Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems

@article{Antown2018OptimalLR,
  title={Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems},
  author={Fadi Antown and Davor Dragicevic and Gary Froyland},
  journal={Journal of Statistical Physics},
  year={2018},
  volume={170},
  pages={1051-1087}
}
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the linear response of the equilibrium distribution of the system, (ii) maximise the linear response of the expectation of a specified observable, and (iii) maximise the linear response of the rate of convergence of the system to the equilibrium distribution. We… CONTINUE READING
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