Results 21 to 30 of about 1,035,661 (292)
Delay-dependent stabilization of stochastic interval delay systems with nonlinear disturbances [PDF]
, 2007 This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier Ltd.In this paper, a delay-dependent approach is developed to deal with the robust stabilization problem for a ...
Wang, Z, Shu, H, Fang, J, Wei, G
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Approximating Correlation Matrices Using Stochastic Lie Group Methods
Mathematics, 2021 Specifying time-dependent correlation matrices is a problem that occurs in several important areas of finance and risk management. The goal of this work is to tackle this problem by applying techniques of geometric integration in financial mathematics, i.
Michelle Muniz +2 more
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Models of symmetric stochastic matrices
AIP Conference Proceedings, 2012 In this paper we present models for symmetric stochastic matrices showing how to adjust and validate them. We discuss the validation in the general case.
Dias, Cristina +2 more
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On the Fisher Metric of Conditional Probability Polytopes
Entropy, 2014 We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of ...
Guido Montúfar, Johannes Rauh, Nihat Ay
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Non-homogeneous Markov chains with a finite state space and a Doeblin type theorem
International Journal of Mathematics and Mathematical Sciences, 1995 Doeblin [1] considered some classes of finite state nonhomogeneous Markov chains and studied their asymptotic behavior. Later Cohn [2] considered another class of such Markov chains (not covered earlier) and obtained Doeblin type results.
Rita Chattopadhyay
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Convergence of an accelerated distributed optimisation algorithm over time‐varying directed networks
IET Control Theory & Applications, 2021 In this article, studying distributed optimisation over time‐varying directed networks where a group of agents aims at cooperatively minimising a sum of local objective functions is focused on.
Jinhui Hu +5 more
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Star-Convexity of the Eigenvalue Regions for Stochastic Matrices and Certain Subclasses
MathematicsStar-convexity of the eigenvalue region for the set of n×n stochastic matrices has already been proven, for n≥2, by Dmitriev and Dynkin. The star-convexity property enables full determination of the eigenvalue region by its boundary.
Brando Vagenende +2 more
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Relative controllability of a stochastic system using fractional delayed sine and cosine matrices
Nonlinear Analysis, 2021 In this paper, we study the relative controllability of a fractional stochastic system with pure delay in finite dimensional stochastic spaces. A set of sufficient conditions is obtained for relative exact controllability using fixed point theory ...
JinRong Wang +2 more
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The spectrum of two interesting stochastic matrices
Special Matrices, 2020 The spectrum of two interesting stochastic matrices appearing in an engineering paper is completely determined. As a result, an inequality conjectured in that paper, involving two second largest eigenvalues, is easily proved.
Anghel N.
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On the Products of Stochastic and Diagonal Matrices
CoRR, 2023 Consider a stochastic matrix $P$ and diagonal matrix $D.$ In this work, we introduce Tilted matrices. A Tilted matrix is the product $D'PD$, where $D'$ is a diagonal normalization that makes the product stochastic. We then provide several results on products of Tilted matrices, which can be desirable for analyses of Markov Decision Processes.
Assaf Hallak, Gal Dalal
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