相关论文: Distributed Algorithms in an Ergodic Markovian Env…
Coherent structures are spatially varying regions which disperse minimally over time and organise motion in non-autonomous systems. This work develops and implements algorithms providing multilayered descriptions of time-dependent systems…
We analyze the problem of distributed power allocation for orthogonal multiple access channels by considering a continuous non-cooperative game whose strategy space represents the users' distribution of transmission power over the network's…
We systematically characterize the dynamical evolution of time-parity (PT )-symmetric two-level systems with spin-dependent dissipations. If the control parameters of the gap are linearly tuned with time, the dynamical evolution can be…
We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…
Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…
We prove a general result that if a Metropolis--Hastings algorithm has a proposal that is not geometrically ergodic and the acceptance rate approaches unity at a suitable rate as the state variable becomes large, then the Metropolised chain…
This paper studies the problem of expected loss minimization given a data distribution that is dependent on the decision-maker's action and evolves dynamically in time according to a geometric decay process. Novel algorithms for both the…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
We propose novel techniques for task allocation and planning in multi-robot systems operating in uncertain environments. Task allocation is performed simultaneously with planning, which provides more detailed information about individual…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
One dimensional excited random walk has been extensively studied for bounded, i.i.d. cookie environments. In this case, many important properties of the walk including transience or recurrence, positivity or non-positivity of the speed, and…
Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…
In this paper, we study nonlocal random walk strategies generated with the fractional Laplacian matrix of directed networks. We present a general approach to analyzing these strategies by defining the dynamics as a discrete-time Markovian…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…
Although exchangeable processes from Bayesian nonparametrics have been used as a generating mechanism for random partition models, we deviate from this paradigm to explicitly incorporate clustering information in the formulation of our…
The transition probability for time-dependent unitary evolution is invariant under the reversal of protocols just as in the classical Liouvillian dynamics. In this article, we generalize the expression of microscopic reversibility to…
We present a decentralized ergodic control policy for time-varying area coverage problems for multiple agents with nonlinear dynamics. Ergodic control allows us to specify distributions as objectives for area coverage problems for nonlinear…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…