On geometric and algebraic transience for discrete-time Markov chains

General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic transience. Criteria are presented through bounding the modified moment of the first return time and establishing the appropriate drift condition. Moreover, we apply the criteria to the random walk on the half line and the skip-free chain on nonnegative integers.     

Optimal stopping for partially observed piecewise-deterministic Markov processes

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of the partially observed optimal stopping problem. Then, we propose a numerical method, based on the quantization of the discrete-time filter process and the inter-jump times, to approximate the value function and to compute an ?$?$-optimal stopping time. We prove the convergence of the algorithms and bound the rates of convergence.     

One-point extensions of Markov processes by darning

This paper is a continuation of the works by Fukushima–Tanaka (Ann Inst Henri Poincaré Probab Stat 41: 419–459, 2005) and Chen–Fukushima–Ying (Stochastic Analysis and Application, p.153–196. The Abel Symposium, Springer, Heidelberg) on the study of one-point extendability of a pair of standard Markov processes in weak duality. In this paper, general conditions to ensure such an extension are given. In the symmetric case, characterizations of the one-point extensions are given in terms of their Dirichlet forms and in terms of their L ²-infinitesimal generators. In particular, a generalized notion of flux is introduced and is used to characterize functions in the domain of the L ²-infinitesimal generator of the extended process. An important role in our investigation is played by the α-order approaching probability u _α . The research of Z.-Q. Chen is supported in part by NSF Grant DMS-0600206. The research of M. Fukushima is supported in part by Grant-in-Aid for Scientific Research of MEXT No.19540125.     

Imprecise Markov chains with absorption

We consider convergence of Markov chains with uncertain parameters, known as imprecise Markov chains, which contain an absorbing state. We prove that under conditioning on non-absorption the imprecise conditional probabilities converge independently of the initial imprecise probability distribution if some regularity conditions are assumed. This is a generalisation of a known result from the classical theory of Markov chains by Darroch and Seneta [6].     

Transitive points via Furstenberg family

Let (X,T) be a topological dynamical system and F be a Furstenberg family (a collection of subsets of Z₊ with hereditary upward property). A point x∈X is called an F-transitive one if {n∈Z₊:Tnx∈U}∈F for every non-empty open subset U of X; the system (X,T) is called F-point transitive if there exists some F-transitive point. In this paper, we aim to classify transitive systems by F-point transitivity. Among other things, it is shown that (X,T) is a weakly mixing E-system (resp. weakly mixing M-system, HY-system) if and only if it is {D-sets}-point transitive (resp. {central sets}-point transitive, {weakly thick sets}-point transitive).It is shown that every weakly mixing system is Fip-point transitive, while we construct an Fip-point transitive system which is not weakly mixing. As applications, we show that every transitive system with dense small periodic sets is disjoint from every totally minimal system and a system is Δ^?(Fwt)-transitive if and only if it is weakly disjoint from every P-system.     

Two ergodicity criteria for stochastically recursive sequences

We prove two criteria for so-called coupling- and strong coupling-convergence of stochastically recursive sequences.     

The lumpability property for a family of Markov chains on poset block structures

We construct different classes of lumpings for a family of Markov chain products which reflect the structure of a given finite poset. We essentially use combinatorial methods. We prove that, for such a product, every lumping can be obtained from the action of a suitable subgroup of the generalized wreath product of symmetric groups, acting on the underlying poset block structure, if and only if the poset defining the Markov process is totally ordered, and one takes the uniform Markov operator in each factor state space. Finally we show that, when the state space is a homogeneous space associated with a Gelfand pair, the spectral analysis of the corresponding lumped Markov chain is completely determined by the decomposition of the group action into irreducible submodules.     

Subgeometric rates of convergence of f-ergodic strong Markov processes

We provide a condition in terms of a supermartingale property for a functional of the Markov process, which implies (a) f$f$-ergodicity of strong Markov processes at a subgeometric rate, and (b) a moderate deviation principle for an integral (bounded) functional. An equivalent condition in terms of a drift inequality on the extended generator is also given. Results related to (f,r)$(f,r)$-regularity of the process, of some skeleton chains and of the resolvent chain are also derived. Applications to specific processes are considered, including elliptic stochastic differential equations, Langevin diffusions, hypoelliptic stochastic damping Hamiltonian systems and storage models.     

Topological entropy for set valued maps

Any continuous map T on a compact metric space X induces in a natural way a continuous map on the space K(X) of all non-empty compact subsets of X. Let T be a homeomorphism on the interval or on the circle. It is proved that the topological entropy of the induced set valued map is zero or infinity. Moreover, the topological entropy of is zero, where C(X) denotes the space of all non-empty compact and connected subsets of X. For general continuous maps on compact metric spaces these results are not valid.     

