Related papers: Correction. Perfect simulation for a class of posi…
Despite its prevalence, probabilistic bisimilarity suffers from a lack of robustness under minuscule perturbations of the transition probabilities. This can lead to discontinuities in the probabilistic bisimilarity distance function,…
We present a convex-concave reformulation of the reversible Markov chain estimation problem and outline an efficient numerical scheme for the solution of the resulting problem based on a primal-dual interior point method for monotone…
In this small note we correct an error made by Mohammadi et al. in their paper entitled "On Skew Cyclic Codes Over A Finite Ring" ( Iranian Jl. Math. Sci. Inform. Vol 14 (1) (2019), 135-145).
We provide updated predictions for elastic \gamma ${}^3$He cross sections and asymmetries that correct erroneous results we published in Phys. Rev. Lett. 98, 232303 (2007) and Nucl. Phys. A 819, 98 (2009).
In recent years probabilistic model checking has become an important area of research because of the diffusion of computational systems of stochastic nature. Despite its great success, standard probabilistic model checking suffers the…
We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…
Comment on "Classical Simulations Including Electron Correlations for Sequential Double Ionization" [arXiv:1204.3956]
This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
It is shown that transient graphs for the simple random walk do not admit a nearest neighbor transient Markov chain (not necessarily a reversible one), that crosses all edges with positive probability, while there is such chain for the…
Countable state Markov shifts are a natural generalization of the well-known subshifts of finite type. They are the subject of current research both for their own sake and as models for smooth dynamical systems. In this paper, we…
Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space $\mathbbm{R}^d$ the…
We state and prove a correct version of a theorem presented in an earlier paper.
We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion of a lumping-congruent Markov embedding, we show that, at…
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…
After a brief review of the key theorems concerning recurrent sequences, we give an explicit computation of the inverse of the Vandermonde matrix. This will then be used to derive sub-exponential decay error terms in the ergodic theorem of…
The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…
We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…