Related papers: The compositional construction of Markov processes…
We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius operator of T with respect to the absolutely continuous…
Circuits based on sum-product structure have become a ubiquitous representation to compactly encode knowledge, from Boolean functions to probability distributions. By imposing constraints on the structure of such circuits, certain inference…
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…
Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
We prove a Perron-Frobenius-Ruelle theorem for group extensions of topological Markov chains based on a construction of $\sigma$-finite conformal measures and give applications to the construction of harmonic functions.
Structure-preserving bisimilarity is a truly concurrent behavioral equivalence for finite Petri nets, which relates markings (of the same size only) generating the same causal nets, hence also the same partial orders of events. The process…
We introduce an algorithmic decision process for multialternative choice that combines binary comparisons and Markovian exploration. We show that a preferential property, transitivity, makes it testable.
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…
Under continuity and recurrence assumptions, we prove that the iteration of successive partial symmetrizations that form a time-homogeneous Markov process, converges to a symmetrization. We cover several settings, including the…
We argue the connection of Nekrasov's partition function in the \Omega background and the moduli space of D-branes, suggested by the idea of geometric engineering and Gopakumar-Vafa invariants. In the instanton expansion of N=2 SU(2)…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…
We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…
In this paper we introduce the idea of probability in the definition of Sequential Dynamical Systems, thus obtaining a new concept, Probabilistic Sequential System. The introduction of a probabilistic structure on Sequential Dynamical…
We study systems of globally coupled interval maps, where the identical individual maps have two expanding, fractional linear, onto branches, and where the coupling is introduced via a parameter - common to all individual maps - that…
The "carries" when n random numbers are added base b form a Markov chain with an "amazing" transition matrix determined by Holte. This same Markov chain occurs in following the number of descents or rising sequences when n cards are…
We give an algebraic characterization of a form of synchronized parallel composition allowing for true concurrency, using ideas based on Peter Landin's "Program-Machine Symmetric Automata Theory".
Decomposable models and Bayesian networks can be defined as sequences of oligo-dimensional probability measures connected with operators of composition. The preliminary results suggest that the probabilistic models allowing for effective…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…