相关论文: Chains with complete connections and one-dimension…
Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
For discrete-state stochastic systems obeying Markovian dynamics, we establish the counterpart of the conditional reversibility theorem obtained by Gallavotti for deterministic systems [Ann. de l'Institut Henri Poincar\'e (A) 70, 429…
In this paper we revisit the notion of the "minus logarithm of stationary probability" as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium…
We introduce a sound and complete equational theory capturing equivalence of discrete probabilistic programs, that is, programs extended with primitives for Bernoulli distributions and conditioning, to model distributions over finite sets…
We study the ergodic properties of two classes of random dynamical systems: a type of Markov chain which we call the \textit{alternating random walk} and a certain stochastic billiard system which describes the motion of a free-moving rough…
We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential…
We consider models with nearest-neighbor interactions and with the set $[0,1]$ of spin values, on a Cayley tree of order $k\geq 1$. It is known that the "splitting Gibbs measures" of the model can be described by solutions of a nonlinear…
Hybrid Gibbs samplers represent a prominent class of approximated Gibbs algorithms that utilize Markov chains to approximate conditional distributions, with the Metropolis-within-Gibbs algorithm standing out as a well-known example. Despite…
We construct spectral metric spaces for Gibbs measures on a one-sided topologically exact subshift of finite type. That is, for a given Gibbs measure we construct a spectral triple and show that Connes' corresponding pseudo-metric is a…
We study the invariant measures and fluctuation limits of discrete-time harness processes in one spatial dimension. We construct one essential ergodic (under spatial shifts) invariant measure of the increment process derived from harness…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…
A popular view in contemporary Boltzmannian statistical mechanics is to interpret the measures as typicality measures. In measure-theoretic dynamical systems theory measures can similarly be interpreted as typicality measures. However, a…
We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…
The paper studies the higher-order absolute differences taken from progressive terms of time-homogenous binary Markov chains. Two theorems presented are the limiting theorems for these differences, when their order $k$ converges to…
This article studies the dynamics of a finite chain with infinite components. The equation which permits us to find the probability distribution of the chain length is constructed and analysed. This research is a continuation of paper…
We present a comprehensive study for the statistical properties of random variables that describe the domain structure of a finite Ising chain with nearest-neighbor exchange interactions and free boundary conditions. By use of extensive…
We formulate a general statement of the problem of defining invariant measures with certain properties and suggest an ergodic method of perturbations for describing such measures.