arXiv subjects

Balazs Gerencser

Publications and source records attributed to Balazs Gerencser.

3 recordsLinked to original sources

arXiv2019

On the ergodicity of certain Markov chains in random environments

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$. Convergence speed is estimated and an ergodic theorem is established for functionals of $X$. Our hypotheses on $X$ combine the standard "small set" and "drift" conditions for geometrically ergodic Markov chains with conditions on the growth rate of a certain "maximal process" of the random environment. We are able to cover a wide range of models that have heretofore been untractable. In particular, our results are pertinent to difference equations modulated by a stationary Gaussian process. Such equations arise in applications, for example, in discretized stochastic volatility models of mathematical finance.

math.PR↗

arXiv2019

Trajectory convergence from coordinate-wise decrease of quadratic energy functions, and applications to platoons

We consider trajectories where the sign of the derivative of each entry is opposite to that of the corresponding entry in the gradient of an energy function. We show that this condition guarantees convergence when the energy function is quadratic and positive definite and partly extend that result to some classes of positive semi-definite quadratic functions including those defined using a graph Laplacian. We show how this condition allows establishing the convergence of a platoon application in which it naturally appears, due to deadzones in the control laws designed to avoid instabilities caused by inconsistent measurements of the same distance by different agents.

math.DS↗

arXiv2014

Optimal one-dimensional coverage by unreliable sensors

This paper regards the problem of optimally placing unreliable sensors in a one-dimensional environment. We assume that sensors can fail with a certain probability and we minimize the expected maximum distance from any point in the environment to the closest active sensor. We provide a computational method to find the optimal placement and we estimate the relative quality of equispaced and random placements. We prove that the former is asymptotically equivalent to the optimal placement when the number of sensors goes to infinity, with a cost ratio converging to 1, while the cost of the latter remains strictly larger.

math.OC↗