相关论文: Cutoff for congestion dynamics and related general…

We analyze the mixing time of a natural local Markov chain (the Glauber dynamics) on configurations of the solid-on-solid model of statistical physics. This model has been proposed, among other things, as an idealization of the behavior of…

We consider a class of cubic stochastic operators that are motivated by models for evolution of frequencies of genetic types in populations. We take populations with three mutually exclusive genetic types. The long term dynamics of single…

We derive a modular fluid-flow network congestion control model based on a law of fundamental nature in networks: the conservation of information. Network elements such as queues, users, and transmission channels and network performance…

In many important cellular processes, including mRNA translation, gene transcription, phosphotransfer, and intracellular transport, biological "particles" move along some kind of "tracks". The motion of these particles can be modeled as a…

A basic model of a dynamical distribution network is considered, modeled as a directed graph with storage variables corresponding to every vertex and flow inputs corresponding to every edge, subject to unknown but constant inflows and…

Sampling from the $q$-state ferromagnetic Potts model is a fundamental question in statistical physics, probability theory, and theoretical computer science. On general graphs, this problem may be computationally hard, and this hardness…

We study the single-site Glauber dynamics for the fugacity $\lambda$, Hard-core model on the random graph $G(n, d/n)$. We show that for the typical instances of the random graph $G(n,d/n)$ and for fugacity $\lambda <…

We examine both the dynamical and the multifractal properties at the chaos threshold of logistic maps with general nonlinearity $z>1$. First we determine analytically the sensitivity to initial conditions $\xi_{t}$. Then we consider a…

We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…

We consider the question of existence of a unique invariant probability distribution which satisfies some evolutionary property. The problem arises from the random graph theory but to answer it we treat it as a dynamical system in the…

Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…

How many shuffles are needed to mix up a deck of cards? This question may be answered in the language of a random walk on the symmetric group, $S_{52}$. This generalises neatly to the study of random walks on finite groups, themselves a…

We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…

During overload, most networks drop packets due to buffer unavailability. The resulting timeouts at the source provide an implicit mechanism to convey congestion signals from the network to the source. On a timeout, a source should not only…

We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…

Given an infinitesimal perturbation of a discrete-time finite Markov chain, we seek the states that are stable despite the perturbation, \textit{i.e.} the states whose weights in the stationary distributions can be bounded away from $0$ as…

We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {\em quantum level-2.5 large deviation principle} for these systems, which describes the joint…

Coherent sets are time-dependent regions in the physical space of nonautonomous flows that exhibit little mixing with their neighborhoods, robustly under small random perturbations of the flow. They thus characterize the global long-term…

The cutoff phenomenon describes the case when an abrupt transition occurs in the convergence of a Markov chain to its equilibrium measure. There are various metrics which can be used to measure the distance to equilibrium, each of which…

This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…