惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

罗磊的独立博客
爱范儿
爱范儿
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
博客园_首页
博客园 - 叶小钗
酷 壳 – CoolShell
酷 壳 – CoolShell
Apple Machine Learning Research
Apple Machine Learning Research
云风的 BLOG
云风的 BLOG
量子位
博客园 - 三生石上(FineUI控件)
Stack Overflow Blog
Stack Overflow Blog
小众软件
小众软件
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
V
V2EX
人人都是产品经理
人人都是产品经理
V
Visual Studio Blog
Jina AI
Jina AI
L
LangChain Blog
M
MIT News - Artificial intelligence
MongoDB | Blog
MongoDB | Blog
Last Week in AI
Last Week in AI
Martin Fowler
Martin Fowler
WordPress大学
WordPress大学

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
A superharmonic vector for a nonnegative matrix with QBD ...
Masakiyo Miyazawa · 2015-01-16 · via math.PR updates on arXiv.org

Markov modulation is versatile in generalization for making a simple stochastic model which is often analytically tractable to be more flexible in application. In this spirit, we modulate a two dimensional reflecting skip-free random walk in such a way that its state transitions in the boundary faces and interior of a nonnegative integer quadrant are controlled by Markov chains. This Markov modulated model is referred to as a 2d-QBD process according to Ozaw (2013). We are interested in the tail asymptotics of its stationary distribution, which has been well studied when there is no Markov modulation. Ozawa studied this tail asymptotics problem, but his answer is not analytically tractable. We think this is because Markov modulation is so free to change a model even if the state space for Markov modulation is finite. Thus, some structure, say, extra conditions, would be needed to make the Markov modulation analytically tractable while minimizing its limitation in application. The aim of this paper is to investigate such structure for the tail asymptotic problem. For this, we study the existence of a right subinvariant positive vector, called a superharmonic vector, of a nonnegative matrix with QBD block structure, where each block matrix is finite dimensional. We characterize this existence under a certain extra assumption. We apply this characterization to the 2d-QBD process, and derive the tail decay rates of its marginal stationary distribution in an arbitrary direction. This solves the tail decay rate problem for a two node generalized Jackson network, which has been open for many years.