Related papers: On Marginal Markov Processes of Quantum Quadratic …
Markov jump process models have many applications across science. Often, these models are defined on a state-space of product form and only one of the components of the process is of direct interest. In this paper, we extend the marginal…
The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…
The generic identification problem is to decide whether a stochastic process $(X_t)$ is a hidden Markov process and if yes to infer its parameters for all but a subset of parametrizations that form a lower-dimensional subvariety in…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…
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…
Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…
In this paper, we continue the investigation of quantum Markov states (QMS) and define their mean entropies. Such entropies are explicitly computed under certain conditions. The present work takes a huge leap forward at tackling one of the…
We show that for a quantum $L^p$-martingale $(X(t))$, $p>2$, there exists a Doob-Meyer decomposition of the submartingale $(|X(t)|^2)$. A noncommutative counterpart of a classical process continuous with probability one is introduced, and a…
Towards formulating quantum gravity, we present a novel mechanism for the emergence of spacetime geometry from randomness. In [arXiv:1705.06097], we defined for a given Markov stochastic process "the distance between configurations," which…
Given a Gaussian process $(X_t)_{t \in \mathbb{R}}$, we construct a Gaussian \emph{Markov} process with the same one-dimensional marginals using sequences of transformations of $(X_t)_{t \in \mathbb{R}}$ "made Markov" at finitely many…
Quadratic harnesses are time-inhomogeneous Markov polynomial processes with linear conditional expectations and quadratic conditional variances with respect to the past-future filtrations. Typically they are determined by five numerical…
Quantum geometry on a discrete set means a directed graph with a weight associated to each arrow defining the quantum metric. However, these `lattice spacing' weights do not have to be independent of the direction of the arrow. We use this…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
Several stochastic processes with virtual particles in two dimensional space-time are presented whose mean field equations coincide with Schr\"odinger, Dirac, Klein-Gordon and the quantum mechanic equation for a photon. These processes…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
Quantum Markov chains (QMCs) are positive maps on a trace-class space describing open quantum dynamics on graphs. Such objects have a statistical resemblance with classical random walks, while at the same time it allows for internal…
We propose a definition of cycle representation for quantum Markov semigroups (qms) and quantum entropy production rate (qepr) in terms of the $\rho$-adjoint. We introduce the class of circulant qms, which admit non-equilibrium steady…