Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "ergodicity" wg kryterium: Temat


Wyświetlanie 1-13 z 13
Tytuł:
Construction of non-constant and ergodic cocycles
Autorzy:
Nerurkar, Mahesh
Powiązania:
https://bibliotekanauki.pl/articles/965766.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
cocycles
rigid dynamical systems
ergodicity
Opis:
We construct continuous G-valued cocycles that are not cohomologous to any compact constant via a measurable transfer function, provided the underlying dynamical system is rigid and the range group G satisfies a certain general condition. For more general ergodic aperiodic systems, we also show that the set of continuous ergodic cocycles is residual in the class of all continuous cocycles provided the range group G is a compact connected Lie group. The first construction is based on the "closure of coboundaries technique", whereas the second result is proved by developing in addition a new approximation technique.
Źródło:
Colloquium Mathematicum; 2000, 84/85, 2; 395-419
0010-1354
Pojawia się w:
Colloquium Mathematicum
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures
Autorzy:
Maslowski, B.
Simão, I.
Powiązania:
https://bibliotekanauki.pl/articles/966652.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
invariant measures
mixing
stochastic semilinear equations
ergodicity
Źródło:
Colloquium Mathematicum; 1997, 72, 1; 147-171
0010-1354
Pojawia się w:
Colloquium Mathematicum
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Prediction of estimates of technical object’s reliability on the basis of damage determined from lindberg levy’s claim and multiplicity of the set specified from ergodicity stream damage
Autorzy:
Lindstedt, P.
Sudakowski, T.
Grądzki, R.
Powiązania:
https://bibliotekanauki.pl/articles/245098.pdf
Data publikacji:
2013
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
damage identification
damage flux ergodicity
reliability estimators
Opis:
During the exploitation one problem still unsolved is that of determining reliability characteristics for single (individual or small set) technical object. This particularly concerns identification of damage set (parametrical and momentary) as well as determination of substitute cardinality of objects set, where in fact this equals 1, 2, 3 at the most. The article presents a method of determining parametrical and momentary damages from iteration equations: D K= aRb DK + bRbU , (1) UW = aRc U + bRc DK , (2) where: DK – complex diagnostic signal, UW – net environment signal (manner of use), aRb – technical condition parameter, aRc – exploitation condition parameter (exploitation potential), bRb – parameter of environment (manner of use) influence intensity on technical condition, bRc – intensity parameter of technical condition (physical wear) influence on technical object operation quality. Assumption is made that if current value of aRb technical condition parameter is higher than aRb dop (permissible) stemming from central limit theorem, parametrical damage occurs and analogically if value of exploitation condition parameter aRc is higher that aRc dop, momentary damage occurs. Additional assumption is made that substitute cardinality of objects set might be deputized by properly long observation of single object, as resulting from assumption of damage flux ergodicity. Therefore, having damages number (parametrical and momentary) and large enough substitute cardinality for a single object, unreliability estimators might be calculated and thus reliability characteristics of technical object. Presented method of determining reliability characteristics is based on virtually not dangerous parametrical and momentary damages that occur before extremely dangerous catastrophic damage. Method has been verified in practices on bearing systems of two pump complexes of second grade pump station in Jurowce Water Purification Plant of Białystok Water Department.
Źródło:
Journal of KONES; 2013, 20, 1; 179-184
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Existence, uniqueness and ergodicity for the stochastic quantization equation
Autorzy:
Gątarek, Dariusz
Gołdys, Beniamin
Powiązania:
https://bibliotekanauki.pl/articles/1287572.pdf
Data publikacji:
1996
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
Wick powers
Nelson estimates
stochastic quantization
stationary measure
ergodicity
Opis:
Existence, uniqueness and ergodicity of weak solutions to the equation of stochastic quantization in finite volume is obtained as a simple consequence of the Girsanov theorem.
Źródło:
Studia Mathematica; 1996, 119, 2; 179-193
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A non-regular Toeplitz flow with preset pure point spectrum
Autorzy:
Downarowicz, T.
Lacroix, Y.
Powiązania:
https://bibliotekanauki.pl/articles/1287315.pdf
Data publikacji:
1996
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
Toeplitz sequence
pure point spectrum
strict ergodicity
group extension
Opis:
Given an arbitrary countable subgroup $σ_0$ of the torus, containing infinitely many rationals, we construct a strictly ergodic 0-1 Toeplitz flow with pure point spectrum equal to $σ_0$. For a large class of Toeplitz flows certain eigenvalues are induced by eigenvalues of the flow Y which can be seen along the aperiodic parts.
Źródło:
Studia Mathematica; 1996, 120, 3; 235-246
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Lower bound technique and its applications to function systems and stochastic partial differential equations
Autorzy:
Szarek, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/748431.pdf
Data publikacji:
2013
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Ergodicity of Markov families, invariant measures, dynamical systems with jumps
Opis:
W pracy formułujemy kryteria dla istnienia miary niezmienniczej dla łańcuchów i procesów Markowa. Następnie pokazujemy ich użyteczność w teorii iterowanych układów funkcyjnych i stochastycznych równań  różniczkowych.
We formulate some criteria on the existence of an invariant measure for Markov chains and Markov processes. We also show their utylities in the theory of function systems and stochastic differential equations
Źródło:
Mathematica Applicanda; 2013, 41, 2
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin
Autorzy:
Zeifman, A.
Korotysheva, A.
Satin, Y.
Korolev, V.
Shorgin, S.
Razumchik, R.
