Related papers: The compositional construction of Markov processes…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…
A formal sequent system dealing with Menelaus' configurations is introduced in this paper. The axiomatic sequents of the system stem from 2-cycles of Delta-complexes. The Euclidean and projective interpretations of the sequents are defined…
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…
Zielonka's theorem shows that each regular set of Mazurkiewicz traces can be implemented as a system of synchronized processes with a distributed control structure called asynchronous automaton. This paper gives a polynomial algorithm for…
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…
The design of a complex system warrants a compositional methodology, i.e., composing simple components to obtain a larger system that exhibits their collective behavior in a meaningful way. We propose an automaton-based paradigm for…
We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…
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…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space R^d. In particular Markov processes related to sub-Markovian kernels, but also non-Markovian processes…
Markov's principle is a statement that originated in the Russian school of Constructive Mathematics and stated originally that "if it is impossible that an algorithm does not terminate, then it will terminate". This principle has been…
Compositionality is a key property for dealing with complexity, which has been studied from many points of view in diverse fields. Particularly, the composition of individual computations (or programs) has been widely studied almost since…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
We extend the simply-typed guarded $\lambda$-calculus with discrete probabilities and endow it with a program logic for reasoning about relational properties of guarded probabilistic computations. This provides a framework for programming…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
Two approaches to studying the correlation functions of the binary Markov sequences are considered. The first of them is based on the study of probability of occurring different ''words'' in the sequence. The other one uses recurrence…
We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…