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Search results for: random walks, markov operators, central limit theorem, law of the iterated logarithm
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Limits Theorems for Random Walks on Homeo(S1)
PublicationThe central limit theorem and law of the iterated logarithm for Markov chains corresponding to random walks on the space Homeo(S1) of circle homeomorphisms for centered Lipschitz functions and every starting point are proved.
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The law of the Iterated Logarithm for random interval homeomorphisms
PublicationA proof of the law of the iterated logarithm for random homeomorphisms of the interval is given.
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Asymmetric Renyi Problem and > PATRICIA Tries
PublicationIn 1960 R´enyi asked for the number of random queries necessary to recover a hidden bijective labeling of n distinct objects. In each query one selects a random subset of labels and asks, what is the set of objects that have theselabels? Weconsider here anasymmetric version of the problem in which in every query an object is chosenwith probability p > 1/2 and we ignore “inconclusive” queries. We study the number of queries needed...
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An invariance principle for the law of the iterated logarithm for some Markov chains
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Asymptotic behaviour in the set of nonhomogeneous chains of stochastic operators
PublicationWe study different types of asymptotic behaviour in the set of (infinite dimensional) nonhomogeneous chains of stochastic operators acting on L1(μ) spaces. In order to examine its structure we consider different norm and strong operator topologies. To describe the nature of the set of nonhomogeneous chains of Markov operators with a particular limit behaviour we use the category theorem of Baire. We show that the geometric structure...
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Mieszanie w klasie niejednorodnych łańcuchów Markowa i kwadratowych operatorów stochastycznych
PublicationRozprawa doktorska poświęcona jest zagadnieniu asymptotycznych własności w klasie nieskończenie wymiarowych niejednorodnych łańcuchów Markowa z czasem dyskretnym oraz w klasie kwadratowych operatorów stochastycznych. W pierwszej kolejności definiowane są różne rodzaje asymptotycznego zachowania (mieszania) niejednorodnych łańcuchów Markowa odpowiadające zbieżności w normowej i mocnej topologii operatorowej oraz omówione są relacje...
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Simple SIR models with Markovian control
PublicationWe consider a random dynamical system, where the deterministic dynamics are driven by a finite-state space Markov chain. We provide a comprehensive introduction to the required mathematical apparatus and then turn to a special focus on the susceptible-infected-recovered epidemiological model with random steering. Through simulations we visualize the behaviour of the system and the effect of the high-frequency limit of the driving...
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On mixing in the class of quadratic stochastic operators
PublicationWe study different types of limit behavior of quadratic stochastic operators acting on ℓ^1 (or ℓ^1_d) spaces in both strong and uniform topologies. The main motif of the paper is to express the uniform and strong asymptotic stability of the quadratic stochastic operator in terms of convergence of the associated (linear) nonhomogeneous Markov chain. We also examine which type of uniform convergence of iterates of the quadratic...
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Towards More Realistic Probabilistic Models for Data Structures: The External Path Length in Tries under the Markov Model
PublicationTries are among the most versatile and widely used data structures on words. They are pertinent to the (internal) structure of (stored) words and several splitting procedures used in diverse contexts ranging from document taxonomy to IP addresses lookup, from data compression (i.e., Lempel- Ziv'77 scheme) to dynamic hashing, from partial-match queries to speech recognition, from leader election algorithms to distributed hashing...
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Limiting distribution of Lempel Ziv'78 redundancy
PublicationWe show that the Lempel Ziv'78 redundancy rate tends to a Gaussian distribution for memoryless sources. We accomplish it by extending findings from our 1995 paper [3]. We present a new simplified proof of the Central Limit Theorem for the number of phrases in the LZ'78 algorithm. As in our 1995 paper, here we first analyze the asymptotic behavior of the total path length in a digital search tree (a DST) built from independent sequences....
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On the Limiting distribution of Lempel Ziv'78 Redundancy for Memoryles Sources
PublicationWe show that the Lempel Ziv'78 redundancy rate tends to a Gaussian distribution for memoryless sources. We accomplish it by extending findings from our 1995 paper [3]. We present a new simplified proof of the Central Limit Theorem for the number of phrases in the LZ'78 algorithm. As in our 1995 paper, here we first analyze the asymptotic behavior of the total path length in a digital search tree (a DST) built from independent sequences....
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On the Limiting Distribution of Lempel-Ziv’78 Redundancy for Memoryless Sources
PublicationWe study the Lempel-Ziv'78 algorithm and show that its (normalized) redundancy rate tends to a Gaussian distribution for memoryless sources. We accomplish it by extending findings from our 1995 paper, in particular, by presenting a new simplified proof of the central limit theorem (CLT) for the number of phrases in the LZ'78 algorithm. We first analyze the asymptotic behavior of the total path length in the associated digital search...
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Analytical studies of spectrum broadcast structures in quantum Brownian motion
PublicationSpectrum broadcast structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for the objectivization of the decohered state of a system. Recently, they have been demonstrated by means of the well-known quantum Brownian motion model of the recoilless...
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Experimental certification of more than one bit of quantum randomness in the two inputs and two outputs scenario
PublicationOne of the striking properties of quantum mechanics is the occurrence of the Bell-type non-locality. They are a fundamental feature of the theory that allows two parties that share an entangled quantum system to observe correlations stronger than possible in classical physics. In addition to their theoretical significance, non-local correlations have practical applications, such as device-independent randomness generation, providing...
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Limiting distribution of the three-state semi-Markov model of technical state transitions of ship power plant machines and its applicability in operational decision-making.
PublicationThe article presents the three-state semi-Markov model of the process {W(t): t 0} of state transitions of a ship power plant machine, with the following interpretation of these states: s1 – state of full serviceability, s2 – state of partial serviceability, and s3 – state of unserviceability. These states are precisely defined for the ship main engine (ME). A hypothesis is proposed which explains the possibility of application...