相关论文: Contractive Markov systems II
Using the concept of discrete noiseless channels, it was shown by Shannon in A Mathematical Theory of Communication that the ultimate performance of an encoder for a constrained system is limited by the combinatorial capacity of the system…
A real-time communication system with two encoders communicating with a single receiver over separate noisy channels is considered. The two encoders make distinct partial observations of a Markov source. Each encoder must encode its…
There exist extensive studies on periodic and random perturbations of various continuous maps investigating their dynamics. This paper presents a random piecewise smooth map derived from a simple inductor-less switching circuit. The…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…
Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities for…
In this article we consider the general setting of conformal graph directed Markov systems modeled by countable state symbolic subshifts of finite type. We deal with two classes of such systems: attracting and parabolic. The latter being…
We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose…
We consider piecewise linear discrete time macroeconomic models, which possess a continuum of equilibrium states. These systems are obtained by replacing rational inflation expectations with a boundedly rational, and genuinely sticky,…
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…
We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…
A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…
It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
A Markovian model of the evolution of intermittent connections of various classes in a communication network is established and investigated. Any connection evolves in a way which depends only on its class and the state of the network, in…
Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…
We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…
We prove that every probabilistic cellular automaton with strictly positive transition probabilities that admits a stationary Bernoulli measure is exponentially ergodic. Moreover, the mixing time of any finite region in such a system is…
We introduce a class of quantum Markov semigroups describing the evolution of interacting quantum lattice systems, specified either as generic qudits or as fermions. The corresponding generators, which include both conservative and…