Related papers: Interlaced processes on the circle

Interactive Markov chains (IMC) are compositional behavioural models extending labelled transition systems and continuous-time Markov chains. We provide a framework and algorithms for compositional verification and optimization of IMC with…

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

We provide a set of conditions which ensure the almost sure convergence of a class of simulated annealing algorithms on a bounded set $\mathcal{X}\subset\mathbb{R}^d$ based on a time-varying Markov kernel. The class of algorithms considered…

We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…

This paper studies a basic Markov chain, the Burnside process, on the space of flags $G/B$ with $G = GL_n(\mathbb{F}_q)$ and $B$ its upper triangular matrices. This gives rise to a shuffling: a Markov chain on the symmetric group realized…

Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…

Model checking probabilistic CTL properties of Markov decision processes with convex uncertainties has been recently investigated by Puggelli et al. Such model checking algorithms typically suffer from the state space explosion. In this…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

We extend our previous study of Markov chains on finite commutative rings (arXiv:1605.05089) to arbitrary finite rings with identity. At each step, we either add or multiply by a randomly chosen element of the ring, where the addition…

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

Quantum mechanics, in principle, allows for processes with indefinite causal order. However, most of these causal anomalies have not yet been detected experimentally. We show that every such process can be simulated experimentally by means…

We propose a general exact method of calculating dynamical correlation functions in dual symplectic brick-wall circuits in one dimension. These are deterministic classical many-body dynamical systems which can be interpreted in terms of…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

Gibbs sampling is a common procedure used to fit finite mixture models. However, it is known to be slow to converge when exploring correlated regions of a parameter space and so blocking correlated parameters is sometimes implemented in…

We study a spatial Markovian particle system with pairwise coagulation, a spatial version of the Marcus--Lushnikov process: according to a coagulation kernel $K$, particle pairs merge into a single particle, and their masses are united. We…

This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…

We study which standard operators of probabilistic process calculi allow for compositional reasoning with respect to bisimulation metric semantics. We argue that uniform continuity (generalizing the earlier proposed property of…

We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…