相关论文: Symbolic Dynamics and Markov Partitions for the St…
In this paper, we first give a necessary and sufficient condition for a factor code with an unambiguous symbol to admit a subshift of finite type restricted to which it is one-to-one and onto. We then give a necessary and sufficient…
The behavior of the average energy for an ensemble of non-interacting particles is studied using scaling arguments in a dissipative time-dependent stadium-like billiard. The dynamics of the system is described by a four dimensional…
We study multifractal decompositions based on Birkhoff averages for sequences of functions belonging to certain classes of symbolically continuous functions. We do this for an expanding interval map with countably many branches, which we…
We develop a new theory of maximizing sets in dynamical systems, for the study of ergodic optimization in systems with weak hyperbolicity but where the Ma\~n\'e cohomology lemma does not hold. This leads to new solutions of the Typical…
The cutoff phenomena for Markovian dynamics have been observed and rigorously verified for a multitude of models, particularly for Glauber-type dynamics on spin systems. However, prior studies have barely considered irreversible chains. In…
In this paper, we analyze mean-field game modulated by finite states markov chains. We first develop a sufficient stochastic maximum principle for the optimal control of a Markov-modulated stochastic differential equation (SDE) of…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
We show that the convergence of finite state space Markov chains to stationarity can often be considerably speeded up by alternating every step of the chain with a deterministic move. Under fairly general conditions, we show that not only…
In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…
We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter…
Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this…
We discuss the symbolic dynamics of biochemical networks with separate timescales. We show that symbolic dynamics of monomolecular reaction networks with separated rate constants can be described by deterministic, acyclic automata with a…
A problem from thermodynamic formalism for countable symbolic Markov chains is considered. It concerns asymptotic behavior of the equilibrium measures corresponding to increasing sequences of finite sub-matrices of an infinite nonnegative…
A new approach to find all the transitive orientations for a comparability graph (finite or infinite) is presented. This approach is based on the link between the notion of ``strong'' partitive set and the forcing theory (notions of…
This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…
In [Aldous,Pitman,1998] a tree-valued Markov chain is derived by pruning off more and more subtrees along the edges of a Galton-Watson tree. More recently, in [Abraham,Delmas,2012], a continuous analogue of the tree-valued pruning dynamics…
We define a Markov process on the set of countable graphs with spins. Transitions are local substitutions in the graph. It is proved that the scaling macrodimension is an invariant of such dynamics.
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
We prove strong laws of large numbers under intermediate trimming for Birkhoff sums over subshifts of finite type. This gives another application of a previous trimming result only proven for interval maps. In case of Markov measures we…
This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…