相关论文: Symbolic Dynamics and Markov Partitions for the St…

We compare the statistical properties of eigenvalue sequences for a gamma=1 Bunimovich stadium billiard. The eigenvalues have been obtained by two ways: one set results from a measurement of the eigenfrequencies of a superconducting…

We use symbolic dynamics to study discrete adaptive games, such as the minority game and the El Farol Bar problem. We show that no such game can have deterministic chaos. We put upper bounds on the statistical complexity and period of these…

Markov partitions designed by Sinai(1968) and Bowen(1970) proved to be an efficient tool for descibing statistical properties of uniformly hyperbolic systems. For hyperbolic systems with singularities, in particular, for hyperbolic…

A practical and popular technique to extract the symbolic dynamics from experimentally measured chaotic time series is the threshold-crossing method, by which an arbitrary partition is utilized for determining the symbols. We address to…

We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

We study the links between the values of stochastic games with varying stage duration $h$, the corresponding Shapley operators $\bf{T}$ and ${\bf{T}}\_h$and the solution of $\dot f\_t = ({\bf{T}} - Id )f\_t$. Considering general non…

A class of non-compact billiards is introduced, namely the infinite step billiards, i.e., systems of a point particle moving freely in the domain $\Omega = \bigcup_{n\in\N} [n,n+1] \times [0,p_n]$, with elastic reflections on the boundary;…

We study Markov multi-maps of the interval from the point of view of topological dynamics. Specifically, we investigate whether they have various properties, including topological transitivity, topological mixing, dense periodic points, and…

We establish existence of controlled Markov chain of mean-field type with unbounded jump intensities by means of a fixed point argument using the Wasserstein distance. Using a Markov chain entropic backward SDE approach, we further suggest…

Imperfections of Bunimovich mushroom Billiards are analyzed. Any experiment will be affected by such imperfections, and it will be necessary to estimate their influence. In particular some of the corners will be rounded and small deviations…

In this paper, we investigate the mean field games with $K$ classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a controlled nonlinear Markov process…

Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

We consider Dynkin games for Markov processes associated with semi-Dirichlet forms. Dynkin games are the optimal stopping games introduced as the models of zero-sum games by two players. We prove that the solution to the certain variational…

We develop a new approach for the construction of the Glauber dynamics in continuum. Existence of the corresponding strongly continuous contraction semigroup in a proper Banach space is shown. Additionally we present the finite- and…

In this paper, we investigate a partially observable zero sum games where the state process is a discrete time Markov chain. We consider a general utility function in the optimization criterion. We show the existence of value for both…

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…