相关论文: Markov Towers and Stochastic Properties of Billiar…

For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…

We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming…

We study limit theorems in the context of random perturbations of dispersing billiards in finite and infinite measure. In the context of a planar periodic Lorentz gas with finite horizon, we consider random perturbations in the form of…

We study the convergence of stochastic fixed point iterations in the consistent case (in the sense of Butnariu and Fl{\aa}m (1995)) in several different settings, under decreasingly restrictive regularity assumptions of the fixed point…

This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With this analysis we achieve a characterization of the scale…

In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The Nagaev-Guivarc'h spectral method provides several examples…

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…

We prove that the Birkhoff sums for ``almost every'' relevant observable in the stadium billiard obey a non-standard limit law. More precisely, the usual central limit theorem holds for an observable if and only if its integral along a…

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

This paper has a two-folded purpose. First, we attempt to outline the development of the turnpike theorems in the the last several decades. Second, we study turnpike theorems in finite-horizon two-person zero-sum Markov games on a general…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…

We introduce the Markov extension, represented schematically as a tower, to the study of dynamical systems with holes. For tower maps with small holes, we prove the existence of conditionally invariant probability measures which are…

We obtain sharp error rates in the local limit theorem for the Sinai billiard map (one and two dimensional) with infinite horizon. This result allows us to further obtain higher order terms and thus, sharp mixing rates in the speed of…

In this paper we investigate the behavior of the bridges of a Markov counting process in several directions. We first characterize convexity(concavity) in time of the mean value in terms of lower (upper) bounds on the so called…

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…