Birth delay of a Markov process and the stopping distributions for regular processes

Summary We consider Markov processes with a fixed transition functionp(r, x; t, B) and with random birth times. We show that a process can be obtained from (X _t ,P) by birth delay if and only if for allt andB. As an application, we give a new version and a new proof of the results of Rost [R] and Fitzsimmons [F2] on stopping distributions of Markov processes. The key Lemma 1.1 replaces the filling scheme used by the previous authors.Birth delay was considered from a different prospective in [F1].Partially supported by the National Science Foundation Grant DMS-8802667     

A nondensity property of preperiodic points on Chebyshev dynamical systems

Let k be a number field with algebraic closure , and let S be a finite set of primes of k, containing all the infinite ones. Consider a Chebyshev dynamical system on P². Fix the effective divisor D of P² that is equal to a line nondegenerate on²[−2,2]. Then we will prove that the set of preperiodic points on which are S-integral relative to D is not Zariski dense in P².     

Weak equivalence for shifts of finite type

We derive a computable set of necessary and sufficient conditions for the existence of a homomorphism from one shift of finite type to another. Also we consider an equivalence relation on subshifts, called weak equivalence, which was introduced and studied by Beal and Perrin. We classify arbitrary shifts of finite type up to weak equivalence.     

Numerical determination of the basin of attraction for exponentially asymptotically autonomous dynamical systems

Numerical methods to determine the basin of attraction for autonomous equations focus on a bounded subset of the phase space. For non-autonomous systems, any relevant subset of the phase space, which now includes the time as one coordinate, is unbounded in the t-direction. Hence, a numerical method would have to use infinitely many points.To overcome this problem, we introduce a transformation of the phase space. Restricting ourselves to exponentially asymptotically autonomous systems, we can map the infinite time interval to a finite, compact one. The basin of attraction of a solution becomes the basin of attraction of an exponentially stable equilibrium for an autonomous system. Now we are able to generalise numerical methods from the autonomous case. More precisely, we characterise a Lyapunov function as a solution of a suitable linear first-order partial differential equation and approximate it using radial basis functions.     

Random orderings of the integers and card shuffling

In this paper we study random orderings of the integers with a certain invariance property. We describe all such orders in a simple way. We define and represent random shuffles of a countable set of labels and then give an interpretation of these orders in terms of a class of generalized riffle shuffles.     

Extendability of quadratic modules over a polynomial extension of an equicharacteristic regular local ring

We prove that a quadratic A[T]$A[T]$-module Q   with Witt index (Q/TQ)?d$(Q/TQ)?d$, where d is the dimension of the equicharacteristic regular local ring A, is extended from A. This improves a theorem of the second named author who showed it when A is the local ring at a smooth point of an affine variety over an infinite field. To establish our result, we need to establish a local–global principle (of Quillen) for the Dickson–Siegel–Eichler–Roy (DSER) elementary orthogonal transformations.     

Fixed points,coincidence points and maximal elements with applications to generalized equilibrium problems and minimax theory

In this paper, using a generalization of the Fan–Browder fixed point theorem, we obtain a new fixed point theorem for multivalued maps in generalized convex spaces from which we derive several coincidence theorems and existence theorems for maximal elements. Applications of these results to generalized equilibrium problems and minimax theory will be given in the last sections of the paper.     

On topological entropy of billiard tables with small inner scatterers

We present in this paper an approach to studying the topological entropy of a class of billiard systems. In this class, any billiard table consists of strictly convex domain in the plane and strictly convex inner scatterers. Combining the concept of anti-integrable limit with the theory of Lyusternik-Shnirel'man, we show that a billiard system in this class generically admits a set of non-degenerate anti-integrable orbits which corresponds bijectively to a topological Markov chain of arbitrarily large topological entropy. The anti-integrable limit is the singular limit when scatterers shrink to points. In order to get around the singular limit and so as to apply the implicit function theorem, on auxiliary circles encircling these scatterers we define a length functional whose critical points are well-defined at the anti-integrable limit and give rise to billiard orbits when the scatterers are not points. Consequently, we prove the topological entropy of the first return map to the scatterers can be made arbitrarily large provided the inner scatterers are sufficiently small.     

Blackwell Optimality in the Class of Markov Policies for Continuous-Time Controlled Markov Chains

This paper deals with Blackwell optimality for continuous-time controlled Markov chains with compact Borel action space, and possibly unbounded reward (or cost) rates and unbounded transition rates. We prove the existence of a deterministic stationary policy which is Blackwell optimal in the class of all admissible (nonstationary) Markov policies, thus extending previous results that analyzed Blackwell optimality in the class of stationary policies. We compare our assumptions to the corresponding ones for discrete-time Markov controlled processes.