Related papers: On Marginal Markov Processes of Quantum Quadratic …

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

We develop a qualitative theory of Markov Decision Processes (MDPs) and Partially Observable MDPs that can be used to model sequential decision making tasks when only qualitative information is available. Our approach is based upon an…

The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…

We derive a general scheme to construct infinitely many probabilistic counterparts for solutions to nonlinear PDEs by recasting the latter as different nonlinear Fokker--Planck equations and by constructing, for each of these equations, a…

We develop a rigorous formalism for the description of the evolution of observables of quantum systems of particles in the mean-field scaling limit. The corresponding asymptotics of a solution of the initial-value problem of the dual…

The characterization of quantum processes is a key tool in quantum information processing tasks for several reasons: on one hand, it allows to acknowledge errors in the implementations of quantum algorithms; on the other, it allows to…

In the paper with the above title, D. T. Gillespie [Phys. Rev. A 49, 1607, (1994)] claims that the theory of Markov stochastic processes cannot provide an adequate mathematical framework for quantum mechanics. In conjunction with the…

In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…

We construct an explicit one-to-one correspondence between non-relativistic stochastic processes and solutions of the Schrodinger equation and between relativistic stochastic processes and solutions of the Klein-Gordon equation. The…

Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…

Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…

Weconsider Markov decision processes arising from a Markov model of an underlying natural phenomenon. Such phenomena are usually periodic (e.g. annual) in time, and so the Markov processes modelling them must be time-inhomogeneous, with…

Among the predictive hidden Markov models that describe a given stochastic process, the {\epsilon}-machine is strongly minimal in that it minimizes every R\'enyi-based memory measure. Quantum models can be smaller still. In contrast with…

We introduce Markov Neural Processes (MNPs), a new class of Stochastic Processes (SPs) which are constructed by stacking sequences of neural parameterised Markov transition operators in function space. We prove that these Markov transition…

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as…

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…

It is known that the dynamical evolution of a system, from an initial tensor product state of system and environment, to any two later times, t1,t2 (t2>t1), are both completely positive (CP) but in the intermediate times between t1 and t2…

Quadratic harnesses are typically non-homogeneous Markov processes with time-dependent state space. Using an appropriately defined affine transformation we show that all bridges of a given quadratic harness can be transformed into other…