Powiązania:
https://bibliotekanauki.pl/articles/331214.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
inhomogeneous birth process
inhomogeneous death process
ergodicity bound
perturbation bound
Opis:
Service life of many real-life systems cannot be considered infinite, and thus the systems will be eventually stopped or will break down. Some of them may be re-launched after possible maintenance under likely new initial conditions. In such systems, which are often modelled by birth and death processes, the assumption of stationarity may be too strong and performance characteristics obtained under this assumption may not make much sense. In such circumstances, time-dependent analysis is more meaningful. In this paper, transient analysis of one class of Markov processes defined on non-negative integers, specifically, inhomogeneous birth and death processes allowing special transitions from and to the origin, is carried out. Whenever the process is at the origin, transition can occur to any state, not necessarily a neighbouring one. Being in any other state, besides ordinary transitions to neighbouring states, a transition to the origin can occur. All possible transition intensities are assumed to be non-random functions of time and may depend (except for transition to the origin) on the process state. To the best of our knowledge, first ergodicity and perturbation bounds for this class of processes are obtained. Extensive numerical results are also provided.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2015, 25, 4; 787-802
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Autorzy:
Hernández-Lerma, Onésimo
Vega-Amaya, Oscar
Powiązania:
https://bibliotekanauki.pl/articles/1339029.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
uniform ergodicity
Lyapunov stability conditions
(discrete-time) Markov control processes
Poisson's equation
undiscounted cost criteria
Opis:
We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 2; 153-178
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On adaptive control of a partially observed Markov chain
Autorzy:
Di Masi, Giovanni
Stettner, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/1340597.pdf
Data publikacji:
1994
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
uniform ergodicity
long run average cost
filtering process
adaptive control
approximate filter
partially observed systems
Opis:
A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm is based on probing control, whose cost is additionally assumed to be periodically observable.
Źródło:
Applicationes Mathematicae; 1993-1995, 22, 2; 165-180
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Chaotic behavior of infinitely divisible processes
Autorzy:
Cambanis, S.
Podgórski, K.
Weron, A.
Powiązania:
https://bibliotekanauki.pl/articles/1289000.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
infinitely divisible process
ergodicity and mixing
stationary process
stochastic representation
Musielak-Orlicz space
hierarchy of chaos
Opis:
The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.
Źródło:
Studia Mathematica; 1995, 115, 2; 109-127
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On truncations for weakly ergodic inhomogeneous birth and death processes
Autorzy:
Zeifman, A.
Satin, Y.
Korolev, V.
Shorgin, S.
Powiązania:
https://bibliotekanauki.pl/articles/330983.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
birth process
death process
weak ergodicity
truncation
forward Kolmogorov system
nonstationary Markovian queueing model
proces narodzin
proces śmierci
obcinanie
system Kołmogorowa
model Markowa
Opis:
We investigate a class of exponentially weakly ergodic inhomogeneous birth and death processes. We consider special transformations of the reduced intensity matrix of the process and obtain uniform (in time) error bounds of truncations. Our approach also guarantees that we can find limiting characteristics approximately with an arbitrarily fixed error. As an example, we obtain the respective bounds of the truncation error for an Mt/Mt/S queue for any number of servers S. Arbitrary intensity functions instead of periodic ones can be considered in the same manner.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2014, 24, 3; 503-518
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On three methods for bounding the rate of convergence for some continuous-time Markov chains
Autorzy:
Zeifman, Alexander
Satin, Yacov
Kryukova, Anastasia
Razumchik, Rostislav
Kiseleva, Ksenia
Shilova, Galina
Powiązania:
https://bibliotekanauki.pl/articles/329966.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
inhomogeneous continuous time Markov chains
weak ergodicity
Lyapunov function
differential inequalities
forward Kolmogorov system
łańcuchy Markowa z czasem ciągłym
funkcja Lapunowa
nierówność różniczkowa
system Kołmogorowa
Opis:
Consideration is given to three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is particularly well suited to describe evolutions of the total number of customers in (in)homogeneous M/M/S queueing systems with possibly state-dependent arrival and service intensities, batch arrivals and services. One of the methods is based on the logarithmic norm of a linear operator function; the other two rely on Lyapunov functions and differential inequalities, respectively. Less restrictive conditions (compared with those known from the literature) under which the methods are applicable are being formulated. Two numerical examples are given. It is also shown that, for homogeneous birth-death Markov processes defined on a finite state space with all transition rates being positive, all methods yield the same sharp upper bound.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2020, 30, 2; 251-266
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
Autorzy:
Zeifman, A.
Razumchik, R.
Satin, Y.
Kiseleva, K.
Korotysheva, A.
Korolev, V.
Powiązania:
https://bibliotekanauki.pl/articles/330534.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
inhomogeneous birth process
inhomogeneous death process
weak ergodicity
rate of convergence
sharp bounds
logarithmic norm
forward Kolmogorov system
proces narodzin
proces śmierci
stopień konwergencji
norma logarytmiczna
system Kołmogorowa
Opis:
In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically, we consider an inhomogeneous M/M/S queueing system with possible state-dependent arrival and service intensities, and additionally possible batch arrivals and batch service. A unified approach based on a logarithmic norm of linear operators for obtaining sharp upper and lower bounds on the rate of convergence and corresponding sharp perturbation bounds is described. As a side effect, we show, by virtue of numerical examples, that the approach based on a logarithmic norm can also be used to approximate limiting characteristics (the idle probability and the mean number of customers in the system) of the systems considered with a given approximation error.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2018, 28, 1; 141-154
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-13 z 13

    Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies