Stationary and Ergodic Properties of Stochastic NonLinear Systems Controlled over Communication Channels

Stationary and Ergodic Properties of Stochastic NonLinear Systems Controlled over Communication Channels

This paper is concerned with the following problem: Given a stochastic non-linear system controlled over a noisy channel, what is the largest class of channels for which there exist coding and control policies so that the closed loop system is stochastically stable? Stochastic stability notions considered are stationarity, ergodicity or asymptotic mean stationarity. We do not restrict the state...

Stochastic Processes ( Fall 2014 ) Spectral representations and ergodic theorems for stationary stochastic processes Stationary stochastic processes

A stochastic process X is strongly stationary if its fdds are invariant under time shifts, that is, for any (finite) n, for any t0 and for all t1, ..., tn ∈ T , (Xt1 , ..., Xtn) and (Xt1+t0 , ..., Xtn+t0) have the same distribution. A stochastic process X is weakly stationary if its mean function is constant and its covariance function is invariant under time shifts. That is, for all t ∈ T , E(...

SOME ERGODIC PROPERTIES OF HYPER MV {ALGEBRA DYNAMICAL SYSTEMS

This paper provides a review on major ergodic features of semi-independent hyper MV {algebra dynamical systems. Theorems are presentedto make contribution to calculate the entropy. Particularly, it is proved that thetotal entropy of those semi-independent hyper MV {algebra dynamical systemsthat have a generator can be calculated with respect to their generator ratherthan considering all the par...

Ergodic Properties of Stationary, Markov, and Regenerative Processes

Stationary Ergodic

This paper gives a survey of recent results on generalized Jackson networks , where classical exponential or i.i.d. assumptions on services and routings are replaced by stationary and ergodic assumptions. We rst show that the most basic features of the network may exhibit unexpected behavior. Several probabilistic properties are then discussed, including a strong law of large numbers for the nu...