نتایج جستجو برای: markovian jumping parameter

تعداد نتایج: 232615  

Hakimeh Jaghouri Samira Nazifkar

We study the evolution of entanglement and nonlocality of a non-interacting qubit-qutrit system under the effect of random telegraph noise (RTN) in independent and common environments in Markovian and non-Markovian regimes. We investigate the dynamics of qubit-qutrit system for different initial states. These systems could be existed in far astronomical objects. A monotone decay of the nonlocalit...

Journal: :Electronic Journal of Statistics 2022

We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on Markovian latent space dynamic: consecutive points are sampled the Euclidean Sphere using an unknown kernel; and two nodes connected with probability depending function of their geodesic distance. More precisely, at each stamp-time k we add point Xk by jumping from previous one Xk−1...

1998
LAURENT YOUNES

We analyse the convergence of stochastic algorithms with Markovian noise when the ergodicity of the Markov chain governing the noise rapidly decreases as the control parameter tends to innnity. In such a case, there may be a positive probabilityof divergence of the algorithm in the classic Robbins-Monro form. We provide modiications of the algorithm which ensure convergence. Moreover, we analys...

Journal: :IEEE Trans. Automat. Contr. 2002
Zidong Wang Hong Qiao Keith J. Burnham

V. CONCLUSION In this note, we have considered the control of partially linear cascade nonlinear systems. We have given conditions under which switching of the gains of the linear controller can stabilize the cascade. Our condition, Assumption 1 for the existence of an invariance region is different than ISS and weaker than minimum phase assumptions. Of course, the tradeoff is that the switchin...

2008
Alessandro Braggio Christian Flindt

We investigate the current noise of a charge qubit coupled to a phonon bath in different parameter regimes. We find, using the theory of Full Counting Statistics of non-Markovian systems, that the current fluctuations are strongly influenced by memory effects generated from the interplay between quantum coherence and the dynamics of the phonon bath.

2010
Marco Biroli Patrick Maheux

1 We study relationships between Logarithmic Sobolev inequalities with one parameter of Davies-Simon type, energy-entropy inequality, Nash-type inequality and Sobolev-type inequalities. The inequalities of Sobolev-type apply in the general setting of symmetric sub-Markovian semigroups (and some generalizations). We provide several examples of application of theses results for ultracontractive s...

2010
Gildson Jesus Marco H. Terra João Y. Ishihara

This paper deals with the problem of H∞ filtering for discrete-time Markovian jump linear systems. Predicted and filtered recursive estimates are obtained based on the game theory. In this paper, it is assumed that the jump parameter is not accessible. A numerical example is provided in order to show the effectiveness of the approach proposed.

2008
Claudio Fontana

We consider a reduced-form credit risk model where default intensity and interest rate are linear functions of a not fully observable Markovian factor process. We determine arbitragefree prices of OTC products coherently with information from the financial market, in particular yields and credit spreads and this can be accomplished via a linear filtering approach coupled with an EM -algorithm f...

2017
Yajun Li Xisheng Dai Wenping Xiao

Abstract: The stability problem for a class of stochastic neural networks with Markovian jump parameters and leakage delay is addressed in this study. The sufficient condition to ensure an exponentially stable stochastic neural networks system is presented and proven with Lyapunov functional theory, stochastic stability technique and linear matrix inequality method. The effect of leakage delay ...

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