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In an effort to aid communication among different fields and perhaps facilitate progress on problems common to all of them, this article discusses hidden Markov processes from several viewpoints, especially that of symbolic dynamics, where…

动力系统 · 数学 2010-01-13 Mike Boyle , Karl Petersen

A sofic measure is the image of a Markov probability measure by a continuous morphism, and can be represented by means of products of matrices $A_n$ that belong to a finite set of nonnegative matrices. To prove that the multifractal…

泛函分析 · 数学 2021-07-30 Alain Thomas

The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…

概率论 · 数学 2019-10-08 Artur Stephan

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

We suggest a new method of describing invariant measures on Markov compacta and path spaces of graphs, and thus of describing characters of some groups and traces of AF-algebras. The method relies on properties of filtrations associated…

表示论 · 数学 2014-08-15 Anatoly Vershik

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

偏微分方程分析 · 数学 2018-02-13 Michele Coti Zelati , Nathan Glatt-Holtz , Konstantina Trivisa

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

概率论 · 数学 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We study the induced measure obtained from a 1-step Markov measure, supported by a topological Markov chain, after the mapping of the original alphabet onto another one. We give sufficient conditions for the induced measure to be a Gibbs…

动力系统 · 数学 2007-05-23 J. -R. Chazottes , E. Ugalde

Sofic groups were defined implicitly by Gromov in [Gr99] and explicitly by Weiss in [We00]. All residually finite groups (and hence every linear group) is sofic. The purpose of this paper is to introduce, for every countable sofic group…

动力系统 · 数学 2009-04-15 Lewis Bowen

It is shown that for a non-singular conservative shift on a topologically mixing Markov subshift with Doeblin Condition the only possible absolutely continuous shift-invariant measure is a Markov measure. Moreover, if it is not equivalent…

动力系统 · 数学 2022-12-07 Nachi Avraham-Re'em

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…

动力系统 · 数学 2018-04-05 Michel Benaïm , Fritz Colonius , Lettau Ralph

Separation of variables (SoV) is a special property of integrable models which ensures that the wavefunction has a very simple factorised form in a specially designed basis. Even though the factorisation of the wavefunction was recently…

高能物理 - 理论 · 物理学 2019-09-26 Andrea Cavaglià , Nikolay Gromov , Fedor Levkovich-Maslyuk

The Bernoulli convolution associated to the real $\beta>1$ and the probability vector $(p_0,..,p_{d-1})$ is a probability measure $\eta_{\beta,p}$ on $\mathbb R$, solution of the self-similarity relation…

动力系统 · 数学 2014-10-09 Alain Thomas

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

概率论 · 数学 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

概率论 · 数学 2022-06-17 Satoru Odake , Ryu Sasaki

Quantum trajectories are Markov processes describing the evolution of a quantum system subject to indirect measurements. They can be viewed as place dependent iterated function systems or the result of products of dependent and non…

概率论 · 数学 2024-09-30 Tristan Benoist , Clément Pellegrini , Anna Szczepanek

We prove results on the decidability and complexity of computing the total variation distance (equivalently, the $L_1$-distance) of hidden Markov models (equivalently, labelled Markov chains). This distance measures the difference between…

形式语言与自动机理论 · 计算机科学 2018-04-18 Stefan Kiefer

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

动力系统 · 数学 2021-08-16 Godofredo Iommi , Anibal Velozo

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

We consider probability measures on $A^N$, the set of sequences of symbols on a finite alphabet $A$ of length $N$, that give a weight to each sequence in terms of a collection of matrices with non-negative entries and having rows and…

概率论 · 数学 2026-01-21 Davide Gabrielli , Federica Iacovissi
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