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This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…

Logic in Computer Science · Computer Science 2017-04-28 Gaoang Bian , Alessandro Abate

We introduce a new strategy for compositional neural surrogates for radiation-matter interactions, a key task spanning domains from particle physics through nuclear and space engineering to medical physics. Exploiting the locality and the…

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

We derive an augmented Krylov subspace method with subspace recycling for computing a sequence of matrix function applications on a set of vectors. The matrix is either fixed or changes as the sequence progresses. We assume consecutive…

Numerical Analysis · Mathematics 2025-08-21 Liam Burke , Andreas Frommer , Gustavo Ramirez-Hidalgo , Kirk M. Soodhalter

In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…

Probability · Mathematics 2023-02-27 Michel Mandjes , Peter Spreij

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

Consider a Markov process \omega_t at equilibrium and some event C (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation \Pr[\omega_0,\omega_t \in C] - \Pr[\omega_0 \in…

Probability · Mathematics 2012-08-24 Alan Hammond , Elchanan Mossel , Gábor Pete

We study the synchronization behavior of discrete-time Markov chains on countable state spaces. Representing a Markov chain in terms of a random dynamical system, which describes the collective dynamics of trajectories driven by the same…

Dynamical Systems · Mathematics 2025-08-14 Robin Chemnitz , Maximilian Engel , Guillermo Olicón-Mendez

We consider the computational task of sampling a bit string $x$ from a distribution $\pi(x)=|\langle x|\psi\rangle|^2$, where $\psi$ is the unique ground state of a local Hamiltonian $H$. Our main result describes a direct link between the…

Quantum Physics · Physics 2023-11-09 Sergey Bravyi , Giuseppe Carleo , David Gosset , Yinchen Liu

For distributions over discrete product spaces $\prod_{i=1}^n \Omega_i'$, Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that $k$-Glauber dynamics, which…

Data Structures and Algorithms · Computer Science 2024-07-11 Holden Lee

We describe a new algorithm for the perfect simulation of variable length Markov chains and random systems with perfect connections. This algorithm, which generalizes Propp and Wilson's simulation scheme, is based on the idea of coupling…

Probability · Mathematics 2015-03-19 Aurélien Garivier

In this paper we present a rigorous analysis of a class of coupled dynamical systems in which two distinct types of components, one excitatory and the other inhibitory, interact with one another. These network models are finite in size but…

Dynamical Systems · Mathematics 2022-01-19 Matteo Tanzi , Lai-Sang Young

In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…

Probability · Mathematics 2020-08-11 José L. da Silva , Yuri Kondratiev

We consider the problem of approximate sampling from the finite volume Gibbs measure with a general pair interaction. We exhibit a parallel dynamics (Probabilistic Cellular Automaton) which efficiently implements the sampling. In this…

Mathematical Physics · Physics 2012-01-30 Paolo Dai Pra , Benedetto Scoppola , Elisabetta Scoppola

Markov chains are studied in a formulation involving forces and fluxes. First, the iso-dissipation force recently introduced in the physics literature is investigated; we show that its non-uniqueness is linked to different notions of…

Probability · Mathematics 2023-06-21 M. H. Duong , J. Zimmer

Granular convergence is a property of a granular pack as it is repeatedly sheared in a cyclic, quasistatic fashion, as the packing configuration changes via discrete events. Under suitable conditions the set of microscopic configurations…

Soft Condensed Matter · Physics 2023-08-25 Anna Movsheva , Thomas A. Witten

We introduce a Markov chain model of concurrent quantum programs. This model is a quantum generalization of Hart, Sharir and Pnueli's probabilistic concurrent programs. Some characterizations of the reachable space, uniformly repeatedly…

Logic in Computer Science · Computer Science 2012-06-12 Nengkun Yu , Mingsheng Ying

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

Probability · Mathematics 2014-12-23 Volker Betz , Stéphane Le Roux

In this paper we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize coincidence of conditional…

Operator Algebras · Mathematics 2019-11-26 Xinxin Chen , Adam Dor-On , Langwen Hui , Christopher Linden , Yifan Zhang

We describe a simple method of umbrella trajectory sampling for Markov chains. The method allows the estimation of large-deviation rate functions, for path-extensive dynamic observables, for an arbitrary number of models within a certain…

Statistical Mechanics · Physics 2018-08-01 Stephen Whitelam
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