fluctuations in Markovian processes. This bound establishes a link between the fluctuations of an individual observable current, the cycle affinities driving the system…

We exhibit the invariance of cycle affinities in finite state Markov processes under various natural probabilistic constructions, for instance under conditioning and under a new combinatorial construction that we call ``drag and drop''. We…

For continuous-time Markov chains and open unimolecular chemical reaction networks, we prove that any two stationary currents are linearly related upon perturbations of a single edge's transition rates, arbitrarily far from equilibrium. We…

We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting…

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not…

We derive novel results on the ergodic theory of irreducible, aperiodic Markov chains. We show how to optimally steer the network flow to a stationary distribution over a finite or infinite time horizon. Optimality is with respect to an…

Continuous-time Markov chains have been successful in modelling systems across numerous fields, with currents being fundamental entities that describe the flows of energy, particles, individuals, chemical species, information, or other…

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

Last passage times arise in a number of areas of applied probability, including risk theory and degradation models. Such times are obviously not stopping times since they depend on the whole path of the underlying process. We consider the…

Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…

We propose an explicit, easily-computable algebraic criterion for approximate null-controllability of a class of general piecewise linear switch systems with multiplicative noise. This gives an answer to the general problem left open in…

We formulate and solve a variant of the quickest detection problem which features false negatives. A standard Brownian motion acquires a drift at an independent exponential random time which is not directly observable. Based on the…

We derive a generalization of the Perron-Frobenius theorem to time-varying row-stochastic matrices as follows: using Kolmogorov's concept of absolute probability sequences, which are time-varying analogs of principal eigenvectors, we…

We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment…

This paper establishes a novel connection between null-recurrent CTMCs and electric networks, offering a systematic classification of null-recurrent behavior based on the first returning speed. By leveraging techniques from electric network…

Let $\{X_n\}$ be a Markov chain with transition probability $p_{ij}=a_{j-(i-1)^+},\forall i,j\ge 0$, where $a_j=0$ provided $j<0$, $a_0>0$, $a_0+a_1<1$ and $\sum_{n=0}^\infty a_n=1$. Let $\mu=\sum_{n=1}^\infty na_n$. It's known that…

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…